Balance-Sheet Contagion
Author
Abstract
Suggested Citation
Note: DOI: 10.1257/000282802320188989
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000.
"Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
- Xavier Freixas & Bruno Parigi & Jean-Charles Rochet, 2000. "Systemic risk, interbank relations, and liquidity provision by the central bank," Proceedings, Federal Reserve Bank of Cleveland, pages 611-640.
- Xavier Freixas & Bruno Parigi & Jean Charles Rochet, 1998. "Systemic risk, interbank relations and liquidity provision by the Central Bank," Economics Working Papers 440, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999.
- Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles, 1999. "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers 2325, C.E.P.R. Discussion Papers.
- Franklin Allen & Douglas Gale, 1998. "Financial Contagion Journal of Political Economy," Center for Financial Institutions Working Papers 98-31, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Rochet, Jean-Charles & Tirole, Jean, 1996.
"Interbank Lending and Systemic Risk,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 733-762, November.
- Jean-Charles Rochet & Jean Tirole, 1996. "Interbank lending and systemic risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 733-765.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yaron Leitner, 2004. "Financial networks: contagion, commitment, and private sector bailouts," Working Papers 02-9, Federal Reserve Bank of Philadelphia.
- Thorsten V. Koppl & James MacGee, 2001. "Limited enforcement and efficient interbank arrangements," Working Papers 608, Federal Reserve Bank of Minneapolis.
- Skeie, David R., 2008.
"Banking with nominal deposits and inside money,"
Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.
- David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York.
- Georges Dionne, 2003.
"The Foundations of Banks' Risk Regulation: a Review of the Literature,"
Cahiers de recherche
0346, CIRPEE.
- Georges Dionne, 2003. "The Foundationsof Banks' Risk Regulation: A Review of Literature," Thema Working Papers 2003-46, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
- Georges Dionne, 2004. "The foundations of banks’ risk regulation: A review of the literature," Working Papers 03-8, HEC Montreal, Canada Research Chair in Risk Management.
- Valeriya Dinger & J‹Rgen Von Hagen, 2009.
"Does Interbank Borrowing Reduce Bank Risk?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 491-506, March.
- Valeriya Dinger & Jürgen Von Hagen, 2009. "Does Interbank Borrowing Reduce Bank Risk?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 491-506, March.
- Dinger, Valeriya & Hagen, Jürgen von, 2007. "Does Interbank Borrowing Reduce Bank Risk?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 223, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- von Hagen, Jurgen & Dinger, Valeriya, 2008. "Does Interbank Borrowing Reduce Bank Risk?," CEPR Discussion Papers 6635, C.E.P.R. Discussion Papers.
- Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Staff Working Papers 03-1, Bank of Canada.
- Dairo Estrada & Daniel Osorio, 2006.
"A Market Risk Approach to Liquidity Risk and Financial Contagion,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(50), pages 242-271, June.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," Borradores de Economia 1921, Banco de la Republica.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia.
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
- Camera, Gabriele & Gioffré, Alessandro, 2024.
"Financial contagion and financial lockdowns,"
Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 613-631.
- Gabriele Camera & Alessandro Gioffré, 2023. "Financial Contagion and Financial Lockdowns," Working Papers 23-15, Chapman University, Economic Science Institute.
- Agnese Alamanni, 2024. "Nuove Forme Di Soggettivitã€: Le Reti Associative," Working Papers - Economics wp2024_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Charles M. Kahn & William Roberds, 2002.
"Payments settlement under limited enforcement: Private versus public systems,"
FRB Atlanta Working Paper
2002-33, Federal Reserve Bank of Atlanta.
- William Roberds & Charles M. Kahn, 2004. "Payments Settlement under Limited Enforcement: Private versus Public Systems," Econometric Society 2004 North American Winter Meetings 13, Econometric Society.
- Eboli, Mario, 2013. "A flow network analysis of direct balance-sheet contagion in financial networks," Kiel Working Papers 1862, Kiel Institute for the World Economy (IfW Kiel).
- Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja, 2015. "Fundamentals matter: Idiosyncratic shocks and interbank relations," Discussion Papers 44/2015, Deutsche Bundesbank.
- Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014. "Endogenous banks' networks, cascades and systemic risk," SAFE Working Paper Series 12, Leibniz Institute for Financial Research SAFE, revised 2014.
- Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012.
"Financial integration, specialization, and systemic risk,"
Journal of International Economics, Elsevier, vol. 88(1), pages 150-161.
- Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008. "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies 2008,23, Deutsche Bundesbank.
- Hartmann, Philipp & Fecht, Falko & Grüner, Hans Peter, 2012. "Financial Integration, Specialization, and Systemic Risk," CEPR Discussion Papers 8854, C.E.P.R. Discussion Papers.
- Grüner, Hans Peter & Hartmann, Philipp & Fecht, Falko, 2012. "Financial integration, specialization and systemic risk," Working Paper Series 1425, European Central Bank.
- Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2023. "The role of credit lines and multiple lending in financial contagion and systemic events," Journal of Financial Stability, Elsevier, vol. 67(C).
- Fecht, Falko & Grüner, Hans Peter, 2005.
"Financial integration and systemic risk,"
Discussion Paper Series 2: Banking and Financial Studies
2005,11, Deutsche Bundesbank.
- Fecht, Falko & Grüner, Hans Peter, 2005. "Financial Integration and Systemic Risk," CEPR Discussion Papers 5253, C.E.P.R. Discussion Papers.
- Simona MUTU, 2015. "Exposure To Systemic Risk Of The European Too-Big-To-Fail Banks During Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 103-115, December.
- Acharya, Viral & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2019.
"Financial Integration and Liquidity Crises,"
Management Science, INFORMS, vol. 65(3), pages 955-975, March.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2017. "Financial Integration and Liquidity Crises," NBER Working Papers 23359, National Bureau of Economic Research, Inc.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aea:aecrev:v:92:y:2002:i:2:p:46-50. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Michael P. Albert (email available below). General contact details of provider: https://edirc.repec.org/data/aeaaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/aea/aecrev/v92y2002i2p46-50.html