Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10012132392
We construct a balance sheet based network model to study the interconnectedness of US banking system. After a simulation analysis of the buffer effect of contingent convertible (CoCo) debt in controlling contagion in the banking network under a theoretically motivated model, we use 13-F filings...
Persistent link: https://www.econbiz.de/10012895093
Persistent link: https://www.econbiz.de/10012436304