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MFM Papers

Leaders of this research project and presenters in the MFM meetings have compiled a group of papers and background readings. This database is intended to provide relevant references for researchers working in topics related to the MFM project's purpose.

The papers that you can find here include research that is being developed with the support of the MFM initiative, ongoing research that has been discussed during the MFM meetings, and relevant articles produced elsewhere by the general academic community. The papers referenced here do not constitute a comprehensive list of the existing literature. Feel free to submit feedback on these papers using the "add new comment" link on each individual research display page.


Publication Datesort ascending Title Author(s)
April 2016 Inflation Dynamics During the Financial Crisis Simon Gilchrist, Raphael Schoenle, Jae Sim, Egon Zakrajˇsek
January 2016 Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions Michael Gofman
January 2016 A multi-layer network perspective on systemic risk Frank Schweitzer
December 2015 Risk and Risk Management in the Credit Card Industry Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo, Akhtar Siddique
September 2015 Customer Markets and Financial Frictions: Implications for Inflation Dynamics Simon Gilchrist, Egon Zakrajˇsek
July 2015 Financial Heterogeneity and Monetary Union Simon Gilchrist, Raphael Schoenle, Jae Sim, Egon Zakrajˇsek
June 2015 Mandatory Disclosure and Financial Contagion Fernando Alvarez
May 2015 Why Are Banks Not Recapitalized During Crises? Matteo Crosignani
March 2015 Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model Juliane Begenau
February 2015 Indeterminacy in Sovereign Debt Markets: an Empirical Investigation Luigi Bocola, Alessandro Dovis
February 2015 Concentrated Capital Losses and the Pricing of Corporate Credit Risk Emil N. Siriwardane
December 2014 Fire Sales, Indirect Contagion and Systemic Stress-Testing Rama Cont, Eric Finn Schanning
December 2014 Concentrated Capital Losses and the Pricing of Corporate Credit Risk Emil N. Siriwardane
October 2014 The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession Marco Macchiavelli, Emanuele Brancati
August 2014 International Credit Flows, Pecuniary Externalities, and Capital Controls Markus Brunnermeier, Yuliy Sannikov
August 2014 The Financial Policy Committee's powers to supplement capital requirements The Bank of England
August 2014 Dealer Financial Conditions and Lender-of-Last Resort Facilities Viral Acharya, Michael Fleming, Warren Hrung, and Asani Sarkar
August 2014 Description of Bayesian Model Averaging Approach For Stress Test Satellite Models Marco Gross
August 2014 Intermediation and Voluntary Exposure to Counterparty Risk Maryam Farboodi
July 2014 An Agent-based Model for Financial Vulnerability Rick Bookstaber, Mark Paddrik, Brian Tivnan