Financial contagion through capital connections A model of the origin and spread of bank panics

Contagion risk in banking

Schoenmaker, D
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--239) / BLDSC - B...

Interbank lending and the spread of bank failures: A network model of systemic risk

Krause A.
Giansante S.

January 2012

We model a stylized banking system where banks are characterized by the amount of capital, cash rese...

FINANCIAL CRISES: CONCEPS, FORMS AND TRANSMISSION CHANNELS

Ivan LUCHIAN luchian_ivan@mail.ru PhD, Associate Professor, International Institute of Management IMI-NOVA
Sergiu GHERBOVEŢ sergh27@gmail.com PhD Student, NIER
Contacts: repec:rus:ecoorg:gorceag_silvia.16828-25

Abstract: Financial crisis is a systematically covering upset of financial markets and ins...

Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics

Amil Dasgupta

Financial contagion is modeled as an equilibrium phenomenon in a dynamic setting with incomplete inf...

Financial contagion through capital connections: a model of the origin and spread of bank panics

Dasgupta, Amil

November 2002

Financial contagion is modeled as an equilibrium phenomenon in a dynamic setting with incomplete inf...

Currency crisis contagion, capital flows and sovereign ratings Empirical studies of emerging markets

Kim, Jung Yeon

January 2001

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN054190 / BLDSC - British Library ...

Financial panic, famine and contagion Ireland in the 1840s and 1850s

O Grada, Cormac
University College Dublin. Centre for Economic Research (Ireland)

January 2003

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:9...

Information contagion and inter-bank correlation in a theory of systemic risk

Acharya, Viral V.
Yorulmazer, Tanju
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Who panics during panics? Evidence from a nineteenth century bank

O Grada, Cormac
White, Eugene N.
University College Dublin. Centre for Economic Research (Ireland)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:9350. ...

Market contagion Evidence from the panics of 1854-1857

O'Grada, C.
Kelly, M.
University Coll. Dublin (Ireland). Centre for Economic Research

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10306(99/19) / BLDSC - British L...

Contagion and cure Tackling the crisis in global finance

Woodward, D.
Catholic Inst. for International Relations, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:m00/12124 / BLDSC - British Library D...

Information acquisition and financial contagion

Samartín Sáenz, Margarita
Hasman, Augusto

October 2008

This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [N...

Contagion and trade Why are currency crises regional

Glick, R.
Rose, A.K.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1947) / BLDSC - British Lib...

Equilibrium analysis, banking, contagion and financial fragility

Tsomocos, Dimitrios
Catarineu-Rabell, Eva
Jackson, Patricia
LSE Financial Markets Group (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:5300. ...

How does a Shock Propagate? A Model of Contagion in the Interbank Market Due to Financial Linkages”, Mimeo

Rajkamal Iyer
José L. Peydró-alcalde
Paolo Fulghieri
Roman Inderst
Anjan Thakor
Tim Van Z

January 2005

In a setting with multiple banks and differential information, we study how a shock propagates in th...

Contagion risk in banking

Schoenmaker, D
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--239) / BLDSC - B...

Interbank lending and the spread of bank failures: A network model of systemic risk

Krause A.
Giansante S.

January 2012

We model a stylized banking system where banks are characterized by the amount of capital, cash rese...

FINANCIAL CRISES: CONCEPS, FORMS AND TRANSMISSION CHANNELS

Ivan LUCHIAN luchian_ivan@mail.ru PhD, Associate Professor, International Institute of Management IMI-NOVA
Sergiu GHERBOVEŢ sergh27@gmail.com PhD Student, NIER
Contacts: repec:rus:ecoorg:gorceag_silvia.16828-25

Abstract: Financial crisis is a systematically covering upset of financial markets and ins...

Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics

Amil Dasgupta

Financial contagion is modeled as an equilibrium phenomenon in a dynamic setting with incomplete inf...

Financial contagion through capital connections: a model of the origin and spread of bank panics

Dasgupta, Amil

November 2002

Financial contagion is modeled as an equilibrium phenomenon in a dynamic setting with incomplete inf...

Currency crisis contagion, capital flows and sovereign ratings Empirical studies of emerging markets

Kim, Jung Yeon

January 2001

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN054190 / BLDSC - British Library ...

Financial panic, famine and contagion Ireland in the 1840s and 1850s

O Grada, Cormac
University College Dublin. Centre for Economic Research (Ireland)

January 2003

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:9...

Information contagion and inter-bank correlation in a theory of systemic risk

Acharya, Viral V.
Yorulmazer, Tanju
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Who panics during panics? Evidence from a nineteenth century bank

O Grada, Cormac
White, Eugene N.
University College Dublin. Centre for Economic Research (Ireland)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:9350. ...

Market contagion Evidence from the panics of 1854-1857

O'Grada, C.
Kelly, M.
University Coll. Dublin (Ireland). Centre for Economic Research

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10306(99/19) / BLDSC - British L...

Contagion and cure Tackling the crisis in global finance

Woodward, D.
Catholic Inst. for International Relations, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:m00/12124 / BLDSC - British Library D...

Information acquisition and financial contagion

Samartín Sáenz, Margarita
Hasman, Augusto

October 2008

This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [N...

Contagion and trade Why are currency crises regional

Glick, R.
Rose, A.K.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1947) / BLDSC - British Lib...

Equilibrium analysis, banking, contagion and financial fragility

Tsomocos, Dimitrios
Catarineu-Rabell, Eva
Jackson, Patricia
LSE Financial Markets Group (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:5300. ...

How does a Shock Propagate? A Model of Contagion in the Interbank Market Due to Financial Linkages”, Mimeo

Rajkamal Iyer
José L. Peydró-alcalde
Paolo Fulghieri
Roman Inderst
Anjan Thakor
Tim Van Z

January 2005

In a setting with multiple banks and differential information, we study how a shock propagates in th...

Contagion risk in banking

Schoenmaker, D
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--239) / BLDSC - B...

Interbank lending and the spread of bank failures: A network model of systemic risk

Krause A.
Giansante S.

January 2012

We model a stylized banking system where banks are characterized by the amount of capital, cash rese...

FINANCIAL CRISES: CONCEPS, FORMS AND TRANSMISSION CHANNELS

Ivan LUCHIAN luchian_ivan@mail.ru PhD, Associate Professor, International Institute of Management IMI-NOVA
Sergiu GHERBOVEŢ sergh27@gmail.com PhD Student, NIER
Contacts: repec:rus:ecoorg:gorceag_silvia.16828-25

Abstract: Financial crisis is a systematically covering upset of financial markets and ins...

Financial contagion through capital connections A model of the origin and spread of bank panics

Abstract

Extracted data

Financial contagion through capital connections A model of the origin and spread of bank panics

Abstract

Extracted data

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