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Viral V. Acharya

Global rank #536 99%

Institution: New York University (NYU)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://pages.stern.nyu.edu/~sternfin/vacharya/public_html/~vacharya.htm

First Publication: 2000

Most Recent: 2022

RePEc ID: pac33 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 1.17 0.00 2.18
Last 10 Years 0.00 5.36 5.03 0.00 15.75
All Time 1.34 33.51 14.91 0.00 87.31

Publication Statistics

Raw Publications 64
Coauthorship-Adjusted Count 49.98

Publications (64)

Year Article Journal Tier Authors
2022 Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives Journal of Financial Intermediation B 3
2021 Kicking the Can Down the Road: Government Interventions in the European Banking Sector The Review of Financial Studies A 4
2021 Credit Lines and the Liquidity Insurance Channel Journal of Money, Credit, and Banking B 4
2020 Does the lack of financial stability impair the transmission of monetary policy? Journal of Financial Economics A 4
2020 Bank lines of credit as contingent liquidity: Covenant violations and their implications Journal of Financial Intermediation B 4
2019 On reaching for yield and the coexistence of bubbles and negative bubbles Journal of Financial Intermediation B 2
2019 Whatever It Takes: The Real Effects of Unconventional Monetary Policy The Review of Financial Studies A 4
2018 Lending implications of U.S. bank stress tests: Costs or benefits? Journal of Financial Intermediation B 3
2018 Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans The Review of Financial Studies A 4
2017 Dealer financial conditions and lender-of-last-resort facilities Journal of Financial Economics A 4
2017 Financial dependence and innovation: The case of public versus private firms Journal of Financial Economics A 2
2017 How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 Journal of Financial Intermediation B 3
2017 Measuring Systemic Risk The Review of Financial Studies A 4
2017 Bank Capital and Dividend Externalities The Review of Financial Studies A 3
2016 The dark side of liquidity creation: Leverage and systemic risk Journal of Financial Intermediation B 2
2016 Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent The Review of Financial Studies A 3
2015 A Crisis of Banks as Liquidity Providers Journal of Finance A 2
2015 The “greatest” carry trade ever? Understanding eurozone bank risks Journal of Financial Economics A 2
2015 A Theory of Income Smoothing When Insiders Know More Than Outsiders The Review of Financial Studies A 2
2014 A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk Journal of Finance A 3
2014 Counterparty risk externality: Centralized versus over-the-counter markets Journal of Economic Theory A 2
2014 Credit lines as monitored liquidity insurance: Theory and evidence Journal of Financial Economics A 4
2014 Testing macroprudential stress tests: The risk of regulatory risk weights Journal of Monetary Economics A 3
2014 Wrongful Discharge Laws and Innovation The Review of Financial Studies A 3
2013 Aggregate Risk and the Choice between Cash and Lines of Credit Journal of Finance A 3
2013 Securitization without risk transfer Journal of Financial Economics A 3
2013 Limits to arbitrage and hedging: Evidence from commodity markets Journal of Financial Economics A 3
2013 Liquidity risk of corporate bond returns: conditional approach Journal of Financial Economics A 3
2013 Special Issue: Research on the Financial Crisis Journal of Financial Intermediation B 2
2013 The growth of a shadow banking system in emerging markets: Evidence from India Journal of International Money and Finance B 3
2013 A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market International Journal of Central Banking B 2
2013 Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis Review of Finance B 2
2013 Corporate Governance and Value Creation: Evidence from Private Equity The Review of Financial Studies A 4
2013 Sovereign Debt, Government Myopia, and the Financial Sector The Review of Financial Studies A 2
2013 Labor Laws and Innovation Journal of Law and Economics B 3
2012 Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks American Economic Review S 3
2012 Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking American Economic Journal: Macroeconomics A 3
2012 The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle Journal of Financial Economics A 2
2012 Cash Holdings and Credit Risk The Review of Financial Studies A 3
2011 Endogenous Information Flows and the Clustering of Announcements American Economic Review S 3
2011 Leverage, Moral Hazard, and Liquidity Journal of Finance A 2
2011 The Internal Governance of Firms Journal of Finance A 3
2011 Rollover Risk and Market Freezes Journal of Finance A 3
2011 Creditor rights and corporate risk-taking Journal of Financial Economics A 3
2011 Cross-country variations in capital structures: The role of bankruptcy codes Journal of Financial Intermediation B 3
2011 A model of liquidity hoarding and term premia in inter-bank markets Journal of Monetary Economics A 2
2011 Finance and Efficiency: Do Bank Branching Regulations Matter? Review of Finance B 3
2011 Crisis Resolution and Bank Liquidity The Review of Financial Studies A 3
2010 More insiders, more insider trading: Evidence from private-equity buyouts Journal of Financial Economics A 2
2010 Comment on "The Macroeconomics of Money Market Freezes" by Max Bruche and Javier Suarez Journal of Monetary Economics A 1
2010 Corporate Governance Externalities Review of Finance B 2
2009 Managerial hedging, equity ownership, and firm value RAND Journal of Economics A 2
2009 Bankruptcy Codes and Innovation The Review of Financial Studies A 2
2008 Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures The Review of Financial Studies A 2
2008 Information Contagion and Bank Herding Journal of Money, Credit, and Banking B 2
2007 Insider trading in credit derivatives Journal of Financial Economics A 2
2007 Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries Journal of Financial Economics A 3
2007 Too many to fail--An analysis of time-inconsistency in bank closure policies Journal of Financial Intermediation B 2
2007 Is cash negative debt? A hedging perspective on corporate financial policies Journal of Financial Intermediation B 3
2006 When does Strategic Debt-service Matter? Economic Theory B 4
2005 Asset pricing with liquidity risk Journal of Financial Economics A 2
2003 Is the International Convergence of Capital Adequacy Regulation Desirable? Journal of Finance A 1
2002 Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy The Review of Financial Studies A 2
2000 On the optimality of resetting executive stock options Journal of Financial Economics A 3