Article(electronic)#1August 23, 2012
Monetary policy with linear information costs
In: Journal of economics, Volume 110, Issue 3, p. 241-256
ISSN: 1617-7134
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Article(electronic)#2December 3, 2022
A regulatory arbitrage game: Off-balance-sheet leverage and financial fragility
In: Journal of mechanism and institution design: JMID, Volume 7, Issue 1, p. 131-150
ISSN: 2399-8458
This study examines a simple banking system in a game-theoretic framework wherein banks act as self-interested agents to maximize leverage at the expense of overall financial stability. The resultant strategic inefficiency raises concerns about how banks manage the "financial stability" good, which is appropriated into a "tragedy of the commons." We conceptualize the inefficiency using the price of anarchy introduced by Koutsoupias & Papadimitriou (2009). We seek the optimal regulatory framework that minimizes the price of anarchy or the degree of financial fragility.
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Article(electronic)#42021
Blind Portfolios' Auctions in Two-Rounds
In: Zarpala, L., Voliotis, D. Blind portfolios' auctions in two-rounds. Ann Finance (2021). https://doi.org/10.1007/s10436-021-00386-4
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Article(electronic)#52012
Mood Effects in Optimal Debt Contracts
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