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Credit Contagion Channels: Market Microstructure Evidence from Lehman Brothers’ Bankruptcy

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  • Bidisha Chakrabarty
  • Gaiyan Zhang

Abstract

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Suggested Citation

  • Bidisha Chakrabarty & Gaiyan Zhang, 2012. "Credit Contagion Channels: Market Microstructure Evidence from Lehman Brothers’ Bankruptcy," Financial Management, Financial Management Association International, vol. 41(2), pages 320-343, June.
  • Handle: RePEc:bla:finmgt:v:41:y:2012:i:2:p:320-343
    DOI: j.1755-053X.2012.01194.x
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    File URL: http://hdl.handle.net/10.1111/j.1755-053X.2012.01194.x
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    Cited by:

    1. Tian, Suhua & Yang, Yunhong & Zhang, Gaiyan, 2013. "Bank capital, interbank contagion, and bailout policy," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2765-2778.
    2. 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.
    3. Dumontaux, Nicolas & Pop, Adrian, 2013. "Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers," Journal of Financial Stability, Elsevier, vol. 9(3), pages 269-286.
    4. Dumontaux, N. & Pop, A., 2013. "Contagion Effects in the Aftermath of Lehman’s Collapse: Evidence from the US Financial Services Industry," Working papers 427, Banque de France.
    5. Chiu, Junmao & Tsai, Kunchi, 2017. "Government interventions and equity liquidity in the sub-prime crisis period: Evidence from the ETF market," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 128-142.
    6. repec:eco:journ1:2017-03-28 is not listed on IDEAS

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