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A rational expectations model of financial contagion

Kodres, Laura E.; Pritsker, Matthew - Federal Reserve Board (Board of Governors of the … - 1998

the pattern and severity of financial contagion depends on the size of markets' sensitivities to common macroeconomic risk … in common. In addition, contagion occurs in the absence of any news, and before the macroeconomic risk factors are …

Persistent link: https://www.econbiz.de/10005721247

Risk transfer and financial stability : a speech to the Federal Reserve Bank of Chicago's Forty-first Annual Conference on Bank Structure, Chicago, Illinois (via satellite), May 5,...

Greenspan, Alan - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10010725137

Monetary policy perspectives on risk premiums in financial markets: a speech at the Financial Market Risk Premiums Conference, Federal Reserve Board, Washington, D.C., July 21, 200...

Kohn, Donald L. - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10010725346

Financial stability benefits and implementation challenges of Basel II : a speech at the Central Bank of the Republic of Turkey's International Conference on Financial Stability an...

Bies, Susan Schmidt - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10010725422

Managing risk in a changing economic and financial landscape: a speech at the Banker's Association for Finance and Trade and Institute of International Bankers Conference, New York...

Kohn, Donald L. - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10010725585

Innovation, information, and regulation in financial markets: a speech at the Philadelphia Fed Policy Forum, Philadelphia, Pennsylvania, November 30, 2007

Kroszner, Randall S. - Federal Reserve Board (Board of Governors of the … - 2007

Persistent link: https://www.econbiz.de/10010725592

Innovation, information, and regulation in financial markets: a speech at the Philadelphia Fed Policy Forum, Philadelphia, Pennsylvania, November 30, 2007

Kroszner, Randall S. - Federal Reserve Board (Board of Governors of the … - 2007

Persistent link: https://www.econbiz.de/10005512705

Monetary policy perspectives on risk premiums in financial markets: a speech at the Financial Market Risk Premiums Conference, Federal Reserve Board, Washington, D.C., July 21, 200...

Kohn, Donald L. - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10005390160

Risk transfer and financial stability : a speech to the Federal Reserve Bank of Chicago's Forty-first Annual Conference on Bank Structure, Chicago, Illinois (via satellite), May 5,...

Greenspan, Alan - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10005390187

Managing risk in a changing economic and financial landscape: a speech at the Banker's Association for Finance and Trade and Institute of International Bankers Conference, New York...

Kohn, Donald L. - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10005390188