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Bank suspension of convertibility
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Cited by:
- De Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic risk: A survey,"
Working Paper Series
35, European Central Bank.
- de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
- Huberto M. Ennis & Todd Keister, 2009.
"Bank Runs and Institutions: The Perils of Intervention,"
American Economic Review, American Economic Association, vol. 99(4), pages 1588-1607, September.
- Huberto M. Ennis & Todd Keister, 2007. "Bank runs and institutions : the perils of intervention," Working Paper 07-02, Federal Reserve Bank of Richmond.
- Economides, Nicholas & Hubbard, R Glenn & Palia, Darius, 1996.
"The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition among Small and Large Banks,"
Journal of Law and Economics, University of Chicago Press, vol. 39(2), pages 667-704, October.
- Nicholas Economides & R. Glen Hubbard & Darius Palia, 1993. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks," Working Papers 93-23, New York University, Leonard N. Stern School of Business, Department of Economics.
- Economides, N. & Hubbard, R.G. & Palia, D., 1995. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks," Papers 95-14, Columbia - Graduate School of Business.
- Nicholas Economides & R. Glenn Hubbard & Darius Palia, 1995. "The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition among Small and Large Banks," NBER Working Papers 5210, National Bureau of Economic Research, Inc.
- Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2017.
"Runs versus Lemons: Information Disclosure and Fiscal Capacity,"
Review of Economic Studies, Oxford University Press, vol. 84(4), pages 1683-1707.
- Thomas Philippon & Joseba Martinez & Miguel de Faria e Castro, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," 2015 Meeting Papers 1146, Society for Economic Dynamics.
- Philippon, Thomas & Faria e castro, Miguel & Martinez, Joseba, 2016. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 11408, C.E.P.R. Discussion Papers.
- Philippon, Thomas & Martinez, Joseba & Faria e castro, Miguel, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 10614, C.E.P.R. Discussion Papers.
- Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," NBER Working Papers 21201, National Bureau of Economic Research, Inc.
- Sébastien Vivier-Lirimont, 2004. "Interbanking networks: towards a small financial world?," Cahiers de la Maison des Sciences Economiques v04046, Université Panthéon-Sorbonne (Paris 1).
- Geethanjali Selvaretnam, 2014.
"Optimal Reserves and Short-Term Interest Rates in a Model of Bank Runs,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(5), pages 537-558, November.
- Selvaretnam, Geethanjali, 2005. "Optimal Reserves and Short Term Interest Rates in a Model of Bank Runs," Economics Discussion Papers 8897, University of Essex, Department of Economics.
- Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2021.
"Dynamic bank runs: an agent-based approach,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 675-703, July.
- Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017. "Dynamic Bank Runs: an agent-based approach," Working Papers Series 465, Central Bank of Brazil, Research Department.
- Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2019. "Dynamic Bank Runs: an agent-based approach," Working Papers, Department of Economics 2019_07, University of São Paulo (FEA-USP).
- Angeloni, Ignazio & Faia, Ester & Winkler, Roland, 2014.
"Exit strategies,"
European Economic Review, Elsevier, vol. 70(C), pages 231-257.
- Angeloni, Ignazio & Faia, Ester & Winkler, Roland C., 2010. "Exit strategies," CFS Working Paper Series 2010/25, Center for Financial Studies (CFS).
- Angeloni, Ignazio & Faia, Ester & Winkler, Roland C., 2011. "Exit strategies," Kiel Working Papers 1676, Kiel Institute for the World Economy (IfW Kiel).
- Angeloni, Ignazio & Faia, Ester & Winkler, Roland, 2014. "Exit strategies," SAFE Working Paper Series 50, Leibniz Institute for Financial Research SAFE.
- Roland Winkler & Ignazio Angeloni, 2011. "Exit Strategies," 2011 Meeting Papers 241, Society for Economic Dynamics.
- Winkler, Roland C. & Angeloni, Ignazio & Faia, Ester, 2011. "Exit Strategies," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48734, Verein für Socialpolitik / German Economic Association.
- Pere Gomis-Porqueras & Bruce Smith, 2006.
"The seasonality of banking failures during the late National Banking Era,"
Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 296-319, February.
- Pere Gomis‐Porqueras & Bruce Smith, 2006. "The seasonality of banking failures during the late National Banking Era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 296-319, February.
- Chatterji, Shurojit; Ghosal, Sayantan, 2010.
"Liquidity, moral hazard and bank crises,"
CAGE Online Working Paper Series
27, Competitive Advantage in the Global Economy (CAGE).
- Chatterji, S. & Ghosal, S., 2013. "Liquidity, moral hazard and bank crises," SIRE Discussion Papers 2013-85, Scottish Institute for Research in Economics (SIRE).
- S.Chatterji & S.Ghosal, 2013. "Liquidity, moral hazard and bank crises," Working Papers 2013_21, Business School - Economics, University of Glasgow.
- Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
- Huberto M. Ennis & Todd Keister, 2006. "Banking Policy without Commitment: Suspension of Convertibility Taken Seriously," 2006 Meeting Papers 464, Society for Economic Dynamics.
- Jiahong Gao & Robert R. Reed, 2023. "Preventing bank panics: The role of the regulator's preferences," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 387-422, May.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Bleaney, Michael & Bougheas, Spiros & Skamnelos, Ilias, 2008. "A model of the interactions between banking crises and currency crises," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 695-706, September.
- Bordo, Michael D., 1986.
"Explorations in monetary history: A survey of the literature,"
Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
- Michael D. Bordo, 1986. "Explorations in Monetary History: A Survey of the Literature," NBER Working Papers 1821, National Bureau of Economic Research, Inc.
- Devenow, Andrea & Welch, Ivo, 1996. "Rational herding in financial economics," European Economic Review, Elsevier, vol. 40(3-5), pages 603-615, April.
- Rita De Siano, 2000. "Financial Variables As Leading Indicators: An Application To The G7 Countries," Working Papers 6_2000, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- 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.
- Guillemin, François, 2020. "Governance by depositors, bank runs and ambiguity aversion," Research in International Business and Finance, Elsevier, vol. 54(C).
- Laeven, Luc & Valencia, Fabián, 2012.
"The use of blanket guarantees in banking crises,"
Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1220-1248.
- Mr. Luc Laeven & Mr. Fabian Valencia, 2008. "The Use of Blanket Guarantees in Banking Crises," IMF Working Papers 2008/250, International Monetary Fund.
- Gorton, Gary B. & Pennacchi, George G., 1995.
"Banks and loan sales Marketing nonmarketable assets,"
Journal of Monetary Economics, Elsevier, vol. 35(3), pages 389-411, June.
- Gary Gorton & George Pennacchi, 1990. "Banks and Loan Sales: Marketing Non-Marketable Assets," NBER Working Papers 3551, National Bureau of Economic Research, Inc.
- Lawrence Sáez & Xianwen Shi, 2004. "Liquidity Pools, Risk Sharing, and Financial Contagion," Journal of Financial Services Research, Springer;Western Finance Association, vol. 25(1), pages 5-23, February.
- Huberto M. Ennis & Todd Keister, 2007.
"Commitment and equilibrium bank runs,"
Staff Reports
274, Federal Reserve Bank of New York.
- Todd Keister & Huberto M. Ennis, 2007. "Commitment and Equilibrium Bank Runs," 2007 Meeting Papers 509, Society for Economic Dynamics.
- Marco Cipriani & Antoine Martin & Patrick E. McCabe & Bruno Parigi, 2014.
"Gates, Fees, and Preemptive Runs,"
Finance and Economics Discussion Series
2014-30, Board of Governors of the Federal Reserve System (U.S.).
- Marco Cipriani & Antoine Martin & Patrick E. McCabe & Bruno Parigi, 2014. "Gates, Fees, and Preemptive Runs," Liberty Street Economics 20140818, Federal Reserve Bank of New York.
- Marco Cipriani & Antoine Martin & Patrick E. McCabe & Bruno Parigi, 2014. "Gates, fees, and preemptive runs," Staff Reports 670, Federal Reserve Bank of New York.
- Chatterji, S. & Ghosal, S., 2008.
"Moral hazard, bank runs and contagion,"
Economic Research Papers
269785, University of Warwick - Department of Economics.
- Ghosal, Sayantan & Chatterji, Shurojit, 2008. "Moral hazard, bank runs and contagion," The Warwick Economics Research Paper Series (TWERPS) 836, University of Warwick, Department of Economics.
- Jean-Charles Rochet & Xavier Vives, 2004.
"Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?,"
Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1116-1147, December.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination failures and the lender of last resort: Was Bagehot right after all?," HWWA Discussion Papers 184, Hamburg Institute of International Economics (HWWA).
- Vives, Xavier & Rochet, Jean Charles, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," CEPR Discussion Papers 3233, C.E.P.R. Discussion Papers.
- Jean-Charles Rochet & Xavier Vives, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," FMG Discussion Papers dp408, Financial Markets Group.
- Rochet, Jean-Charles & Vives, Xavier, 2004. "Coordination Failures and the Lender of Last Resort : Was Bagehot Right After All?," IDEI Working Papers 294, Institut d'Économie Industrielle (IDEI), Toulouse.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Discussion Paper Series 26264, Hamburg Institute of International Economics.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination failures and the lender of last resort: was Bagehot right after all?," LSE Research Online Documents on Economics 24928, London School of Economics and Political Science, LSE Library.
- Todd Kaplan, 2006.
"Why banks should keep secrets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 341-357, January.
- Todd R. Kaplan, "undated". "Why Banks Should Keep Secrets," Working papers _005, University of Minnesota, Department of Economics.
- Kaplan, T.R., 2000. "Why Banks Should Keep Secrets," Discussion Papers 0014, University of Exeter, Department of Economics.
- Song Han & Dan Li, 2010.
"The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market,"
Finance and Economics Discussion Series
2010-50, Board of Governors of the Federal Reserve System (U.S.).
- Song Han & Dan Li, 2011. "The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market," Working Papers 052011, Hong Kong Institute for Monetary Research.
- Fecht, Falko & Wedow, Michael, 2014.
"The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany,"
Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 376-399.
- Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,10, Deutsche Bundesbank.
- Clare, Andrew & Priestley, Richard, 2002.
"Calculating the probability of failure of the Norwegian banking sector,"
Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 21-40, February.
- Andrew Clare & Richard Priestley, "undated". "Calculating the probability of failure of the Norwegian banking sector," CERF Discussion Paper Series 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
- Hirshleifer, David & Teoh, Siew Hong, 2008.
"Thought and Behavior Contagion in Capital Markets,"
MPRA Paper
9164, University Library of Munich, Germany.
- Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
- Cormac O. Grada & Eugene N. White, 2002.
"Who Panics During Panics? Evidence from a Nineteenth Century Savings Bank,"
NBER Working Papers
8856, National Bureau of Economic Research, Inc.
- Eugene N. White & Cormac Ó Gráda, 2002. "Who panics during panics? Evidence from a nineteenth century savings bank," Working Papers 200212, School of Economics, University College Dublin.
- Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
- Geethanjali Selvaretnam, 2007. "Regulation of Reserves and Interest Rates in a Model of Bank Runs," CDMA Working Paper Series 200714, Centre for Dynamic Macroeconomic Analysis.
- David Hirshleifer & Siew Hong Teoh, 2003.
"Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis,"
European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
- Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
- V. M. González-Méndez & F. González-Rodríguez, 2000. "Un análisis de los efectos de la crisis de Banesto sobre la banca y la industria," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 611-640, September.
- Charles W. Calomiris & Charles M. Kahn, 1996.
"The efficiency of self-regulated payments systems: learning from the Suffolk System,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 766-803.
- Calomiris, Charles W & Kahn, Charles M, 1996. "The Efficiency of Self-Regulated Payments Systems: Learning from the Suffolk System," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 766-797, November.
- Charles W. Calomiris & Charles M. Kahn, 1996. "The Efficiency of Self-Regulated Payments Systems: Learning From the Suffolk System," NBER Working Papers 5442, National Bureau of Economic Research, Inc.
- Aharony, Joseph & Swary, Itzhak, 1996. "Additional evidence on the information-based contagion effects of bank failures," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 57-69, January.
- Freixas, Xavier & Parigi, Bruno, 1998.
"Contagion and Efficiency in Gross and Net Interbank Payment Systems,"
Journal of Financial Intermediation, Elsevier, vol. 7(1), pages 3-31, January.
- Xavier Freixas & Bruno Parigi, 1996. "Contagion and efficiency in gross and net interbank payment systems," Economics Working Papers 176, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1996.
- Xavier Freixas & Bruno Parigi, 1998. "Contagion and efficiency in gross and net interbank payment systems," Proceedings 592, Federal Reserve Bank of Chicago.
- Slovin, Myron B. & Sushka, Marie E. & Polonchek, John A., 1999. "An analysis of contagion and competitive effects at commercial banks," Journal of Financial Economics, Elsevier, vol. 54(2), pages 197-225, October.
- Caio Machado, 2023.
"Managing Overreaction During a Run,"
Documentos de Trabajo
574, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Machado, Caio, 2023. "Managing Overreaction During a Run," MPRA Paper 117896, University Library of Munich, Germany, revised 08 Jul 2023.
- Chakravarty, Surajeet & Choo, Lawrence & Fonseca, Miguel A. & Kaplan, Todd R., 2021.
"Should regulators always be transparent? a bank run experiment,"
European Economic Review, Elsevier, vol. 136(C).
- Chakravarty, Surajeet & Choo, Lawrence & Fonseca, Miguel A. & Kaplan, Todd R., 2020. "Should regulators always be transparent? A bank run experiment," MPRA Paper 99948, University Library of Munich, Germany.
- Zhiguo He & Asaf Manela, 2016.
"Information Acquisition in Rumor‐Based Bank Runs,"
Journal of Finance, American Finance Association, vol. 71(3), pages 1113-1158, June.
- Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers 170, Society for Economic Dynamics.
- Zhiguo He & Asaf Manela, 2012. "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers 18513, National Bureau of Economic Research, Inc.
- Michael P Dooley & Carl E Walsh, 1999. "Academic Views of Capital Flows: An Expanding Universe," RBA Annual Conference Volume (Discontinued), in: David Gruen & Luke Gower (ed.),Capital Flows and the International Financial System, Reserve Bank of Australia.
- Jungu Yang, 2018. "The Banks' Swansong: Banking and the Financial Markets under Asymmetric Information," Working Papers 2018-16, Economic Research Institute, Bank of Korea.
- Eugene N. White & Cormac Ó Gráda, 2003. "The panics of 1854 and 1857 : a view from the Emigration Industrial Savings Bank," Open Access publications 10197/438, School of Economics, University College Dublin.
- Alonso, Irasema, 1996. "On avoiding bank runs," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 73-87, February.
- John S. Jordan, 1997. "Insiders' assessments of the stock market's pricing of New England banks," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 3-16.
- Schwert, G. William, 1989.
"Business cycles, financial crises, and stock volatility,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January.
- Schwert, G.W., 1988. "Business Cycles, Financial Crises And Stock Volatility," Papers 88-06, Rochester, Business - General.
- G. William Schwert, 1989. "Business Cycles, Financial Crises, and Stock Volatility," NBER Working Papers 2957, National Bureau of Economic Research, Inc.
- Chi, Li-Chiu, 2009. "Contagion and competitive effects of plan confirmation of reorganization filings: Evidence from the Taiwan Stock Market," Economic Modelling, Elsevier, vol. 26(2), pages 364-369, March.
- Gerald P. Dwyer & R. Alton Gilbert, 1989. "Bank runs and private remedies," Review, Federal Reserve Bank of St. Louis, issue May, pages 43-61.
- George McCandless & Maria Florencia Gabrielli & María Josefina Rouillet, 2003. "Determining the causes of bank runs in Argentina during the crisis of 2001," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 87-102, June.
- Samartín, Margarita & Cardone Riportella, Clara & Bustamante, Rodrigo, 2004. "Was the Argentine corralito an efficient measure?: a note," DEE - Working Papers. Business Economics. WB wb042209, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Francisco J. Callado Muñoz & Natalia Utrero González, 2013. "Intraday Liquidity and Central Bank Credit in Gross Payment Systems," International Finance, Wiley Blackwell, vol. 16(3), pages 363-392, December.
- Mathieu Bédard, 2012. "Informational Contagion and the Entrepreneurial Production of Informational Remedies," CAE Working Papers 96, Aix-Marseille Université, CERGAM, revised Mar 2013.
- Goodhart, Charles A.E. & Huang, Haizhou, 2005. "The lender of last resort," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1059-1082, May.
- Massimo Sbracia & Andrea Zaghini, 2003.
"The Role of the Banking System in the International Transmission of Shocks,"
The World Economy, Wiley Blackwell, vol. 26(5), pages 727-754, May.
- Massimo Sbracia & Andrea Zaghini, 2001. "The Role of the Banking System in the International Transmission of Shocks," Temi di discussione (Economic working papers) 409, Bank of Italy, Economic Research and International Relations Area.
- Gary B. Gorton, 2019. "The Regulation of Private Money," NBER Working Papers 25891, National Bureau of Economic Research, Inc.
- Botta, Marco, 2019. "First-move advantage in seasoned equity offerings: Evidence from European banks," Global Finance Journal, Elsevier, vol. 41(C), pages 1-12.
- Mathieu Bédard, 2016. "In Which Context is the Option Clause Desirable?," Journal of Business Ethics, Springer, vol. 139(2), pages 287-297, December.
- Xavier Vives, 2006. "Banking and Regulation in Emerging Markets: The Role of External Discipline," The World Bank Research Observer, World Bank, vol. 21(2), pages 179-206.
- Michal Kowalik, 2016. "Opacity and Disclosure in Short-Term Wholesale Funding Markets," Supervisory Research and Analysis Working Papers RPA 16-2, Federal Reserve Bank of Boston.
- Philip Molyneux & Tim Mi Zhou, 2022. "Banking market reaction to auctions of failed banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 518-534, January.
- Gregor Weiß, 2012. "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 1-32, January.
- Nancy Marion, 1999. "Some Parallels Between Currency and Banking Crises," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 473-490, November.
- Patrick Van Cayseele, 2004. "Financial consolidation and liquidity: prudential regulation and/or competition policy?," Working Paper Research 50, National Bank of Belgium.
- Douglas W. Diamond, 2007. "Banks and liquidity creation : a simple exposition of the Diamond-Dybvig model," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 189-200.
- Barnhill, Theodore M. & Souto, Marcos Rietti, 2008. "Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations," Discussion Paper Series 2: Banking and Financial Studies 2008,13, Deutsche Bundesbank.