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Research Papers
Publications & Working Papers by GCFP Affiliates
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Liquidity Trap and Excessive Leverage
Anton Korinek and Alp Simsek, American Economic Review – March 2016
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Customers and Investors: A Framework for Understanding Financial Institutions
Robert C. Merton & Richard T. Thakor — Working Paper, June 2015
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On Latency and Volatility
Andrei Kirilenko and Richard Sowers –Working Paper, June 2015
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Latency and Asset Prices
Andrei Kirilenko and Gui Lamacie — Working Paper, January 2015
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Evaluating the Cost of Government Credit Support: The OECD Context
Deborah Lucas — Economic Policy, November 2014
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Evaluating the Government as a Source of Systemic Risk
Deborah Lucas — Journal of Financial Perspectives, November 2014
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Valuation, Adverse Selection, and Market Collapses
Jonathan A. Parker & Michael J. Fishman — The Review of Financial Studies, April 2015
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Rebutting Arrow and Lind: why governments should use market rates for discounting
Deborah Lucas — Journal of Natural Resources Policy Research, January 15, 2014
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On a New Approach for Analyzing and Managing Macrofinancial Risks
Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, and Andrew W. Lo — Financial Analysts Journal, March 2013
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Systemic Risk and the Refinancing Ratchet Effect
Andrew W. Lo, Robert C. Merton and Amir E. Khandani — Journal of Financial Economics, – November 2012
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