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Citations for "Contagion of self-fulfilling financial crises due to diversification of investment portfolios"

by Goldstein, Itay & Pauzner, Ady

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  1. Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
  2. Vaugirard, Victor, 2007. "Informational contagion of bank runs in a third-generation crisis model," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 403-429, April.
  3. Jean-Marc Tallon, 2006. "Incertitude stratégique et sélection d'équilibre : deux applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177058, HAL.
  4. Dong Beom Choi, 2013. "Heterogeneity and stability: bolster the strong, not the weak," Staff Reports 637, Federal Reserve Bank of New York.
  5. Bernardo Guimaraes & Stephen Morris, 2005. "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," Levine's Bibliography 122247000000000790, UCLA Department of Economics.
  6. Dasgupta, Amil, 2007. "Coordination and delay in global games," Journal of Economic Theory, Elsevier, vol. 134(1), pages 195-225, May.
  7. Todd Keister, 2006. "Expectations and Contagion in Self-fulfilling Currency Attacks," 2006 Meeting Papers 485, Society for Economic Dynamics.
  8. Rodrigo Harrison & Pedro Jara-Moroni, 2013. "A Dominance Solvable Global Game with Strategic Substitutes," Documentos de Trabajo 440, Instituto de Economia. Pontificia Universidad Católica de Chile..
  9. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
  10. Frankel, David M., 2015. "Insuring Customers of a Unionized Firm Against Loss of Network Benefits," Staff General Research Papers 38580, Iowa State University, Department of Economics.
  11. Amil Dasgupta & Jakub Steiner & Colin Stewart, 2007. "Efficient Dynamic Coordination with Individual Learning," FMG Discussion Papers dp600, Financial Markets Group.
  12. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers 15-02, Asociación Española de Economía y Finanzas Internacionales.
  13. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  14. Lucian A. Bebchuk & Itay Goldstein, 2010. "Self-Fulfilling Credit Market Freezes," NBER Working Papers 16031, National Bureau of Economic Research, Inc.
  15. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010. "Exchange Rate Flexibility across Financial Crises," CEPN Working Papers hal-00845254, HAL.
  16. Paolo Tasca & Stefano Battiston, . "Diversification and Financial Stability," Working Papers CCSS-11-001, ETH Zurich, Chair of Systems Design.
  17. Olga Shurchkov, 2013. "Coordination and learning in dynamic global games: experimental evidence," Experimental Economics, Springer, vol. 16(3), pages 313-334, September.
  18. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers 122012, Hong Kong Institute for Monetary Research.
  19. filippo gori, 2012. "The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally," IHEID Working Papers 12-2014, Economics Section, The Graduate Institute of International Studies, revised 30 Nov 2014.
  20. 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.
  21. Wagner, W.B., 2006. "Diversification at Financial Institutions and Systemic Crises," Discussion Paper 2006-71, Tilburg University, Center for Economic Research.
  22. Hoeven, Rolph van der & Lübker, Malte, 2006. "Financial openness and employment the need for coherent international and national policies," ILO Working Papers 388773, International Labour Organization.
  23. Junichi Fujimoto, 2014. "Speculative Attacks with Multiple Targets," CARF F-Series CARF-F-340, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  24. Boschi, Melisso & Goenka, Aditya, 2012. "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 85-99.
  25. Campos, Rolf, 2013. "Risk-Sharing and Crises. Global Games of Regime Change with Endogenous Wealth," IESE Research Papers D/1064, IESE Business School.
  26. Coudert, Virginie & Gex, Mathieu, 2010. "Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 109-134, April.
  27. Oh, Frederick Dongchuhl, 2013. "Contagion of a liquidity crisis between two firms," Journal of Financial Economics, Elsevier, vol. 107(2), pages 386-400.
  28. Dong Chuhl Oh, 2009. "Contagion of Liquidity Crisis between Firms," Levine's Working Paper Archive 814577000000000197, David K. Levine.
  29. Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, Elsevier, vol. 16(3), pages 259-273.
  30. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
  31. Xavier Freixas & Bruno Maria Parigi, 2008. "Lender of Last Resort and Bank Closure Policy," CESifo Working Paper Series 2286, CESifo Group Munich.
  32. GUIMARAES, Bernardo & PEREIRA, Ana Elisa, 2015. "Dynamic coordination among heterogeneous agents," Textos para discussão 380, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  33. Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
  34. Itay Goldstein, 2005. "Strategic Complementarities and the Twin Crises," Economic Journal, Royal Economic Society, vol. 115(503), pages 368-390, 04.
  35. Chen, Qi & Goldstein, Itay & Jiang, Wei, 2010. "Payoff complementarities and financial fragility: Evidence from mutual fund outflows," Journal of Financial Economics, Elsevier, vol. 97(2), pages 239-262, August.
  36. Honda, Jun, 2011. "Noise-independent selection in global games and monotone potential maximizer: A symmetric 3×3 example," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 663-669.
  37. Marcelo de Paiva Abreu & João Manoel Pinho de Mello & Anônio de A. Sodré, 2007. "Informational spillovers in the pre-1914 London Sovereign Debt Market," Textos para discussão 552, Department of Economics PUC-Rio (Brazil).
  38. Barbieri, Stefano & Mattozzi, Andrea, 2009. "Membership in citizen groups," Games and Economic Behavior, Elsevier, vol. 67(1), pages 217-232, September.
  39. Dicks, David L. & Fulghieri, Paolo, 2015. "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers 10510, C.E.P.R. Discussion Papers.
  40. Manz, Michael, 2010. "Information-based contagion and the implications for financial fragility," European Economic Review, Elsevier, vol. 54(7), pages 900-910, October.
  41. Tamgac, Unay, 2011. "Crisis and self-fulfilling expectations: The Turkish experience in 1994 and 2000-2001," International Review of Economics & Finance, Elsevier, vol. 20(1), pages 44-58, January.
  42. Dirk Schoenmaker & Wolf Wagner, 2011. "The Impact of Cross-Border Banking on Financial Stability," Tinbergen Institute Discussion Papers 11-054/2/DSF18, Tinbergen Institute.
  43. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Working Papers 15-14, Bank of Canada.
  44. Wagner, Wolf, 2008. "The homogenization of the financial system and financial crises," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 330-356, July.
  45. Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.