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Search: subject:"common exposure"
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Common exposure
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Ahnert, Toni
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Almaghrabi, Khadija S.
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Castro, Carlos
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UNIVERSIDAD DEL ROSARIO
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Borrowing during periods of policy uncertainty : the role of foreign lenders
Almaghrabi, Khadija S.
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806453
Saved in:
2
Information contagion and systemic risk
Ahnert, Toni
;
Georg, Co-Pierre
- In:
Journal of financial stability
35
(
2018
),
pp. 159-171
Persistent link: https://www.econbiz.de/10012156857
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3
A Network model of systemic risk: identifying the sources of dependence across institutions
Castro, Carlos
;
Ordoñez, Juan Sebastian
-
UNIVERSIDAD DEL ROSARIO
-
2012
direct contagion channel, as well as an indirect
common
exposure
channel. In particular,
common
exposure
is setup so as to …
Persistent link: https://www.econbiz.de/10010763236
Saved in:
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