from the Credit Crisis, and in particular to Kenneth Lindsay, for their comments and suggestions. Thi
The 20th Annual Derivatives Securities and Risk Management Conference, Arlington, VA., 9-10 April 20...
There is now a reasonably large body of empirical work testing for the existence of contagion during...
KAIST, and was written under the guidance of the other authors while he was a visiting scholar at Mo...
The authors wish to thank Laura Kodres, Vincent Reinhart, and Miguel Savastano for very useful comme...
This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [N...
We study a simple, solvable model that allows us to investigate effects of credit contagion on the d...
Abstract Credit contagion arises when a company is in economic distress or if it defaults. The defau...
We thank various numerous seminar and conference participants for useful suggestions. We gratefull
The views expressed in this paper are those of the authors and do not necessarily represent those of...
Despite the growing popularity of blaming ‘contagion ’ for international financial crises, contagion...
Research. They are grateful to Charlie Kramer for comments and to Susan Becker and Anastasia Guscina...
This paper was prepared for the Carnegie-Rochester Conference on Public Policy held April 17-18, 200...
Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:5300. ...
The following full text is an author's version which may differ from the publisher's versi...
The occurence of financial contagion can lead to hazardous results for financial institutions, finan...
The 20th Annual Derivatives Securities and Risk Management Conference, Arlington, VA., 9-10 April 20...
There is now a reasonably large body of empirical work testing for the existence of contagion during...
KAIST, and was written under the guidance of the other authors while he was a visiting scholar at Mo...
The authors wish to thank Laura Kodres, Vincent Reinhart, and Miguel Savastano for very useful comme...
This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [N...
We study a simple, solvable model that allows us to investigate effects of credit contagion on the d...
Abstract Credit contagion arises when a company is in economic distress or if it defaults. The defau...
We thank various numerous seminar and conference participants for useful suggestions. We gratefull
The views expressed in this paper are those of the authors and do not necessarily represent those of...
Despite the growing popularity of blaming ‘contagion ’ for international financial crises, contagion...
Research. They are grateful to Charlie Kramer for comments and to Susan Becker and Anastasia Guscina...
This paper was prepared for the Carnegie-Rochester Conference on Public Policy held April 17-18, 200...
Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:5300. ...
The following full text is an author's version which may differ from the publisher's versi...
The occurence of financial contagion can lead to hazardous results for financial institutions, finan...
The 20th Annual Derivatives Securities and Risk Management Conference, Arlington, VA., 9-10 April 20...
There is now a reasonably large body of empirical work testing for the existence of contagion during...
KAIST, and was written under the guidance of the other authors while he was a visiting scholar at Mo...