Augusto Hasman
Personal Details
First Name: | Augusto |
Middle Name: | |
Last Name: | Hasman |
Suffix: | |
RePEc Short-ID: | pha603 |
| |
https://sites.google.com/site/augustohasman/ | |
École hôtelière de Lausanne Route de Cojonnex 18 1000 Lausanne Switzerland | |
Research output
Jump to: Working papers ArticlesWorking papers
- Gerald P. Dwyer & Augusto Hasman & Margarita SamartÃn, 2020.
"Surety bonds and moral hazard in banking,"
CAMA Working Papers
2020-104, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dwyer, Gerald P. & Hasman, Augusto & Samartín, Margarita, 2022. "Surety bonds and moral hazard in banking," Journal of Financial Stability, Elsevier, vol. 62(C).
- Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011.
"Financial Intermediation in an Overlapping Generations Model with Transaction Costs,"
LSF Research Working Paper Series
11-8, Luxembourg School of Finance, University of Luxembourg.
- Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014. "Financial intermediation in an overlapping generations model with transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
- Augusto Hasman & Angel L. Lopez & Margarita Samartin, 2010. "Government, Taxes and Financial Crises," Documents de Travail de l'OFCE 2010-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Augusto Hasman & Margarita Samartin & Jos van Bommel, 2010. "Financial Intermediaries and Transaction Costs," Documents de Travail de l'OFCE 2010-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006.
"Risk Premium: Insights Over The Threshold,"
Working Papers Series
126, Central Bank of Brazil, Research Department.
- Hasman, Augusto & Peña, Juan Ignacio & Fernandes, José L. B., 2006. "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB wb062808, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
Articles
- Hasman, Augusto & Samartín, Margarita, 2017. "Capital and liquidity in a dynamic model of banking," Economic Modelling, Elsevier, vol. 64(C), pages 172-177.
- García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita, 2014. "Banking crises and government intervention," Journal of Financial Stability, Elsevier, vol. 15(C), pages 32-42.
- Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014.
"Financial intermediation in an overlapping generations model with transaction costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
- Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011. "Financial Intermediation in an Overlapping Generations Model with Transaction Costs," LSF Research Working Paper Series 11-8, Luxembourg School of Finance, University of Luxembourg.
- Hasman, Augusto & Samartín, Margarita & Bommel, Jos Van, 2013. "Financial contagion and depositor monitoring," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3076-3084.
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Augusto Hasman, 2012. "Comments on the paper. "Macroprudential policies in an agent-based artificial economy" by S. Cincotti, M. Raberto and A. Teglio," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 47-49.
- Hasman, Augusto & López, Ángel L. & SamartIín, Margarita, 2011. "Government, taxes and banking crises," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2761-2770, October.
- Hasman, Augusto & Samartín, Margarita, 2008.
"Information acquisition and financial contagion,"
Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2136-2147, October.
RePEc:taf:apfiec:v:18:y:2007:i:1:p:41-59 is not listed on IDEAS
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Gerald P. Dwyer & Augusto Hasman & Margarita SamartÃn, 2020.
"Surety bonds and moral hazard in banking,"
CAMA Working Papers
2020-104, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dwyer, Gerald P. & Hasman, Augusto & Samartín, Margarita, 2022. "Surety bonds and moral hazard in banking," Journal of Financial Stability, Elsevier, vol. 62(C).
Cited by:
- Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
- Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011.
"Financial Intermediation in an Overlapping Generations Model with Transaction Costs,"
LSF Research Working Paper Series
11-8, Luxembourg School of Finance, University of Luxembourg.
- Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014. "Financial intermediation in an overlapping generations model with transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
Cited by:
- Nivedita Mukherji, 2022. "Complex dynamics in the market for loans," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 83-99, June.
- Jie Jiao & Jiyuan Zhang & Jie Yang & Wenwen Zhang & Fengtao Guang & Liying Liu, 2023. "The Study of Carbon Neutralization Effects with Green Credit: Evidence from a Panel Data Analysis for Interprovinces in China," Sustainability, MDPI, vol. 15(17), pages 1-20, September.
- Augusto Hasman & Margarita Samartin & Jos van Bommel, 2010.
"Financial Intermediaries and Transaction Costs,"
Documents de Travail de l'OFCE
2010-02, Observatoire Francais des Conjonctures Economiques (OFCE).
Cited by:
- Cheng-Te Tseng & Shari S. C. Shang, 2021. "Exploring the Sustainability of the Intermediary Role in Blockchain," Sustainability, MDPI, vol. 13(4), pages 1-21, February.
- José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006.
"Risk Premium: Insights Over The Threshold,"
Working Papers Series
126, Central Bank of Brazil, Research Department.
- Hasman, Augusto & Peña, Juan Ignacio & Fernandes, José L. B., 2006. "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB wb062808, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
Cited by:
- Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
- Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
- Ricardo Schechtman, 2007.
"Joint Validation of Credit Rating PDs under Default Correlation,"
Working Papers Series
149, Central Bank of Brazil, Research Department.
- Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
- Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar, 2014. "Thinly traded securities and risk management," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 5-48, June.
- Cortazar, Gonzalo & Beuermann, Diether & Bernales, Alejandro, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 4647, Inter-American Development Bank.
Articles
- Hasman, Augusto & Samartín, Margarita, 2017.
"Capital and liquidity in a dynamic model of banking,"
Economic Modelling, Elsevier, vol. 64(C), pages 172-177.
Cited by:
- Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
- García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita, 2014.
"Banking crises and government intervention,"
Journal of Financial Stability, Elsevier, vol. 15(C), pages 32-42.
Cited by:
- Sana Zidi & Boutheina Regaieg & Nessrine Hamzaoui, 2021. "The Determinants of the European Banking Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 115-122.
- Polyzos, Stathis & Samitas, Aristeidis & Kampouris, Ilias, 2021. "Economic stimulus through bank regulation: Government responses to the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Ghosh, Amit, 2016. "How does banking sector globalization affect banking crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 70-82.
- Matías Cabrera & Gerald P. Dwyer & María J. Nieto, 2018. "The G-20 regulatory agenda and bank risk," Working Papers 1829, Banco de España.
- Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
- Qianqian Gao & Hong Fan & Shanshan Jiang, 2018. "Macroprudential Regulation for the Chinese Banking Network System with Complete and Random Structures," Sustainability, MDPI, vol. 11(1), pages 1-22, December.
- Li, Hui & Liu, Hong & Siganos, Antonios & Zhou, Mingming, 2016. "Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks," Journal of Financial Stability, Elsevier, vol. 25(C), pages 37-46.
- Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
- Giuseppe Mastromatteo & Giuseppe Mastromatteo, 2016. "Minsky at Basel: A Global Cap to Build an Effective Postcrisis Banking Supervision Framework," Economics Working Paper Archive wp_875, Levy Economics Institute.
- Cabrera, Matias & Dwyer, Gerald P. & Nieto, Maria J., 2018. "The G-20′s regulatory agenda and banks’ risk," Journal of Financial Stability, Elsevier, vol. 39(C), pages 66-78.
- Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014.
"Financial intermediation in an overlapping generations model with transaction costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
See citations under working paper version above.
- Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011. "Financial Intermediation in an Overlapping Generations Model with Transaction Costs," LSF Research Working Paper Series 11-8, Luxembourg School of Finance, University of Luxembourg.
- Hasman, Augusto & Samartín, Margarita & Bommel, Jos Van, 2013.
"Financial contagion and depositor monitoring,"
Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3076-3084.
Cited by:
- Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015. "The banking crisis with interbank market freeze," Working Papers of BETA 2015-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Sümeyra Atmaca & Koen Schoors & Marijn Verschelde, 2020.
"Bank loyalty, social networks and crisis,"
Post-Print
hal-03001816, HAL.
- Sümeyra Atmaca & Koen Schoors & Marijn Verschelde, 2016. "Bank Loyalty, Social Networks And Crisis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/923, Ghent University, Faculty of Economics and Business Administration.
- Atmaca, Sümeyra & Schoors, Koen & Verschelde, Marijn, 2020. "Bank loyalty, social networks and crisis," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Hasman, Augusto & López, Ángel L. & SamartIín, Margarita, 2011. "Government, taxes and banking crises," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2761-2770, October.
- García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita, 2014. "Banking crises and government intervention," Journal of Financial Stability, Elsevier, vol. 15(C), pages 32-42.
- Augusto Hasman, 2013.
"A Critical Review Of Contagion Risk In Banking,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
Cited by:
- Chao, Xiangrui & Ran, Qin & Chen, Jia & Li, Tie & Qian, Qian & Ergu, Daji, 2022. "Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhang, Wei, 2019. "Financial systemic risk measurement based on causal network connectedness analysis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 290-307.
- Ya Qian & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen, 2017. "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers SFB649DP2017-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Cheng, Xian & Zhao, Haichuan, 2019. "Modeling, analysis and mitigation of contagion in financial systems," Economic Modelling, Elsevier, vol. 76(C), pages 281-292.
- Hua Chen & J. David Cummins & Tao Sun & Mary A. Weiss, 2020. "The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 253-284, June.
- Li, Jinzhu, 2022. "Asymptotic results on marginal expected shortfalls for dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 146-168.
- Christian Gross & Pierre L. Siklos, 2020.
"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
- Christian Gross & Pierre L. Siklos, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: A network approach," CAMA Working Papers 2019-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
- Christian Gross & Pierre L. Siklos, 2018. "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers 7218, Center for Quantitative Economics (CQE), University of Muenster.
- Groß, Christian, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203645, Verein für Socialpolitik / German Economic Association.
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023.
"Networks in risk spillovers: A multivariate GARCH perspective,"
Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
- Apergis, Emmanuel & Apergis, Iraklis & Apergis, Nicholas, 2019. "A new macro stress testing approach for financial realignment in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 52-80.
- Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
- Zhang, Minghui & He, Jianmin & Li, Shouwei, 2018. "Interbank lending, network structure and default risk contagion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 203-209.
- Gençay, Ramazan & Pang, Hao & Tseng, Michael C. & Xue, Yi, 2020. "Contagion in a network of heterogeneous banks," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Dungey, Mardi & Gajurel, Dinesh, 2013.
"Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies,"
Working Papers
17213, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
- Dungey, Mardi & Gajurel, Dinesh, 2014. "Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies," Economic Systems, Elsevier, vol. 38(2), pages 161-177.
- Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
- Hasman, Augusto & López, Ángel L. & SamartIín, Margarita, 2011.
"Government, taxes and banking crises,"
Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2761-2770, October.
Cited by:
- Jing Cheng & Meixing Dai & Frédéric Dufourt, 2014.
"Banking and Sovereign Debt Crises in a Monetary Union Without Central Bank Intervention,"
AMSE Working Papers
1428, Aix-Marseille School of Economics, France, revised Jun 2014.
- Jin Cheng & Meixing Dai & Frédéric Dufourt, 2017. "Banking and sovereign debt crises in a monetary union without central bank intervention," Post-Print hal-01505768, HAL.
- Jin Cheng & Meixing Dai & Frédéric Dufourt, 2014. "Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention," Working Papers of BETA 2014-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Cheng, Jin & Dai, Meixing & Dufourt, Frédéric, 2017. "Banking and sovereign debt crises in a monetary union without central bank intervention," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 142-151.
- Brei, Michael & Gambacorta, Leonardo & von Peter, Goetz, 2013.
"Rescue packages and bank lending,"
Journal of Banking & Finance, Elsevier, vol. 37(2), pages 490-505.
- Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2013. "Rescue packages and bank lending," Post-Print hal-01410576, HAL.
- Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2011. "Rescue packages and bank lending," BIS Working Papers 357, Bank for International Settlements.
- Hasanov, Rashad & Bhattacharya, Prasad Sankar, 2019. "Do political factors influence banking crisis?," Economic Modelling, Elsevier, vol. 76(C), pages 305-318.
- Dwyer, Gerald P. & Hasman, Augusto & Samartín, Margarita, 2022.
"Surety bonds and moral hazard in banking,"
Journal of Financial Stability, Elsevier, vol. 62(C).
- Gerald P. Dwyer & Augusto Hasman & Margarita SamartÃn, 2020. "Surety bonds and moral hazard in banking," CAMA Working Papers 2020-104, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jin Cheng & Meixing Dai & Frédéric Dufourt, 2016. "Banking Crisis, Moral Hazard and Fiscal Policy Responses," Working Papers of BETA 2016-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
- Szarowska, Irena, 2013. "Can tax policy co-cause the crisis?," MPRA Paper 59780, University Library of Munich, Germany.
- Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
- Chang, Chuen-Ping, 2014. "A barrier option framework for rescue package designs and bank default risks," Economic Modelling, Elsevier, vol. 38(C), pages 246-257.
- García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita, 2014. "Banking crises and government intervention," Journal of Financial Stability, Elsevier, vol. 15(C), pages 32-42.
- Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
- Kiema, Ilkka & Jokivuolle, Esa, 2015. "Why are bank runs sometimes partial?," Bank of Finland Research Discussion Papers 10/2015, Bank of Finland.
- Jing Cheng & Meixing Dai & Frédéric Dufourt, 2014.
"Banking and Sovereign Debt Crises in a Monetary Union Without Central Bank Intervention,"
AMSE Working Papers
1428, Aix-Marseille School of Economics, France, revised Jun 2014.
- Hasman, Augusto & Samartín, Margarita, 2008.
"Information acquisition and financial contagion,"
Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2136-2147, October.
Cited by:
- Dirk G. Baur & Thomas K. McDermott, "undated".
"Is gold a safe haven? International evidence,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp310, IIIS.
- Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
- Paolo Emilio Mistrulli, 2007.
"Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns,"
Temi di discussione (Economic working papers)
641, Bank of Italy, Economic Research and International Relations Area.
- Mistrulli, Paolo Emilio, 2011. "Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1114-1127, May.
- Hasman, Augusto & Samartín, Margarita & Bommel, Jos Van, 2013. "Financial contagion and depositor monitoring," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3076-3084.
- Mansor H. Ibrahim, 2012.
"Financial market risk and gold investment in an emerging market: the case of Malaysia,"
International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
- Mansor, Ibrahim H., 2011. "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 79-89, December.
- Pais, Amelia & Stork, Philip A., 2011. "Contagion risk in the Australian banking and property sectors," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 681-697, March.
- Buch, Claudia M. & Neugebauer, Katja, 2011.
"Bank-specific shocks and the real economy,"
Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2179-2187, August.
- Claudia M. Buch & Katja Neugebauer, 2010. "Bank-Specific Shocks and the Real Economy," Working Paper / FINESS 2.3, DIW Berlin, German Institute for Economic Research.
- Tao Xu & Jianmin He & Shouwei Li, 2016. "Multi-Channel Contagion In Dynamic Interbank Market Network," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(06n07), pages 1-25, September.
- Apergis, Emmanuel & Apergis, Iraklis & Apergis, Nicholas, 2019. "A new macro stress testing approach for financial realignment in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 52-80.
- Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016.
"Corporate disclosure: a review of its (direct and indirect) benefits and costs,"
Working Papers
hal-01391688, HAL.
- Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
- Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
- Hasman, Augusto & López, Ángel L. & SamartIín, Margarita, 2011. "Government, taxes and banking crises," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2761-2770, October.
- Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1008-1021, May.
- Merrouche, Ouarda & Schanz, Jochen, 2009.
"Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system,"
Bank of England working papers
370, Bank of England.
- Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
- Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015. "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 129-139.
- Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Gregor Weiß, 2012. "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 1-32, January.
- García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita, 2014. "Banking crises and government intervention," Journal of Financial Stability, Elsevier, vol. 15(C), pages 32-42.
- Akhigbe, Aigbe & Madura, Jeff & Marciniak, Marek, 2012. "Bank capital and exposure to the financial crisis," Journal of Economics and Business, Elsevier, vol. 64(5), pages 377-392.
- Stefano Zedda & Simone Sbaraglia, 2020. "Which interbank net is the safest?," Risk Management, Palgrave Macmillan, vol. 22(1), pages 65-82, March.
- Stefano Zedda & Antonella Spinace-Casale, 2021. "Modeling and Simulating Cross Country Banking Contagion Risks," JRFM, MDPI, vol. 14(8), pages 1-16, July.
- Azimli, Asil, 2022. "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, vol. 77(C).
- Dirk G. Baur & Thomas K. McDermott, "undated".
"Is gold a safe haven? International evidence,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp310, IIIS.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (2) 2006-05-20 2007-06-02
- NEP-BAN: Banking (1) 2021-01-25
- NEP-CBA: Central Banking (1) 2021-01-25
- NEP-CFN: Corporate Finance (1) 2006-05-20
- NEP-FDG: Financial Development and Growth (1) 2010-07-03
- NEP-FMK: Financial Markets (1) 2006-05-20
- NEP-PBE: Public Economics (1) 2010-07-03
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Augusto Hasman should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.