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Financial contagion
Allen, Franklin; Gale, Douglas - 1998
Persistent link: https://www.econbiz.de/10001427599
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Financial contagion
Allen, Franklin - In: Financial crises, contagion, and the lender of last …, (pp. 379 - 406). 2002
Persistent link: https://www.econbiz.de/10014554457
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Financial Contagion
Allen, Franklin; Gale, Douglas M. - 2011
arrangement is financially fragile. A small liquidity preference shock in one region can spread by contagion throughout the …
Persistent link: https://www.econbiz.de/10014041239
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Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre; Poschmann, Jenny - 2010
stability. We model the default of a large bank and analyse the resulting contagion effects. This is compared to a common shock …
Persistent link: https://www.econbiz.de/10003971540
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Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
Chotipong Charoensom; Thaisiri Watewai - 2022
Persistent link: https://www.econbiz.de/10013259623
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Bank contagion in general equilibrium
Ferrari, Massimo Minesso - 2020
phase transition when the consequences of one single initial shock affect the entire population. I show that the size and …
Persistent link: https://www.econbiz.de/10012241220
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An interbank network determined by the real economy
Wang, Tianxi - University of Essex / Department of Economics - 2021
Persistent link: https://www.econbiz.de/10013162738
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Exchange rate shocks in multicurrency interbank markets
Siklos, Pierre L.; Stefan, Martin - 2021
Persistent link: https://www.econbiz.de/10012586195
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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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Systemic liquidity contagion in the European interbank market
Macchiati, Valentina; Brandi, Giuseppe; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 443-474
Persistent link: https://www.econbiz.de/10013271944