How debt markets have mulfunctioned in the crisis

By G. Chiesa. 2013

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Complexity, concentration and contagion (2011, background): “For evidence of cyclicality in the underlying haircuts, see CGFS (2010), Geanakoplos (2010), Gorton and Metrick (2010), and Krishnamurthy (2010).”
Strategic Complementarity, Fragility, and Regulation (2014, background): “Consistently with result Remark 1, there is experimental evidence that bank runs occur less frequently when banks face less stress (a lower  in our model) in the sense of a larger number of withdrawals being necessary to induce insolvency (Madies (2006) and Garratt and Keister (2009)).”
Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016, background): “Krishnamurthy (2010) documents that the adjustment in the S&P 500 occurs with a”
Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around (2011, methodology): “For examples of such analyses, see Gorton (2008), Acharya and Richardson (2009), Brunnermeier (2009), Coval et al. (2009), Mayer et al. (2009), Demyanyk and Van Hemert (2011), and Krishnamurthy (2010).”