Ana Fostel

CFDPs

CFDP 2076 Ana Fostel, John Geanakoplos, Gregory Phelan, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," (February 2017) [55pp, Abstract]
CFDP 1918 Ana Fostel, John Geanakoplos, "Reviewing the Leverage Cycle," (September 2013) [50pp, Abstract]
CFDP 1903R Ana Fostel, John Geanakoplos, "Financial Innovation, Collateral and Investment," (July 2013, revised March 2015) [51pp, Abstract] [See CFP 1510]
CFDP 1903 Ana Fostel, John Geanakoplos, "Financial Innovation, Collateral and Investment," (July 2013) [39pp, Abstract]
CFDP 1877R3 Ana Fostel, John Geanakoplos, "Leverage and Default in Binomial Economies: A Complete Characterization," (September 2012, revised March 2015) [46pp, Abstract] [See CFP 1502]
CFDP 1877R2 Ana Fostel, John Geanakoplos, "Leverage and Default in Binomial Economies: A Complete Characterization," (September 2012, revised August 2014) [45pp, abstract pp, Abstract]
CFDP 1877R Ana Fostel, John Geanakoplos, "Leverage and Default in Binomial Economies: A Complete Characterization," (September 2012, revised July 2013) [39pp, Abstract]
CFDP 1877 Ana Fostel, John Geanakoplos, "Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default," (September 2012) [43pp, Abstract]
CFDP 1809R Ana Fostel, John Geanakoplos, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," (July 2011, revised August 2011) [48pp, Abstract] [See CFP 1353]
CFDP 1809 Ana Fostel, John Geanakoplos, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," (July 2011) [47pp, Abstract]

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CFPs

CFP 1510 Ana Fostel, John Geanakoplos, "Financial Innovations, Collateral, and Investment," American Economic Journal: Macroeconomics, (January 2016), 8(1): 242-284 [See CFDP 1903R]
CFP 1502 Ana Fostel, John Geanakoplos, "Leverage and Default in Binomial Economies: A Complete Characterization," Econometrica, (December 2015), 83(6): 2191-2229 [See CFDP 1877R3]
CFP 1430 Ana Fostel, John Geanakoplos, "Endogenous Collateral Constraints and The Leverage Cycle," Annual Review of Economics, (August 2014), 6: 771-799
CFP 1354 Ana Fostel, John Geanakoplos, "Why Does Bad News Increase Volatility and Decrease Leverage?," Journal of Economic Theory, (March 2012), 147(2): 501-525 [See CFDP 1762R2]
CFP 1353 Ana Fostel, John Geanakoplos, "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, (January 2012), 4(1): 190-225 [See CFDP 1809R]
CFP 1236 Ana Fostel, John Geanakoplos, "Collateral Restrictions and Liquidity Under-Supply: A Simple Model," Economic Theory, (June 2008), 35(3): 441-467 [See CFDP 1468R]
CFP 1233 Ana Fostel, John Geanakoplos, "Leverage Cycles and the Anxious Economy," American Economic Review, (September 2008), 98(4): 1211-1244 [See CFDP 1646]
CFP 1145 Ana Fostel, Herbert E. Scarf, Michael J. Todd, "Two New Proofs of Afriat’s Theorem," Economic Theory, (July 2004), 24(1): 211-219 [See CFDP 1415]