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Markus K. Brunnermeier

Markus K. Brunnermeier

D-Index & Metrics

Economics and Finance

D-Index
74
Citations
57954
World Ranking
357
National Ranking
248

Research.com Recognitions

  • 2010 - Fellows of the Econometric Society
  • 2010 - Fellow of John Simon Guggenheim Memorial Foundation
  • 2005 - Fellow of Alfred P. Sloan Foundation

Overview

Markus K. Brunnermeier is a researcher affiliated with Princeton University in the United States. Their primary field of study is Economics, Econometrics and Finance, with a focus on several subfields including Finance, Economics and Econometrics, General Economics, Accounting, and Strategy and Management.

Their recent published papers include:

  • China's Model of Managing the Financial System (2021) in The Review of Economic Studies
  • Asset Price Bubbles and Systemic Risk (2020) in Review of Financial Studies
  • Review Article: Perspectives on the Future of Asset Pricing (2020) in Review of Financial Studies
  • Banks' Noninterest Income and Systemic Risk (2020) in The Review of Corporate Finance Studies
  • Corporate Debt Overhang and Credit Policy (2020) in Brookings Papers on Economic Activity

Frequent coauthors working with them include Sebastian Merkel, Yuliy Sannikov, Stephan Luck, Joseph Abadi, and Sergio Correia.

Their publication record shows frequent contributions to the following venues:

  • SSRN Electronic Journal
  • Review of Financial Studies
  • American Economic Review
  • Working paper
  • The Review of Corporate Finance Studies

In terms of book publications, Markus K. Brunnermeier has published three books with Princeton University Press, all titled "A Crash Course on Crises" in 2023.

The main research topics covered by their work include:

  • Banking stability, regulation, efficiency
  • Global Financial Crisis and Policies
  • Housing Market and Economics
  • Credit Risk and Financial Regulations
  • Monetary Policy and Economic Impact
  • Economic Theory and Policy
  • European Monetary and Fiscal Policies

They have received various awards including the Fellow of John Simon Guggenheim Memorial Foundation in 2010, Fellows of the Econometric Society in 2010, and Fellow of Alfred P. Sloan Foundation in 2005.

Best Publications

  • Market Liquidity and Funding Liquidity

    Markus K. Brunnermeier;Lasse Heje Pedersen

  • Deciphering the Liquidity and Credit Crunch 2007-2008

    Markus K Brunnermeier

  • Market liquidity and funding liquidity

    Markus K Brunnermeier;Lasse Heje Pedersen

  • A macroeconomic model with a financial sector

    Markus K. Brunnermeier;Yuliy Sannikov

  • CoVaR

    Unknown

  • BUBBLES AND CRASHES

    Dilip Abreu;Markus K. Brunnermeier

  • The fundamental principles of financial regulation

    Markus K. Brunnermeier;Andrew Crockett;Charles Goodhart;Avinash Persaud

  • Carry Trades and Currency Crashes

    Markus Brunnermeier;Stefan Nagel;Lasse Pedersen

  • Deciphering the Liquidity and Credit Crunch 2007-08

    Markus Brunnermeier

  • Market Liquidity and Funding Liquidity

    Lasse Heje Pedersen;Markus K. Brunnermeier

  • Hedge funds and the technology bubble

    Markus K. Brunnermeier;Stefan Nagel

  • Deciphering the Liquidity and Credit Crunch 2007-08

    Markus K. Brunnermeier

  • Carry Trades and Currency Crashes

    Markus Konrad Brunnermeier;Stefan Nagel;Lasse H. Pedersen

  • Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns

    Markus K. Brunnermeier;Christian Gollier;Jonathan A. Parker

  • A Macroeconomic Model with a Financial Sector

    Markus K. Brunnermeier;Yuliy Sannikov

  • Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding

    Markus K. Brunnermeier

  • Bubbles, Financial Crises, and Systemic Risk

    Markus K. Brunnermeier;Martin Oehmke

  • Optimal Expectations

    Unknown

  • Macroeconomics with Financial Frictions: A Survey

    Markus K. Brunnermeier;Thomas M. Eisenbach;Yuliy Sannikov

  • Optimal Expectations

    Unknown

  • Synchronization risk and delayed arbitrage

    Dilip Abreu;Markus Konrad Brunnermeier

  • Money Illusion and Housing Frenzies

    Markus K. Brunnermeier;Christian Julliard

  • The Maturity Rat Race

    Markus K. Brunnermeier;Martin Oehmke

  • The Euro and the Battle of Ideas

    Markus K. Brunnermeier;Harold James;Jean-Pierre Landau

  • Hedge Funds and the Technology Bubble

    Stefan Nagel;Markus K. Brunnermeier

  • Stock Market Declines and Liquidity

    Wenjin Kang;Allaudeen Hameed;S. Viswanathan

Frequent Co-Authors

Ricardo Reis
Ricardo Reis London School of Economics and Political Science
Marco Pagano
Marco Pagano University of Naples Federico II
Dimitri Vayanos
Dimitri Vayanos London School of Economics and Political Science
Wei Xiong
Wei Xiong Princeton University
Stefan Nagel
Stefan Nagel University of Chicago
Stijn Van Nieuwerburgh
Stijn Van Nieuwerburgh Columbia University
André Sapir
André Sapir Université Libre de Bruxelles
Dirk Schoenmaker
Dirk Schoenmaker Erasmus University Rotterdam
Martin Hellwig
Martin Hellwig Max Planck Institute for Research on Collective Goods

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