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Essays on financial stability
Luck, Stephan - 2016
Persistent link: https://www.econbiz.de/10011448259
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Bankenkrisen und Liquiditätsrisiko
Ibel, Korbinian Dominic - 2001
Persistent link: https://www.econbiz.de/10001566984
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Did connected hedge funds benefit from bank bailouts during the financial crisis?
Faff, Robert W.; Parwada, Jerry T.; Tan, Eric K. M. - In: Journal of banking & finance 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012224381
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Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!
Thakor, Anjan V. - In: Journal of financial stability 37 (2018), pp. 107-111
Persistent link: https://www.econbiz.de/10012156948
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Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: The European journal of finance 25 (2019) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10012206955
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Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex; Izhakian, Yehuda - In: Journal of banking & finance 52 (2015), pp. 160-179
Persistent link: https://www.econbiz.de/10011377355
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Liquidity risk and contagion
Cifuentes, Rodrigo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003045019
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Economic models of systemic risk in financial systems
Loretan, Mico - In: The North American journal of economics and finance : a … 7 (1996) 2, pp. 147-152
Persistent link: https://www.econbiz.de/10001334914
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Liquidity Risk During Financial Crises
Zeng, Rui - 2014
How liquidity risk (beta) gets compensated is not well addressed so far. I hypothesize that liquidity risk (beta) get compensated asymmetrically. In this paper, I pay special attention to the crisis periods which experience large negative shocks on the market liquidity to study the nature of...
Persistent link: https://www.econbiz.de/10013054198
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Optimal equity infusions in interbank networks
Amini, Hamed; Minca, Andreea; Sulem, Agnès - In: Journal of financial stability 31 (2017), pp. 1-17
Persistent link: https://www.econbiz.de/10011877518