Payoff complementarities and financial fragility: Evidence from mutual fund outflows
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Dilip Abreu & Markus K. Brunnermeier, 2003.
"Bubbles and Crashes,"
Econometrica, Econometric Society, vol. 71(1), pages 173-204, January.
- Markus K Brunnermeier, 2002. "Bubbles and Crashes," FMG Discussion Papers dp401, Financial Markets Group.
- Abreu, Dilip & Brunnermeier, Markus K., 2002. "Bubbles and crashes," LSE Research Online Documents on Economics 24905, London School of Economics and Political Science, LSE Library.
- Jean-Charles Rochet & Xavier Vives, 2004.
"Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?,"
Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1116-1147, December.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination failures and the lender of last resort: Was Bagehot right after all?," HWWA Discussion Papers 184, Hamburg Institute of International Economics (HWWA).
- Vives, Xavier & Rochet, Jean Charles, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," CEPR Discussion Papers 3233, C.E.P.R. Discussion Papers.
- Jean-Charles Rochet & Xavier Vives, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," FMG Discussion Papers dp408, Financial Markets Group.
- Rochet, Jean-Charles & Vives, Xavier, 2004. "Coordination Failures and the Lender of Last Resort : Was Bagehot Right After All?," IDEI Working Papers 294, Institut d'Économie Industrielle (IDEI), Toulouse.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Discussion Paper Series 26264, Hamburg Institute of International Economics.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination failures and the lender of last resort: was Bagehot right after all?," LSE Research Online Documents on Economics 24928, London School of Economics and Political Science, LSE Library.
- Morris, Stephen & Shin, Hyun Song, 1998.
"Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks,"
American Economic Review, American Economic Association, vol. 88(3), pages 587-597, June.
- Morris, S & Song Shin, H, 1996. "Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks," Economics Papers 126, Economics Group, Nuffield College, University of Oxford.
- Morris, Stephen & Shin, Hyun Song, 1997. "Unique Equilibrium in a Model of Self-fulfilling Currency Attacks," CEPR Discussion Papers 1687, C.E.P.R. Discussion Papers.
- Barclay, Michael J. & Pearson, Neil D. & Weisbach, Michael S., 1998. "Open-end mutual funds and capital-gains taxes," Journal of Financial Economics, Elsevier, vol. 49(1), pages 3-43, July.
- Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Hyun Song Shin, 2004.
"Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(1), pages 87-113.
- Shin, Hyun Song & Corsetti, Giancarlo & Dasgupta, Amil & Morris, Stephen, 2000. "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," CEPR Discussion Papers 2610, C.E.P.R. Discussion Papers.
- Hyun Song Shin & Giancarlo Corsetti & Amil Dasgupta & Stephen Morris, 2001. "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," FMG Discussion Papers dp372, Financial Markets Group.
- Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Shin, Hyun, 2000. "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," Cowles Foundation Discussion Papers 1273, Cowles Foundation for Research in Economics, Yale University.
- Corsetti, Giancarlo & Dasgupta, Amil & Morris, Stephen & Shin, Hyun Song, 2001. "Does one Soros make a difference? A theory of currency crises with large and small traders," LSE Research Online Documents on Economics 25045, London School of Economics and Political Science, LSE Library.
- Charles F. Manski, 1993.
"Identification of Endogenous Social Effects: The Reflection Problem,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(3), pages 531-542.
- Manski, Charles F., 1991. "Identification of Endogenous Social Effects: The Reflection Problem," SSRI Workshop Series 292712, University of Wisconsin-Madison, Social Systems Research Institute.
- Manski, C.F., 1991. "Identification of Endogenous Social Effects: the Reflection Problem," Working papers 9127, Wisconsin Madison - Social Systems.
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Stephen Morris & Hyun Song Shin, 2004.
"Liquidity Black Holes,"
Review of Finance, European Finance Association, vol. 8(1), pages 1-18.
- Stephen Morris & Hyun Song Shin, 2004. "Liquidity Black Holes," Review of Finance, Springer, vol. 8(1), pages 1-18.
- Stephen Morris & Hyun Song Shin, 2003. "Liquidity Black Holes," Cowles Foundation Discussion Papers 1434, Cowles Foundation for Research in Economics, Yale University.
- Stephen Morris & Hyun Song Shin, 2004. "Liquidity Black Holes," Yale School of Management Working Papers ysm425, Yale School of Management.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 620, Econometric Society.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 644, Econometric Society.
- Carlsson, Hans & van Damme, Eric, 1993.
"Global Games and Equilibrium Selection,"
Econometrica, Econometric Society, vol. 61(5), pages 989-1018, September.
- Carlsson, H. & van Damme, E.E.C., 1990. "Global games and equilibrium selection," Discussion Paper 1990-52, Tilburg University, Center for Economic Research.
- Hans Carlsson & Eric van Damme, 1993. "Global Games and Equilibrium Selection," Levine's Working Paper Archive 122247000000001088, David K. Levine.
- Carlsson, H. & van Damme, E.E.C., 1990. "Global games and equilibrium selection," Other publications TiSEM 698f4897-46c6-4097-8265-2, Tilburg University, School of Economics and Management.
- Carlsson, H. & Van Damme, E., 1990. "Global Games And Equilibrium Selection," Papers 9052, Tilburg - Center for Economic Research.
- Carlsson, H. & van Damme, E.E.C., 1993. "Global games and equilibrium selection," Other publications TiSEM 49a54f00-dcec-4fc1-9488-4, Tilburg University, School of Economics and Management.
- Edward L. Glaeser & Bruce I. Sacerdote & Jose A. Scheinkman, 2003.
"The Social Multiplier,"
Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 345-353, 04/05.
- Edward L. Glaeser & Bruce I. Sacerdote & Jose A. Scheinkman, 2002. "The Social Multiplier," NBER Working Papers 9153, National Bureau of Economic Research, Inc.
- Edward L. Glaeser & Bruce I. Sacerdote & Jose A. Scheinkman, 2002. "The Social Multiplier," Harvard Institute of Economic Research Working Papers 1968, Harvard - Institute of Economic Research.
- E. Glaeser & B. Sacerdote & Jose A. Scheinkman, 2003. "The Social Multiplier," Levine's Working Paper Archive 506439000000000130, David K. Levine.
- Guillaume Plantin, 2009. "Learning by Holding and Liquidity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(1), pages 395-412.
- repec:bla:jfinan:v:55:y:2000:i:4:p:1655-1703 is not listed on IDEAS
- Amihud, Yakov, 2002. "Illiquidity and stock returns: cross-section and time-series effects," Journal of Financial Markets, Elsevier, vol. 5(1), pages 31-56, January.
- Chevalier, Judith & Ellison, Glenn, 1997.
"Risk Taking by Mutual Funds as a Response to Incentives,"
Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
- Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
- Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
- Dickson, Joel M. & Shoven, John B. & Sialm, Clemens, 2000.
"Tax Externalities of Equity Mutual Funds,"
National Tax Journal, National Tax Association;National Tax Journal, vol. 53(3), pages 607-628, September.
- John B. Shoven & Joel Dickson & Clemens Sialm, 2000. "Tax Externalities of Equity Mutual Funds," NBER Working Papers 7669, National Bureau of Economic Research, Inc.
- Lu Zheng, 1999. "Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability," Journal of Finance, American Finance Association, vol. 54(3), pages 901-933, June.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2007.
"Liquidity and Expected Returns: Lessons from Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1783-1831, November.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc.
- Harvey, Campbell & Bekaert, Geert & Lundblad, Christian T, 2006. "Liquidity and Expected Returns: Lessons from Emerging Markets," CEPR Discussion Papers 5946, C.E.P.R. Discussion Papers.
- Johnson, Woodrow T., 2010. "Who incentivizes the mutual fund manager, new or old shareholders?," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 143-168, April.
- Russ Wermers, 2000. "Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses," Journal of Finance, American Finance Association, vol. 55(4), pages 1655-1695, August.
- Guillaume Plantin, 2009. "Learning by Holding and Liquidity," Post-Print hal-03415735, HAL.
- Edelen, Roger M., 1999. "Investor flows and the assessed performance of open-end mutual funds," Journal of Financial Economics, Elsevier, vol. 53(3), pages 439-466, September.
- Calomiris, Charles W & Mason, Joseph R, 1997.
"Contagion and Bank Failures during the Great Depression: The June 1932 Chicago Banking Panic,"
American Economic Review, American Economic Association, vol. 87(5), pages 863-883, December.
- Charles W. Calomiris & Joseph R. Mason, 1994. "Contagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic," NBER Working Papers 4934, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Joseph R. Mason, 1995. "Contagion and bank failures during the Great Depression: the June 1932 Chicago banking panic," Proceedings 451, Federal Reserve Bank of Chicago.
- Doron Avramov & Tarun Chordia & Amit Goyal, 2006. "Liquidity and Autocorrelations in Individual Stock Returns," Journal of Finance, American Finance Association, vol. 61(5), pages 2365-2394, October.
- repec:bla:jfinan:v:59:y:2004:i:5:p:1979-2012 is not listed on IDEAS
- Bradley, Michael & Brav, Alon & Goldstein, Itay & Jiang, Wei, 2010. "Activist arbitrage: A study of open-ending attempts of closed-end funds," Journal of Financial Economics, Elsevier, vol. 95(1), pages 1-19, January.
- Douglas W. Diamond & Philip H. Dybvig, 2000.
"Bank runs, deposit insurance, and liquidity,"
Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Win), pages 14-23.
- Diamond, Douglas W & Dybvig, Philip H, 1983. "Bank Runs, Deposit Insurance, and Liquidity," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 401-419, June.
- James, Christopher & Karceski, Jason, 2006. "Investor monitoring and differences in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2787-2808, October.
- Gorton, Gary, 1988.
"Banking Panics and Business Cycles,"
Oxford Economic Papers, Oxford University Press, vol. 40(4), pages 751-781, December.
- Gary Gorton, 1986. "Banking panics and business cycles," Working Papers 86-9, Federal Reserve Bank of Philadelphia.
- María Soledad Martínez-Peria & Sergio Schmukler, 2002.
"Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises,"
Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 5, pages 143-174,
Central Bank of Chile.
- Maria Soledad Martinez Peria & Sergio L. Schmukler, 2001. "Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises," Journal of Finance, American Finance Association, vol. 56(3), pages 1029-1051, June.
- Itay Goldstein & Ady Pauzner, 2005. "Demand–Deposit Contracts and the Probability of Bank Runs," Journal of Finance, American Finance Association, vol. 60(3), pages 1293-1327, June.
- repec:bla:jfinan:v:53:y:1998:i:5:p:1589-1622 is not listed on IDEAS
- Jonathan B. Berk & Richard C. Green, 2004.
"Mutual Fund Flows and Performance in Rational Markets,"
Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1269-1295, December.
- Jonathan B. Berk & Richard C. Green, 2002. "Mutual Fund Flows and Performance in Rational Markets," NBER Working Papers 9275, National Bureau of Economic Research, Inc.
- Jonathan B. Berk & Richard C. Green, 2002. "Mutual Fund Flows and Performance in Rational Markets," FAME Research Paper Series rp100, International Center for Financial Asset Management and Engineering.
- Julie Agnew & Pierluigi Balduzzi & Annika Sundén, 2003. "Portfolio Choice and Trading in a Large 401(k) Plan," American Economic Review, American Economic Association, vol. 93(1), pages 193-215, March.
- 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.
- Gordon J. Alexander & Gjergji Cici & Scott Gibson, 2007. "Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 125-150, January.
- Charles W. Calomiris & Joseph R. Mason, 2003. "Fundamentals, Panics, and Bank Distress During the Depression," American Economic Review, American Economic Association, vol. 93(5), pages 1615-1647, December.
- Brown, Keith C & Harlow, W V & Starks, Laura T, 1996. "Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 51(1), pages 85-110, March.
- Schumacher, Liliana, 2000. "Bank runs and currency run in a system without a safety net: Argentina and the 'tequila' shock," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 257-277, August.
- Frank Heinemann & Rosemarie Nagel & Peter Ockenfels, 2004. "The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information," Econometrica, Econometric Society, vol. 72(5), pages 1583-1599, September.
- Martin Cherkes & Jacob Sagi & Richard Stanton, 2009. "A Liquidity-Based Theory of Closed-End Funds," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 257-297, January.
- Jeremy C. Stein, 2005. "Why are Most Funds Open-End? Competition and the Limits of Arbitrage," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 120(1), pages 247-272.
- Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky, 2003. "Advances in economics and econometrics :theory and applications," ULB Institutional Repository 2013/9557, ULB -- Universite Libre de Bruxelles.
- Amil Dasgupta, 2004. "Financial Contagion Through Capital Connections: A Model of the Origin and Spread of Bank Panics," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1049-1084, December.
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.- Liu, Xuewen & Mello, Antonio S., 2011. "The fragile capital structure of hedge funds and the limits to arbitrage," Journal of Financial Economics, Elsevier, vol. 102(3), pages 491-506.
- Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015.
"Defined Contribution Pension Plans: Sticky or Discerning Money?,"
Journal of Finance, American Finance Association, vol. 70(2), pages 805-838, April.
- Clemens Sialm & Laura Starks & Hanjiang Zhang, 2013. "Defined Contribution Pension Plans: Sticky or Discerning Money?," NBER Working Papers 19569, National Bureau of Economic Research, Inc.
- Clemens Sialm & Laura Starks & Hanjiang Zhang, 2014. "Defined Contribution Pension Plans: Sticky or Discerning Money?," Discussion Papers 13-022, Stanford Institute for Economic Policy Research.
- Goldstein, Itay & Razin, Assaf, 2015.
"Three Branches of Theories of Financial Crises,"
Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
- Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2018.
"Government guarantees and financial stability,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 518-557.
- Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2015. "Government Guarantees and Financial Stability," CEPR Discussion Papers 10560, C.E.P.R. Discussion Papers.
- Carletti, Elena & Leonello, Agnese & Allen, Franklin & Goldstein, Itay, 2017. "Government guarantees and financial stability," Working Paper Series 2032, European Central Bank.
- Manz, Michael, 2010. "Information-based contagion and the implications for financial fragility," European Economic Review, Elsevier, vol. 54(7), pages 900-910, October.
- Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
- Rajkamal Iyer & José-Luis Peydró, 2011.
"Interbank Contagion at Work: Evidence from a Natural Experiment,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 1337-1377.
- Iyer, Rajkamal & Peydró, José-Luis, 2011. "Interbank contagion at work: Evidence from a natural experiment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(4), pages 1337-1377.
- Iyer, Rajkamal & Peydró, José-Luis, 2010. "Interbank contagion at work: evidence from a natural experiment," Working Paper Series 1147, European Central Bank.
- Fecht, Falko & Wedow, Michael, 2014.
"The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany,"
Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 376-399.
- Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,10, Deutsche Bundesbank.
- repec:hum:wpaper:sfb649dp2016-045 is not listed on IDEAS
- Koenig, Philipp & Pothier, David, 2016. "Information acquisition and liquidity dry-ups," SFB 649 Discussion Papers 2016-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ahnert, Toni & Bertsch, Christoph, 2013.
"A wake-up call: information contagion and strategic uncertainty,"
Working Paper Series
282, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
- Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
- Xavier Vives, 2014.
"Strategic Complementarity, Fragility, and Regulation,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(12), pages 3547-3592.
- Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers D/928, IESE Business School.
- Xavier Vives, 2012. "Strategic Complementarity, Fragility, and Regulation," 2012 Meeting Papers 789, Society for Economic Dynamics.
- Vives, Xavier, 2011. "Strategic Complementarity, Fragility, and Regulation," CEPR Discussion Papers 8444, C.E.P.R. Discussion Papers.
- Xavier Vives, 2011. "Strategic Complementarity, Fragility, and Regulation," CESifo Working Paper Series 3507, CESifo.
- Toni Ahnert & Christoph Bertsch, 2022.
"A Wake-Up Call Theory of Contagion [Asymmetric business cycles: theory and time-series evidence],"
Review of Finance, European Finance Association, vol. 26(4), pages 829-854.
- Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
- Ahnert, Toni & ,, 2021. "A Wake-Up Call Theory of Contagion," CEPR Discussion Papers 16809, C.E.P.R. Discussion Papers.
- Ahnert, Toni & Bertsch, Christoph, 2022. "A Wake-Up Call Theory of Contagion," Working Paper Series 2658, European Central Bank.
- Zhiguo He & Wei Xiong, 2012.
"Dynamic Debt Runs,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1799-1843.
- Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
- Wei Xiong & Zhiguo He, 2011. "Dynamic Debt Runs," 2011 Meeting Papers 902, Society for Economic Dynamics.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008.
"Unobserved Actions of Mutual Funds,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.
- Lucian A. Bebchuk & Itay Goldstein, 2011.
"Self-fulfilling Credit Market Freezes,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3519-3555.
- Lucian A. Bebchuk & Itay Goldstein, 2010. "Self-Fulfilling Credit Market Freezes," NBER Working Papers 16031, National Bureau of Economic Research, Inc.
- Goldstein, Itay & Jiang, Hao & Ng, David T., 2017. "Investor flows and fragility in corporate bond funds," Journal of Financial Economics, Elsevier, vol. 126(3), pages 592-613.
- Naqvi, Hassan, 2015.
"Banking crises and the lender of last resort: How crucial is the role of information?,"
Journal of Banking & Finance, Elsevier, vol. 54(C), pages 20-29.
- Hassan Naqvi, 2004. "Banking Crises and the Lender of Last Resort: How crucial is the role of information?," Finance 0410009, University Library of Munich, Germany.
- 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).
- Khalid Zaman, 2015. "Measurement Issues of Income and Non-Income Welfare Indicators: Assessment of Pakistan's Pro-Poor Growth," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 802-811.
More about this item
Keywords
Payoff complementarities Financial fragility Mutual fund redemptions;Statistics
Access and download statisticsCorrections
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:eee:jfinec:v:97:y:2010:i:2:p:239-262. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505576 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.