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Brunnermeier, Markus’ AUTHOR PAGE
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E-Mail: markus@princeton.edu
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webpage: http://www.princeton.edu/~markus
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Affiliation: Princeton University
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Risk Topography: Systemic Risk and Macro Modeling 2014
Brunnermeier, Markus
Krishnamurthy, Arvind
 
Contributions from leading academic researchers, central bankers, and other financial-market experts to explore the possibilities for advancing macroe...
Bubbles, Financial Crises, and Systemic Risk 2012
Brunnermeier, Markus
Oehmke, Martin
 
This chapter surveys the literature on bubbles, financial crises, and systemic risk. The first part of the chapter provides a brief historical account...
Risk Topography 2011
Brunnermeier, Markus
Gorton, Gary B.
Krishnamurthy, Arvind
 
The aim of this paper is to conceptualize and design a risk topography that outlines a data acquisition and dissemination process that informs policy ...
Deciphering the Liquidity and Credit Crunch 2007-2008 2009
Brunnermeier, Markus
 
This paper summarizes and explains the main events of the liquidity and credit crunch in 2007-08. Starting with the trends leading up to the crisis, I...
CoVaR 2008
Adrian, Tobias
Brunnermeier, Markus
 
We define CoVaR as the value at risk (VaR) of financial institutions conditional on otherinstitutions being in distress. The increase of CoVaR relativ...
Market Liquidity and Funding Liquidity 2005
Brunnermeier, Markus
Pedersen, Lasse H.
 
We provide a model that links a security’s market liquidity — i.e., the easeof trading it — and traders’ funding liquidity — i.e., their availability ...
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