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1
A model of a systemic bank run
Uhlig, Harald
- In:
Journal of monetary economics
57
(
2010
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10003948520
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2
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
3
Systemic bank runs without aggregate risk : how a misallocation of liquidity may trigger a solvency crisis
Altermatt, Lukas
;
Buggenum, Hugo van
;
Voellmy, Lukas
- In:
Journal of financial economics
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015075703
Saved in:
4
Investor valuation of the abandonment option
Berger, Philip G.
- In:
Journal of financial economics
42
(
1996
)
2
,
pp. 257-287
Persistent link: https://www.econbiz.de/10001207475
Saved in:
5
Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis
Aharoni, Gil
;
Grundy, Bruce D.
;
Zeng, Qi
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 347-357
Persistent link: https://www.econbiz.de/10010208672
Saved in:
6
The time-series relations among expected return, risk, and book-to-market
Lewellen, Jonathan
- In:
Journal of financial economics
54
(
1999
)
1
,
pp. 5-43
Persistent link: https://www.econbiz.de/10001407051
Saved in:
7
Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates
Joos, Peter
;
Piotroski, Joseph D.
;
Srinivasan, Suraj
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 645-663
Persistent link: https://www.econbiz.de/10011590869
Saved in:
8
Fire sales, foreign entry and bank liquidity
Acharya, Viral V.
;
Shin, Hyun Song
;
Yorulmazer, Tanju
-
2007
Persistent link: https://www.econbiz.de/10003473652
Saved in:
9
Liquidity runs
Matta, Rafael
;
Perotti, Enrico C.
-
2016
Persistent link: https://www.econbiz.de/10011544537
Saved in:
10
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
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