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Financial Market Failures and Systemic Risk

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  • Michel Aglietta

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  • Michel Aglietta, 1996. "Financial Market Failures and Systemic Risk," Working Papers 1996-01, CEPII research center.
    • Handle: RePEc:cii:cepidt:1996-01
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    References listed on IDEAS

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    1. Fernando Barran & Virginie Coudert & Benoît Mojon, 1994. "Transmission de la politique monétaire et crédit, une application à 5 pays de l'OCDE," Working Papers 1994-03, CEPII research center.
    2. Arturo Estrella, 1995. "Taylor, Black and Scholes: series approximations and risk management pitfalls," Research Paper 9501, Federal Reserve Bank of New York.
    3. Michel Aglietta, 1993. "Crises et cycles financiers : une approche comparative," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 5-50.
    4. Duffee, Gregory R., 1996. "On measuring credit risks of derivative instruments," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 805-833, June.
    5. Sachs, Jeffrey & Tornell, Aaron & Velasco, Andres, 1995. "The Collapse of the Mexican Peso: What Have We Learned?," Working Papers 95-22, C.V. Starr Center for Applied Economics, New York University.
    6. Franklin R. Edwards & Michael S. Canter, 1995. "The Collapse Of Metallgesellschaft: Unhedgeable Risks, Poor Hedging Strategy, Or Just Bad Luck?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 8(1), pages 86-105, March.
    7. Mishkin, Frederic S, 1994. "Preventing Financial Crises: An International Perspective," The Manchester School of Economic & Social Studies, University of Manchester, vol. 62(0), pages 1-40, Suppl..
    8. Lionel Fontagné, 1995. "Why NAFTA Might Be Discriminatory," Working Papers 1995-12, CEPII research center.
    9. Paul H. Kupiec, 1995. "Techniques for verifying the accuracy of risk measurement models," Finance and Economics Discussion Series 95-24, Board of Governors of the Federal Reserve System (U.S.).
    10. Arturo Estrella & Darryll Hendricks & John Kambhu & Soo Shin & Stefan Walter, 1994. "The price risk of options positions: measurement and capital requirements," Quarterly Review, Federal Reserve Bank of New York, vol. 19(Sum), pages 44-75.
    11. Hyman P. Minsky, 1992. "The Financial Instability Hypothesis," Economics Working Paper Archive wp_74, Levy Economics Institute.
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    Cited by:

    1. Robert Guttmann, 2015. "The heterodox notion of structural crisis," Review of Keynesian Economics, Edward Elgar Publishing, vol. 3(2), pages 194-212, April.
    2. Michel Aglietta, 1999. "A Lender of Last Resort for Europe," Working Papers 1999-12, CEPII research center.
    3. André Cartapanis, 2003. "Vers une prévention macro-prudentielle des crises financières internationales," Revue d'Économie Financière, Programme National Persée, vol. 70(1), pages 89-100.
    4. O. Dzh. Govtvan’, 2020. "Monetary Constraints on Economic Growth in Russia," Studies on Russian Economic Development, Springer, vol. 31(6), pages 647-654, November.
    5. Karl Whelan, 2013. "Sovereign default and the euro," Oxford Review of Economic Policy, Oxford University Press, vol. 29(3), pages 478-501, AUTUMN.
    6. Anastasia Nesvetailova, 2012. "Liquidity Illusions in the Global Financial Architecture," Chapters, in: Kern Alexander & Rahul Dhumale (ed.), Research Handbook on International Financial Regulation, chapter 15, Edward Elgar Publishing.
    7. André Cartapanis & Vincent Dropsy & Sophie Mametz, 2002. "The Asian Currency Crises: Vulnerability, Contagion, or Unsustainability," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 79-91, February.
    8. Cartapanis A. & Herland M., 2001. "Systemic Risk and New International Financial Architecture: Reconciling KEYNES and Neo-Liberalism?," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 5-26, January -.

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