IDEAS home Printed from https://ideas.repec.org/r/aea/aejmac/v4y2012i1p1-21.html

Contagious Adverse Selection

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
  2. Anne-Marie Rieu-Foucault, 2018. "Les interventions de crise de la FED et de la BCE diffèrent-elles ?," Working Papers hal-04141702, HAL.
  3. Welburn, Jonathan & Hausken, Kjell, 2014. "Game-Theoretic Perspectives on Financial Crises," UiS Working Papers in Economics and Finance 2014/22, University of Stavanger.
  4. Salomón García, 2022. "Mortgage securitization and information frictions in general equilibrium," Working Papers 2221, Banco de España.
  5. Welburn, Jonathan W. & Hausken, Kjell, 2015. "A game theoretic model of economic crises," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 738-762.
  6. Moreno, Diego & Wooders, John, 2016. "Dynamic markets for lemons: performance, liquidity, and policy intervention," Theoretical Economics, Econometric Society, vol. 11(2), May.
  7. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
  8. Carroll, Gabriel, 2016. "Informationally robust trade and limits to contagion," Journal of Economic Theory, Elsevier, vol. 166(C), pages 334-361.
  9. Chollete, Lorán & de la Peña, Victor & Klass, Michael, 2023. "The price of independence in a model with unknown dependence," Mathematical Social Sciences, Elsevier, vol. 123(C), pages 51-58.
  10. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
  11. Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," Working Papers hal-04141643, HAL.
  12. Hwang, Ilwoo, 2018. "Dynamic trading with developing adverse selection," Journal of Economic Theory, Elsevier, vol. 176(C), pages 761-802.
  13. Foley-Fisher, Nathan & Ramcharan, Rodney & Yu, Edison, 2016. "The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program," Journal of Financial Economics, Elsevier, vol. 122(2), pages 409-429.
  14. Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong, 2024. "Stock price synchronicity and stock liquidity: International evidence," Journal of Empirical Finance, Elsevier, vol. 79(C).
  15. Tsoy, Anton, 2018. "Alternating-offer bargaining with the global games information structure," Theoretical Economics, Econometric Society, vol. 13(2), May.
  16. Tommaso Mancini Griffoli & Angelo Ranaldo, 2010. "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers 2010-14, Swiss National Bank.
  17. Morris, Stephen & Shin, Hyun Song & Yildiz, Muhamet, 2016. "Common belief foundations of global games," Journal of Economic Theory, Elsevier, vol. 163(C), pages 826-848.
  18. Chih-Hsiung Chang, 2022. "Information Asymmetry and Card Debt Crisis in Taiwan," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 123-145.
  19. Iijima, Ryota & Oyama, Daisuke, 2025. "Mean-field approximation of forward-looking population dynamics," Journal of Economic Theory, Elsevier, vol. 230(C).
  20. Prokopczuk, Marcel & Siewert, Jan B. & Vonhoff, Volker, 2013. "Credit risk in covered bonds," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 102-120.
  21. Agur, Itai, 2013. "Multiple bank regulators and risk taking," Journal of Financial Stability, Elsevier, vol. 9(3), pages 259-268.
  22. Marco Di Maggio & Marco Pagano, 2018. "Financial Disclosure and Market Transparency with Costly Information Processing [Bargaining with incomplete information]," Review of Finance, European Finance Association, vol. 22(1), pages 117-153.
  23. Hausken, Kjell & Welburn, Jonathan W., 2024. "Debt crises between a country and an international lender as a two-period game," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 704-723.
  24. 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.
  25. Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.
  26. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.
  27. Christopher Stapenhurst & Andrew Clausen, 2026. "Turning Bribes into Lemons: an optimal mechanism," Edinburgh School of Economics Discussion Paper Series 326, Edinburgh School of Economics, University of Edinburgh.
  28. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Bank of Finland Research Discussion Papers 4/2017, Bank of Finland.
  29. Welburn, Jonathan William & Hausken, Kjell, 2015. "A Game-Theoretic Model with Empirics of Economic Crises," UiS Working Papers in Economics and Finance 2015/7, University of Stavanger.
  30. Carvajal, Andrés & Rostek, Marzena & Sublet, Guillaume, 2018. "Information design and capital formation," Journal of Economic Theory, Elsevier, vol. 176(C), pages 255-292.
  31. Chernenko, Sergey & Hanson, Samuel Gregory & Sunderam, Adi, 2014. "The Rise and Fall of Demand for Securitizations," Working Paper Series 2014-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  32. Ordoñez, Guillermo, 2018. "Confidence banking and strategic default," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 101-113.
  33. Martins, António Miguel, 2023. "Stock market effects of silicon valley bank and credit suisse failure: evidence for a sample of european listed banks," Finance Research Letters, Elsevier, vol. 58(PA).
  34. Wu, Wanshan & Jin, Lumin & Chen, Chang-Chih & Fang, Jianchun & Yan, Cheng, 2025. "Structural monetary policy, corporate behavior, and pay gap: Evidence from SMEs in China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
  35. Jonathan William Welburn & Kjell Hausken, 2017. "Game Theoretic Modeling of Economic Systems and the European Debt Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 177-226, February.
  36. Trichet, J.C., 2011. "Intellectual challenges to financial stability analysis in the era of macroprudential oversight," Financial Stability Review, Banque de France, issue 15, pages 139-149, February.
  37. Jonathan W. Welburn, 2020. "Crises Beyond Belief: Findings on Contagion, the Role of Beliefs, and the Eurozone Debt Crisis from a Borrower–Lender Game," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 263-317, August.
  38. Bental, Benjamin & Demougin, Dominique, 2016. "Privatizing profits and socializing losses with smoothly operating capital markets," European Journal of Political Economy, Elsevier, vol. 44(C), pages 179-194.
  39. Timothy Shields & Baohua Xin, 2012. "Higher-order Beliefs in Simple Trading Models," Working Papers 12-18, Chapman University, Economic Science Institute.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.