Research

Advanced Filters

2012

Brunnermeier, Markus, Gary Gorton, and Arvind Krishnamurthy. “Risk Topography.” NBER Macroeconomics Annual 2011 26 (2012): 149–176. Print.

2011

Arora, Sanjeev et al. “Computational Complexity and Information Asymmetry in Financial Products.” Communications of the ACM 2011: 101–107. 5 Vol.

2010

Brunnermeier, Markus, and John Morgan. “Clock Games: Theory and Experiments.” Games and Economic Behavior 68 (2010): 532–550. Print.
Brunnermeier, Markus, Patrick Bolton, and Laura Veldkamp. “Economists’ Perspectives on Leadership.” Handbook of Leadership Theory and Practice. Boston, MA: Harvard Business School Press, 2010. Print.
Brunnermeier, Markus. “Optimizing the Currency Area.” The Great Financial Crisis: Lesssons for Financial Stability and Monetary Policy 2010: 14–22. Print.

2009

Blume, Lawrence, Markus Brunnermeier, and Steven Durlauf. “Bubbles.” N.p., 2009. Print.
Brunnermeier, and Oehmke. Complexity in Financial Markets. 2009.
Brunnermeier, Markus et al. The Fundamental Principles of Financial Regulation. Geneva London: International Center for Monetary and Banking Studies Centre for Economic Policy Research, 2009. Print.
Brunnermeier, Markus, and Lasse Heje Pedersen. “Market Liquidity and Funding Liquidity.” Review of Financial Studies 22 (2009): 2201–2238. Print.
Brunnermeier, Markus, and Motohiro Yogo. “A Note on Liquidity Risk Management.” American Economic Review 99 (2009): 578–83. Print.

2008

Rogoff, Kenneth et al. “Carry Trades and Currency Crashes.” NBER Macroeconomics Annual 2008 23 (2008): 313–347. Print.
Brunnermeier, Markus, and Stefan Nagel. “Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation.” The American Economic Review 98 (2008): 713–736. Print.
Brunnermeier, Markus, Filippos Papakonstantinou, and Jonathan Parker. An Economic Model of the Planning Fallacy. 2008.
Brunnermeier, Markus, and Christian Julliard. “Money Illusion and Housing Frenzies.” The Review of Financial Studies 21 (2008): 135–180. Print.

2007

Brunnermeier, Markus, Christian Gollier, and Jonathan Parker. “Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns.” The American Economic Review 97 (2007): 159–165. Print.

2005

Brunnermeier, Markus. “Information Leakage and Market Efficiency.” Review of Financial Studies 18 (2005): 417–457. Print.
Brunnermeier, Markus, and Jonathan Parker. “Optimal Expectations.” The American Economic Review 95 (2005): 1092–1118. Print.
Brunnermeier, Markus, and Lasse Heje Pedersen. “Predatory Trading.” The Journal of Finance 60 (2005): 1825–1863. Print.

2004

Brunnermeier, Markus, and Stefan Nagel. “Hedge Funds and the Technology Bubble.” The Journal of Finance 59 (2004): 2013–2040. Print.
Brunnermeier, Markus. “Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory.” Journal of the European Economic Association 2 (2004): 98–114. Print.

2003

Abreu, Dilip, and Markus Brunnermeier. “Bubbles and Crashes.” Econometrica 71 (2003): 173–204. Print.

2002

Abreu, Dilip, and Markus Brunnermeier. “Synchronization Risk and Delayed Arbitrage.” Journal of Financial Economics 66 (2002): 341–360. Print.