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Citations for "Coordination risk and the price of debt"

by Morris, Stephen & Shin, Hyun Song

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  1. Heinemann, Frank & Illing, Gerhard, 2002. "Speculative attacks: Unique equilibrium and transparency," Munich Reprints in Economics 19430, University of Munich, Department of Economics.
  2. Camille Cornand & Franck Heinemann, 2013. "Measuring Agents’ Reaction to Private and Public Information in Games with Strategic Complementarities," Working Papers 1341, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  3. Hallak, Issam, 2013. "Private sector share of external debt and financial stability: Evidence from bank loans," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 17-41.
  4. Romain Baeriswyl & Camille Cornand, 2011. "Reducing overreaction to central banks’ disclosures : theory and experiment," Working Papers 1141, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  5. Ivo Welch & Bris, Arturo, 2001. "The Optimal Concentration of Creditors," Cowles Foundation Discussion Papers 1338, Cowles Foundation for Research in Economics, Yale University, revised Jan 2002.
  6. Pozsar, Zoltan & Adrian, Tobias & Ashcraft, Adam B. & Boesky, Hayley, 2013. "Shadow banking," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 1-16.
    • Zoltan Pozsar & Tobias Adrian & Adam Ashcraft & Hayley Boesky, 2010. "Shadow banking," Staff Reports 458, Federal Reserve Bank of New York.
  7. Anctil, Regina M. & Dickhaut, John & Johnson, Cathleen & Kanodia, Chandra, 2010. "Does information transparency decrease coordination failure?," Games and Economic Behavior, Elsevier, vol. 70(2), pages 228-241, November.
  8. Charles Goodhart, 2005. "The interest rate conditioning assumption," LSE Research Online Documents on Economics 24666, London School of Economics and Political Science, LSE Library.
  9. Ralf Elsas & Frank Heinemann & Marcel Tyrell, 2004. "Multiple but Asymmetric Bank Financing: The Case of Relationship Lending," CESifo Working Paper Series 1251, CESifo Group Munich.
  10. Xavier Vives, 2012. "Strategic Complementarity, Fragility, and Regulation," 2012 Meeting Papers 789, Society for Economic Dynamics.
  11. Stephen Morris & Hyun Song Shin, 2004. "Catalytic Finance: When Does It Work?," Yale School of Management Working Papers ysm339, Yale School of Management.
  12. Roc Armenter & Martin Bodenstein, 2006. "Can the U.S. monetary policy fall (again) in an expectation trap?," International Finance Discussion Papers 860, Board of Governors of the Federal Reserve System (U.S.).
  13. repec:ebl:ecbull:v:4:y:2007:i:37:p:1-7 is not listed on IDEAS
  14. Stephen Morris & Hyun Song Shin, 2004. "Heterogeneity and Uniqueness in Interaction Games," Yale School of Management Working Papers ysm341, Yale School of Management.
  15. Nikitin, Maxim & Smith, R. Todd, 2008. "Information acquisition, coordination, and fundamentals in a financial crisis," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 907-914, June.
  16. Gersbach, Hans & Wenzelburger, Jan, 2005. "Do Risk Premia Protect from Banking Crises?," CEPR Discussion Papers 4935, C.E.P.R. Discussion Papers.
  17. Stephen Morris & Hyun Song Shin, 2001. "Rethinking Multiple Equilibria in Macroeconomic Modeling," NBER Chapters, in: NBER Macroeconomics Annual 2000, Volume 15, pages 139-182 National Bureau of Economic Research, Inc.
  18. Christian Hellwig, 2004. "Dynamic Global Games of Regime Change: Learning, Multiplicity and Timing of Attacks (August 2006, with George-Marios Angeletos and Alessandro Pavan)," UCLA Economics Online Papers 279, UCLA Department of Economics.
  19. Hassan Naqvi, 2004. "Banking Crises and the Lender of Last Resort: How crucial is the role of information?," Finance 0410009, EconWPA.
  20. Olga Shurchkov, 2013. "Coordination and learning in dynamic global games: experimental evidence," Experimental Economics, Springer, vol. 16(3), pages 313-334, September.
  21. Christina E. Bannier & Patrick Behr & Andre Güttler, 2010. "Rating opaque borrowers: why are unsolicited ratings lower?," Review of Finance, European Finance Association, vol. 14(2), pages 263-294.
  22. Stephen Morris & Bernardo Guimaraes, 2004. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Yale School of Management Working Papers ysm424, Yale School of Management.
  23. Eugen Kovac & Jakub Steiner, 2008. "Reversibility in Dynamic Coordination Problems," ESE Discussion Papers 183, Edinburgh School of Economics, University of Edinburgh.
  24. Bannier, Christina E., 2003. "Privacy or Publicity - Who Drives the Wheel?," CFS Working Paper Series 2003/29, Center for Financial Studies (CFS).
  25. Fritzi Koehler-Geib, 2006. "Uncertainty about the fundamentals and the occurrence of sudden stops of capital flows: Theory and Empirics," Working Papers 018, Bavarian Graduate Program in Economics (BGPE).
  26. Dudek, Jérémy, 2013. "Illiquidité, contagion et risque systémique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13236 edited by Le Fol, Gaëlle.
  27. George-Marios Angeletos & Christian Hellwig & Alessandro Pavan, 2004. "Information Dynamics and Equilibrium Multiplicity in Global Games of Regime Change," NBER Working Papers 11017, National Bureau of Economic Research, Inc.
  28. repec:ebl:ecbull:v:4:y:2005:i:12:p:1-7 is not listed on IDEAS
  29. Holden, Steinar & Natvig, Gisle James & Vigier, Adrien, 2012. "An Equilibrium Model of Credit Rating Agencies," Memorandum 01/2013, Oslo University, Department of Economics.
  30. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Working Papers 14-30, Bank of Canada.
  31. Iván Werning & George-Marios Angeletos, 2006. "Crises and Prices: Information Aggregation, Multiplicity, and Volatility," American Economic Review, American Economic Association, vol. 96(5), pages 1720-1736, December.
  32. Aleh Tsyvinski & Arijit Mukherji & Christian Hellwig, 2006. "Self-Fulfilling Currency Crises: The Role of Interest Rates," American Economic Review, American Economic Association, vol. 96(5), pages 1769-1787, December.
  33. Marcello Pericoli & Massimo Sbracia, 2001. "A Primer on Financial Contagion," Temi di discussione (Economic working papers) 407, Bank of Italy, Economic Research and International Relations Area.
  34. Itay Goldstein, 2005. "Strategic Complementarities and the Twin Crises," Economic Journal, Royal Economic Society, vol. 115(503), pages 368-390, 04.
  35. Aitor Erce, 2012. "Does the IMF's official support affect sovereign bonds maturities?," Globalization and Monetary Policy Institute Working Paper 128, Federal Reserve Bank of Dallas.
  36. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
  37. Spyros Pagratis, 2004. "Co-ordination failure and the role of banks in the resolution of financial distress," LSE Research Online Documents on Economics 24939, London School of Economics and Political Science, LSE Library.
  38. Valentinyi, Ákos, 2005. "Jegybanki bejelentések és makroökonómiai stabilitás
    [Central-bank announcements and macroeconomic stability]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 811-824.
  39. Lucian A. Bebchuk & Itay Goldstein, 2010. "Self-Fulfilling Credit Market Freezes," NBER Working Papers 16031, National Bureau of Economic Research, Inc.
  40. Alessandro Prati & Massimo Sbracia, 2002. "Currency crises and uncertainty about fundamentals," Temi di discussione (Economic working papers) 446, Bank of Italy, Economic Research and International Relations Area.
  41. József Sákovics & Jakub Steiner, 2012. "Who Matters in Coordination Problems?," American Economic Review, American Economic Association, vol. 102(7), pages 3439-61, December.
  42. Xavier Vives, 2011. "Competition and Stability in Banking," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.), Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 12, pages 455-502 Central Bank of Chile.
  43. Giancarlo Marini & Giovanni Piersanti, 2012. "Models of Speculative Attacks and Crashes in International Capital Markets," CEIS Research Paper 245, Tor Vergata University, CEIS, revised 24 Jul 2012.
  44. Laskar, Daniel, 2014. "Ambiguity and perceived coordination in a global game," Economics Letters, Elsevier, vol. 122(2), pages 317-320.
  45. Peia, Oana & Vranceanu , Radu, 2014. "Optimal Return in a Model of Bank Small-business Financing," ESSEC Working Papers WP1403, ESSEC Research Center, ESSEC Business School.
  46. Stephen Morris & Hyun Song Shin, 2006. "Endogenous Public Signals and Coordination," Levine's Bibliography 122247000000001309, UCLA Department of Economics.
  47. Bannier, Christina E., 2005. "Big elephants in small ponds: Do large traders make financial markets more aggressive?," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1517-1531, November.
  48. Issam Hallak, 2004. "Why Borrowers Pay Premiums to Larger Lenders: Empirical Evidence from Sovereign Syndicated Loans," CSEF Working Papers 124, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  49. Honda, Jun, 2011. "Noise-independent selection in global games and monotone potential maximizer: A symmetric 3×3 example," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 663-669.
  50. Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
  51. Janine Aron & John Muellbauer, 2006. "Review of Monetary Policy in South Africa since 1994," Economics Series Working Papers WPS/2006-07, University of Oxford, Department of Economics.
  52. Christian Bauer & Bernhard Herz, 2009. "The Dynamics of Financial Crises and the Risk to Defend the Exchange Rate," Research Papers in Economics 2009-03, University of Trier, Department of Economics.
  53. Marco Di Maggio, 2007. "Information sharing in emerging credit markets," Economics Bulletin, AccessEcon, vol. 4(37), pages 1-7.
  54. repec:hal:wpaper:hal-00811923 is not listed on IDEAS
  55. Manz, Michael, 2010. "Information-based contagion and the implications for financial fragility," European Economic Review, Elsevier, vol. 54(7), pages 900-910, October.
  56. Christina Bannier, 2007. "Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 445-470, December.
  57. Camille Cornand & Frank Heinemann, 2010. "Measuring Agents' Reaction to Private and Public Information in Games with Strategic Complementarities," CESifo Working Paper Series 2947, CESifo Group Munich.
  58. Flavio Bazzana & Marco Palmieri, 2012. "How to increase the efficiency of bond covenants: a proposal for the Italian corporate market," European Journal of Law and Economics, Springer, vol. 34(2), pages 327-346, October.
  59. Misa Tanaka, 2005. "Bank loans versus bond finance: implications for sovereign debtors," Bank of England working papers 267, Bank of England.
  60. Issam Hallak & Paul Schure, 2011. "Why Larger Lenders Obtain Higher Returns: Evidence from Sovereign Syndicated Loans," Financial Management, Financial Management Association International, vol. 40(2), pages 427-453, 06.
  61. Daniel Laskar, 2013. "Ambiguity, Pessimism, Optimism and Financial Crises in a Simple Global Game Model," PSE Working Papers hal-00811923, HAL.
  62. Anne Muller & Henri Fraisse, 2011. "Les commissions de surendettement des ménages : de l’objectif de négociation à la prévention de la rechute," Économie et Statistique, Programme National Persée, vol. 443(1), pages 3-27.
  63. Frank Schmielewski, 2012. "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics 229, University of Lüneburg, Institute of Economics.
  64. Chong Huang, 2011. "Coordination and Social Learning," PIER Working Paper Archive 11-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  65. Aitor Erce, 2012. "Does the IMF´s official support affect sovereign bond maturities?," Banco de Espa�a Working Papers 1231, Banco de Espa�a.
  66. Aron, Janine & Muellbauer, John, 2006. "Review of Monetary Policy in South Africa: 1994-2004," CEPR Discussion Papers 5831, C.E.P.R. Discussion Papers.
  67. Manso, Gustavo, 2013. "Feedback effects of credit ratings," Journal of Financial Economics, Elsevier, vol. 109(2), pages 535-548.
  68. Steiner, Jakub, 2008. "Coordination of mobile labor," Journal of Economic Theory, Elsevier, vol. 139(1), pages 25-46, March.
  69. Oh, Frederick Dongchuhl, 2013. "Contagion of a liquidity crisis between two firms," Journal of Financial Economics, Elsevier, vol. 107(2), pages 386-400.
  70. Brunner, Antje & Krahnen, Jan Pieter, 2004. "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," CEPR Discussion Papers 4287, C.E.P.R. Discussion Papers.
  71. Manfred Stadler & Tobias Schuele, 2005. "Signalling Effects of a Large Player in a Global Game of Creditor Coordination," Economics Bulletin, AccessEcon, vol. 4(12), pages 1-7.
  72. Yehoue, Etienne B., 2009. "Clusters as a driving engine for FDI," Economic Modelling, Elsevier, vol. 26(5), pages 934-945, September.
  73. Christian Hellwig, 2004. "Self-Fulfilling Currency Crises: The Role of Interest Rates (A.E.R., December 2006)," UCLA Economics Online Papers 338, UCLA Department of Economics.
  74. Stephen Morris & Hyun Song Shin, 2001. "The CNBC Effect: Welfare Effects of Public Information," Cowles Foundation Discussion Papers 1312, Cowles Foundation for Research in Economics, Yale University.
  75. Zhang, Lei & Zhang, Lin & Zheng, Yong, 2013. "Wholesale Funding, Coordination, and Credit Risk," CAGE Online Working Paper Series 124, Competitive Advantage in the Global Economy (CAGE).
  76. Etienne B. Yehoue, 2005. "Clusters As a Driving Engine for FDI," IMF Working Papers 05/193, International Monetary Fund.
  77. David P. Myatt, 2000. "The New Theory of Strategic Voting," Econometric Society World Congress 2000 Contributed Papers 1586, Econometric Society.
  78. Jakub Steiner & Eugen Kovac, 2008. "Learning Options in Coordination Problems," 2008 Meeting Papers 848, Society for Economic Dynamics.
  79. Trebesch, Christoph, 2008. "Delays in Sovereign Debt Restructurings. Should we really blame the creditors?," Proceedings of the German Development Economics Conference, Zurich 2008 44, Verein für Socialpolitik, Research Committee Development Economics.
  80. Besancenot, Damien & Vranceanu, Radu, 2009. "Strategic managerial dishonesty and financial distress," Research in Economics, Elsevier, vol. 63(1), pages 11-21, March.
  81. Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-Over Risk," Discussion Papers of DIW Berlin 1364, DIW Berlin, German Institute for Economic Research.
  82. Stephen Morris & Hyun S Shin, 2001. "Global Games: Theory and Applications," Levine's Working Paper Archive 122247000000001080, David K. Levine.
  83. Frankel, David M. & Morris, Stephen & Pauzner, Ady, 2003. "Equilibrium selection in global games with strategic complementarities," Journal of Economic Theory, Elsevier, vol. 108(1), pages 1-44, January.
  84. Christina Bannier, 2003. "The Role of Information Disparity in the 1994/95 Mexican Peso," International Finance 0310001, EconWPA.
  85. Kasahara, Tetsuya, 2009. "Coordination failure among multiple lenders and the role and effects of public policy," Journal of Financial Stability, Elsevier, vol. 5(2), pages 183-198, June.
  86. Dong Chuhl Oh, 2009. "Contagion of Liquidity Crisis between Firms," Levine's Working Paper Archive 814577000000000197, David K. Levine.
  87. Tobias Adrian & Daniel Covitz & Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
  88. Jean-Pierre Allegret & Camille Cornand, 2005. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00180086, HAL.
  89. Christina E. Bannier, 2003. "Privacy or Publicity - Who Drives the Wheel?," Game Theory and Information 0309006, EconWPA.
  90. Sääskilahti, Pekka, 2006. "Buying Decision Coordination and Monopoly Pricing of Network Goods," MPRA Paper 5106, University Library of Munich, Germany.
  91. Dasgupta, Amil, 2007. "Coordination and delay in global games," Journal of Economic Theory, Elsevier, vol. 134(1), pages 195-225, May.
  92. Heidhues, Paul & Melissas, Nicolas, 2012. "Rational exuberance," European Economic Review, Elsevier, vol. 56(6), pages 1220-1240.
  93. Jun Il Kim, 2007. "Unconditional IMF Financial Support and Investor Moral Hazard," IMF Working Papers 07/104, International Monetary Fund.
  94. Campos, Rodolfo G., 2013. "Risk-sharing and crises. Global games of regime change with endogenous wealth," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1624-1658.
  95. Christian Hellwig, 2004. "Heterogeneous Information and the Benefits of Public Information Disclosures (October 2005)," UCLA Economics Online Papers 283, UCLA Department of Economics.
  96. Roc Armenter & Martin Bodenstein, 2005. "Can U.S. monetary policy fall (again) into an expectation trap?," Staff Reports 229, Federal Reserve Bank of New York.
  97. Christian Hellwig, 2002. "Imperfect Common Knowledge of Preferences in Global Coordination Games (October 2002)," UCLA Economics Online Papers 211, UCLA Department of Economics.
  98. Linn, Scott C. & Stock, Duane R., 2005. "The impact of junior debt issuance on senior unsecured debt's risk premiums," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1585-1609, June.
  99. Jakub Steiner, 2006. "Coordination in a Mobile World," CERGE-EI Working Papers wp295, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  100. Koehler-Geib, Friederike Norma, 2008. "The Effect of Uncertainty on the Occurrence and Spread of Financial Crises," Munich Dissertations in Economics 8067, University of Munich, Department of Economics.
  101. Michael Manz, 2002. "Coordination Failure and Financial Contagion," Diskussionsschriften dp0203, Universitaet Bern, Departement Volkswirtschaft.
  102. Christian Hellwig & Arijit Mukherji, 2005. "Financial Crises and Interest Rates," 2005 Meeting Papers 172, Society for Economic Dynamics.
  103. Enrica Detragiache & Antonio Spilimbergo, 2001. "Crises and Liquidity," IMF Working Papers 01/2, International Monetary Fund.
  104. Wolfgang Kuhle, 2013. "A Global Game with Heterogenous Priors," Papers 1312.7860, arXiv.org.
  105. Michael Chui & Prasanna Gui & Andrew G Haldane, 2000. "Sovereign liquidity crises: analytics and implications for public policy," Bank of England working papers 121, Bank of England.
  106. Detragiache, Enrica & Spilimbergo, Antonio, 2004. "Empirical models of short-term debt and crises: Do they test the creditor run hypothesis?," European Economic Review, Elsevier, vol. 48(2), pages 379-389, April.
  107. Andrew Powell, 2013. "On sovereign ratings: observations and implications," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 72, pages 39-49 Bank for International Settlements.
  108. Stephen Morris & Hyun Song Shin, 2007. "Common Belief Foundations of Global Games," Levine's Bibliography 122247000000001638, UCLA Department of Economics.
  109. Hassan, Omaima A.G. & Romilly, Peter & Giorgioni, Gianluigi & Power, David, 2009. "The value relevance of disclosure: Evidence from the emerging capital market of Egypt," The International Journal of Accounting, Elsevier, vol. 44(1), pages 79-102, March.
  110. Kasahara, Tetsuya, 2013. "Investment complementarities, coordination failure, and the role and effects of public investment policy," Discussion Paper Series 589, Institute of Economic Research, Hitotsubashi University.