The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Mauro Gallegati & Bruce Greenwald & Matteo Richiardi & Joseph Stiglitz, 2007. "The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion," LABORatorio R. Revelli Working Papers Series 71, LABORatorio R. Revelli, Centre for Employment Studies.
References listed on IDEAS
- De Weerdt, Joachim & Dercon, Stefan, 2006.
"Risk-sharing networks and insurance against illness,"
Journal of Development Economics,
Elsevier, vol. 81(2), pages 337-356, December.
- Stefan Dercon & Joachim De Weerdt, 2002. "Risk-sharing networks and insurance against illness," CSAE Working Paper Series 2002-16, Centre for the Study of African Economies, University of Oxford.
- Stefan Dercon & Joachim de Weerdt, 2004. "Risk-Sharing Networks And Insurance Against Illness," Development and Comp Systems 0409019, EconWPA.
- Franklin Allen & Douglas Gale, 2000. "Financial Contagion," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 1-33, February.
- Iori, Giulia & Jafarey, Saqib & Padilla, Francisco G., 2006. "Systemic risk on the interbank market," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 525-542, December.
- Rodrigo Cifuentes & Hyun Song Shin & Gianluigi Ferrucci, 2005. "Liquidity Risk and Contagion," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 556-566, 04/05.
- Dercon, Stefan & De Weerdt, Joachim & Bold, Tessa & Pankhurst, Alula, 2006.
"Group-based funeral insurance in Ethiopia and Tanzania,"
Elsevier, vol. 34(4), pages 685-703, April.
- Stefan Dercon & Tessa Bold & Joachim De Weerdt & Alula Pankhurst, 2004. "Group-based Funeral Insurance in Ethiopia and Tanzania," CSAE Working Paper Series 2004-27, Centre for the Study of African Economies, University of Oxford.
- Garry J. Schinasi & R. Todd Smith, 2000.
"Portfolio Diversification, Leverage, and Financial Contagion,"
IMF Staff Papers,
Palgrave Macmillan, vol. 47(2), pages 1-1.
- T. Todd Smith & Garry J. Schinasi, 1999. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Working Papers 99/136, International Monetary Fund.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Laura E. Kodres & Matthew Pritsker, 2002. "A Rational Expectations Model of Financial Contagion," Journal of Finance, American Finance Association, vol. 57(2), pages 769-799, April.
- Goldstein, Itay & Pauzner, Ady, 2004. "Contagion of self-fulfilling financial crises due to diversification of investment portfolios," Journal of Economic Theory, Elsevier, vol. 119(1), pages 151-183, November.
- Calvo, Guillermo A. & Mendoza, Enrique G., 2000.
"Rational contagion and the globalization of securities markets,"
Journal of International Economics,
Elsevier, vol. 51(1), pages 79-113, June.
- Guillermo A. Calvo & Enrique G. Mendoza, 1999. "Regional Contagion and the Globalization of Securities Markets," NBER Working Papers 7153, National Bureau of Economic Research, Inc.
- Albert S. Kyle, 2001. "Contagion as a Wealth Effect," Journal of Finance, American Finance Association, vol. 56(4), pages 1401-1440, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:oup:oxford:v:34:y:2018:i:1-2:p:70-106. is not listed on IDEAS
- Joseph E. Stiglitz, 2010.
"Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable,"
American Economic Review,
American Economic Association, vol. 100(2), pages 388-392, May.
- Joseph E. Stiglitz, 2010. "Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable," NBER Working Papers 15718, National Bureau of Economic Research, Inc.
- David Rooney & Tom Mandeville & Tim Kastelle, 2013. "Abstract Knowledge and Reified Financial Innovation: Building Wisdom and Ethics Into Financial Innovation Networks," Journal of Business Ethics, Springer, vol. 118(3), pages 447-459, December.
- Giulio Cainelli & Sandro Montresor & Giuseppe Vittucci Marzetti, 2012.
"Production and financial linkages in inter-firm networks: structural variety, risk-sharing and resilience,"
Journal of Evolutionary Economics,
Springer, vol. 22(4), pages 711-734, September.
- Giulio Cainelli & Sandro Montresor & Giuseppe Vittucci Marzetti, 2010. "Production and financial linkages in inter-firm networks: structural variety, risk-sharing and resilience," Openloc Working Papers 1018, Public policies and local development.
- Mayer-Foulkes David A, 2010.
"Long-Term Fundamentals of the 2008 Economic Crisis,"
Global Economy Journal,
De Gruyter, vol. 9(4), pages 1-25, January.
- David Mayer-Foulkes, 2009. "Long-Term Fundamentals of the 2008 Economic Crisis," Working papers DTE 467, CIDE, División de Economía.
- Emiel F.M. Wubben (ed.), 2011. "Institutions and Regulation for Economic Growth?," Books, Edward Elgar Publishing, number 14256.
- Frank A.G. den Butter, 2011.
"The Macroeconomics of the Credit Crisis: In Search of Externalities for Macro Prudential Supervision,"
Chapters,in: Institutions and Regulation for Economic Growth?, chapter 10
Edward Elgar Publishing.
- Frank A.G. den Butter, 2010. "The Macroeconomics of the Credit Crisis: In Search of Externalities for Macro-Prudential Supervision," Tinbergen Institute Discussion Papers 10-052/3, Tinbergen Institute.
- Nuno Silva, 2010. "Inter-Sector Relations in the Portuguese Economy: an Application of Contingent," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Highfill Jannett, 2008. "The Economic Crisis as of December 2008: The Global Economy Journal Weighs In," Global Economy Journal, De Gruyter, vol. 8(4), pages 1-7, December.
- Roy, Saktinil & Kemme, David M., 2012. "Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 270-294.
- Naude Wim, 2011. "Global Finance after the Crisis: Reform Imperatives and Vested Interests," Global Economy Journal, De Gruyter, vol. 11(2), pages 1-22, July.
- Joseph E. Stiglitz, 2015. "Towards a General Theory of Deep Downturns," NBER Working Papers 21444, National Bureau of Economic Research, Inc.
- Joseph E. Stiglitz, 2011. "Rethinking Macroeconomics: What Failed, And How To Repair It," Journal of the European Economic Association, European Economic Association, vol. 9(4), pages 591-645, August.
- Anna Ferragina & Fernanda Mazzotta, 2015. "Agglomeration economies in Italy: impact on heterogeneous firms’ exit in a multilevel framework," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 395-440, December.
- Naude, Wim, 2009. "The Global Economic Crisis after One Year: Is a New Paradigm for Recovery in Developing Countries Emerging?," WIDER Working Papers UNU-WIDER UNU Policy Brie, World Institute for Development Economic Research (UNU-WIDER).
- Anna Maria Ferragina & Fernanda Mazzotta, 2014. "Agglomeration economies and global activities: impact on firm survival," ERSA conference papers ersa14p348, European Regional Science Association.
- Joseph E Stiglitz, 2018. "Where modern macroeconomics went wrong," Oxford Review of Economic Policy, Oxford University Press, vol. 34(1-2), pages 70-106.
- Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 6-12.
- Joseph E. Stiglitz, 2013. "Stable Growth in an Era of Crises; Learning from Economic Theory and History," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 1-39, January.
- Soete, Luc, 2009. "Malthus' Revenge," MERIT Working Papers 030, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Stiglitz Joseph E., 2010. "Contagion, Liberalization, and the Optimal Structure of Globalization," Journal of Globalization and Development, De Gruyter, vol. 1(2), pages 1-47, December.
- Shoham Amir & Pelzman Joseph, 2011. "A Review of the Crises," Global Economy Journal, De Gruyter, vol. 11(2), pages 1-19, July.
More about this item
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
StatisticsAccess and download statistics
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:bpj:glecon:v:8:y:2008:i:3:n:2. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Peter Golla). General contact details of provider: https://www.degruyter.com .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.