Correlated Default and Financial Intermediation
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- Gregory Phelan, 2017. "Correlated Default and Financial Intermediation," Journal of Finance, American Finance Association, vol. 72(3), pages 1253-1284, June.
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Cited by:
- Javadi, Siamak & Mollagholamali, Mohsen, 2018. "Debt market illiquidity and correlated default risk," Finance Research Letters, Elsevier, vol. 26(C), pages 266-273.
- Amine Ouazad & Matthew E. Kahn, 2019. "Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters," NBER Working Papers 26322, National Bureau of Economic Research, Inc.
- Andre Silva, 2019. "Strategic Liquidity Mismatch and Financial Sector Stability," Finance and Economics Discussion Series 2019-082, Board of Governors of the Federal Reserve System (U.S.).
- Yildirim, Alev, 2020. "The effect of relationship banking on firm efficiency and default risk," Journal of Corporate Finance, Elsevier, vol. 65(C).
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More about this item
Keywords
Financial intermediation; systemic risk; default;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-05-09 (Banking)
- NEP-DGE-2015-05-09 (Dynamic General Equilibrium)
- NEP-PPM-2015-05-09 (Project, Program & Portfolio Management)
- NEP-RMG-2015-05-09 (Risk Management)
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