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~person:"Georg, Co-Pierre"
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Search: subject:"common shocks"
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common shocks
4
contagion
4
systemic risk
4
Ansteckungseffekt
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Schock
2
interbank markets
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monetary policy
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multi-agent simulations
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Georg, Co-Pierre
Ha, Jongrim
6
Kose, M. Ayhan
6
Otrok, Christopher M.
5
Peng, Bin
5
Prasad, Eswar S.
5
Forchini, Giovanni
4
Li, Kunpeng
4
Castagnino, Tomás
3
Cavallo, Antonella
3
Cesa-Bianchi, Ambrogio
3
Fratzscher, Marcel
3
Imbs, Jean
3
Lu, Lina
3
Ribba, Antonio
3
Sala, Hector
3
Saleheen, Jumana
3
Andrews, Donald W.K.
2
Bai, Jushan
2
Binh Thai Pham
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Herbertsson, Alexander
2
Jiang, Bin
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Kao, Chihwa
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Poschmann, Jenny
2
Ruge-Leiva, Diego-Ivan
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Trapani, Lorenzo
2
Urga, Giovanni
2
Al-Nassar, Nassar S.
1
Albahouth, Abdulrahman A.
1
Bielecki, T.R.
1
Bielecki, Tomasz R.
1
Bin, Peng
1
Cai, Biqing
1
Ching, WK
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Cousin, A.
1
Cousin, Areski
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Deutsche Bundesbank
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Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena
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1
The effect of the interbank network structure on contagion and
common
shocks
Georg, Co-Pierre
-
2011
more stable than random networks. Systemic risk via contagion is compared to
common
shocks
and it is shown that both forms …
Persistent link: https://www.econbiz.de/10010307251
Saved in:
2
The effect of the interbank network structure on contagion and
common
shocks
Georg, Co-Pierre
-
Deutsche Bundesbank
-
2011
more stable than random networks. Systemic risk via contagion is compared to
common
shocks
and it is shown that both forms …
Persistent link: https://www.econbiz.de/10009372146
Saved in:
3
Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre
;
Poschmann, Jenny
-
2010
that hits banks who have invested in similiar assets. Our results indicate that
common
shocks
are not subordinate to …
Persistent link: https://www.econbiz.de/10010269747
Saved in:
4
The effect of the interbank network structure on contagion and
common
shocks
Georg, Co-Pierre
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2216-2228
Persistent link: https://www.econbiz.de/10009760700
Saved in:
5
Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre
;
Poschmann, Jenny
-
Wirtschaftswissenschaftliche Fakultät, …
-
2010
that hits banks who have invested in similiar assets. Our results indicate that
common
shocks
are not subordinate to …
Persistent link: https://www.econbiz.de/10008493738
Saved in:
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