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Economic models of systemic risk in financial systems

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  • Loretan, Mico

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  • Loretan, Mico, 1996. "Economic models of systemic risk in financial systems," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 147-152.
    • Handle: RePEc:eee:ecofin:v:7:y:1996:i:2:p:147-152
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    References listed on IDEAS

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    1. Freedman, C. & Goodlet, C., 1996. "Large-value clearing and settlement systems and systemic risk," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 153-162.
    2. Mico Loretan, 1995. "Systemic risk in a model economy with a stylized banking system," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 433-456.
    3. Tomás J. T. Baliño & Juhi Dhawan & V. Sundararajan, 1994. "Payments System Reforms and Monetary Policy in Emerging Market Economies in Central and Eastern Europe," IMF Staff Papers, Palgrave Macmillan, vol. 41(3), pages 383-410, September.
    4. Ludger Hentschel & Clifford W. Smith, 1994. "Risk And Regulation In Derivatives Markets," Journal of Applied Corporate Finance, Morgan Stanley, vol. 7(3), pages 8-22, September.
    5. International Monetary Fund, 1994. "The Payments Systems Reforms and Monetary Policy in Emerging Market Economies in Central and Eastern Europe," IMF Working Papers 1994/013, International Monetary Fund.
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    Cited by:

    1. Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan, 2011. "Asymmetric convergence and risk shift in the TED spreads," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 277-297.
    2. Hammoudeh, Shawkat & Sari, Ramazan, 2011. "Financial CDS, stock market and interest rates: Which drives which?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 257-276.
    3. Hazem KRICHENE & ARATA Yoshiyuki & Abhijit CHAKRABORTY & FUJIWARA Yoshi & INOUE Hiroyasu, 2018. "How Firms Choose their Partners in the Japanese Supplier-Customer Network? An application of the exponential random graph model," Discussion papers 18011, Research Institute of Economy, Trade and Industry (RIETI).

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