Citations for "Liquidity Coinsurance, Moral Hazard, and Financial Contagion"
by Sandro Brusco & Fabio Castiglionesi
- repec:zbw:safewp:45 is not listed on IDEAS
- Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013. "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics 2013/23, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Mistrulli, Paolo Emilio, 2011.
"Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns,"
Journal of Banking & Finance,
Elsevier, vol. 35(5), pages 1114-1127, May.
- Paolo Emilio Mistrulli, 2007. "Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns," Temi di discussione (Economic working papers) 641, Bank of Italy, Economic Research and International Relations Area.
- Rajkamal Iyer & José-Luis Peydró, 0.
"Interbank Contagion at Work: Evidence from a Natural Experiment,"
Review of Financial Studies,
Society for Financial Studies, 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.
- Fabio Castiglionesi & Fabio Feriozzi & Gyöngyi Lóránth & Loriana Pelizzon, 2014.
"Liquidity Coinsurance and Bank Capital,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 46(2-3), pages 409-443, 03.
- Silvia Gabrieli and Co-Pierre Georg, 2015.
"A Network View on Interbank Market Freezes,"
488, Economic Research Southern Africa.
- Guido Lorenzoni & Fabio Feriozzi & Fabio Castiglionesi, 2009. "Financial Integration, Liquidity and the Depth of Systemic Crises," 2009 Meeting Papers 440, Society for Economic Dynamics.
- Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research.
- Mariya Teteryatnikova, 2010. "Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems," Vienna Economics Papers 1007, University of Vienna, Department of Economics.
- Grzegorz Hałaj & Christoffer Kok, 2013.
"Assessing interbank contagion using simulated networks,"
Computational Management Science,
Springer, vol. 10(2), pages 157-186, June.
- Hałaj, Grzegorz & Kok, Christoffer, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series 1506, European Central Bank.
- Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
- Brousseau, Vincent & Nikolaou, Kleopatra & Pill, Huw, 2014. "Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?," Finance and Economics Discussion Series 2014-112, Board of Governors of the Federal Reserve System (U.S.).
- Lena Tonzer, 2013.
"Cross-Border Interbank Networks, Banking Risk and Contagion,"
FIW Working Paper series
- Tonzer, Lena, 2015. "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, vol. 18(C), pages 19-32.
- Gheorghe Oprescu & Daniela Eleodor & Russell Damtoft, 2009. "The Real Economy and Competition Policy in Periods of Retrenchment," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(Number Sp), pages 722-734, November.
- Franklin Allen & Elena Carletti, 2013. "Financial Markets, Institutions and Liquidity," RBA Annual Conference Volume, in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
- Wagner, Wolf, 2010.
"Diversification at financial institutions and systemic crises,"
Journal of Financial Intermediation,
Elsevier, vol. 19(3), pages 373-386, July.
- Wagner, W.B., 2006. "Diversification at Financial Institutions and Systemic Crises," Discussion Paper 2006-71, Tilburg University, Center for Economic Research.
- Fabio Castiglionesi, 2008. "Optimal Fragile Financial Networks," 2008 Meeting Papers 658, Society for Economic Dynamics.
- Hasman, Augusto & Samartín, Margarita, 2008. "Information acquisition and financial contagion," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2136-2147, October.
- Dicks, David L. & Fulghieri, Paolo, 2015. "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers 10510, C.E.P.R. Discussion Papers.
- A. Pinna, 2014. "Shall We Keep Early Diers Alive?," Working Paper CRENoS 201411, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
- Ben Chabot, 2011. "The cost of banking panics in an age before “Too Big to Fail”," Working Paper Series WP-2011-15, Federal Reserve Bank of Chicago.
- Castiglionesi, Fabio & Wagner, Wolf, 2013. "On the efficiency of bilateral interbank insurance," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 177-200.
- repec:zbw:safewp:91 is not listed on IDEAS
- Guembel, Alexander & Sussman, Oren, 2014. "A Welfare Analysis of Fragmented Liquidity Markets," TSE Working Papers 14-498, Toulouse School of Economics (TSE).
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Guembel, Alexander & Sussman, Oren, 2014. "A Welfare Analysis of Fragmented Liquidity Markets," IDEI Working Papers 832, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
- Hasman, Augusto & Samartín, Margarita & Bommel, Jos Van, 2013. "Financial contagion and depositor monitoring," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3076-3084.
- Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1008-1021, May.
- Ladley, Daniel, 2013.
"Contagion and risk-sharing on the inter-bank market,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 37(7), pages 1384-1400.
- Dan Ladley, 2010. "Contagion and risk-sharing on the inter-bank market," Discussion Papers in Economics 11/10, Department of Economics, University of Leicester, revised Jan 2013.
- Davison, Lee K. & Ramirez, Carlos D., 2014. "Local banking panics of the 1920s: Identification and determinants," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 164-177.
- Mariya Teteryatnikova, 2012. "Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems," Vienna Economics Papers 1203, University of Vienna, Department of Economics.
- Marius A. Zoican & Lucyna A. G�rnicka, 2013. "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers 13-184/VI, Tinbergen Institute, revised 16 May 2014.
- repec:zbw:safewp:10 is not listed on IDEAS
- Marius Andrei Zoican & Lucyna Anna Gornicka, 2014. "Banking Union Optimal Design under Moral Hazard," 2014 Papers pzo33, Job Market Papers.
- Andrea Pinna, 2014. "Indirect Contagion in an Originate-to-Distribute Banking Model," BEMPS - Bozen Economics & Management Paper Series BEMPS21, School of Economics and Management at the Free University of Bozen.
- Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.