Information-based contagion and the implications for financial fragility
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Cited by:
- Wei Zhou, 2017. "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 207-230, August.
- Toni Ahnert & Christoph Bertsch, 2022.
"A Wake-Up Call Theory of Contagion [Asymmetric business cycles: theory and time-series evidence],"
Review of Finance, European Finance Association, vol. 26(4), pages 829-854.
- Ahnert, Toni & Bertsch, Christoph, 2013. "A wake-up call: information contagion and strategic uncertainty," Working Paper Series 282, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
- Ahnert, Toni & Bertsch, Christoph, 2022. "A Wake-Up Call Theory of Contagion," Working Paper Series 2658, European Central Bank.
- Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
- Ahnert, Toni & ,, 2021. "A Wake-Up Call Theory of Contagion," CEPR Discussion Papers 16809, C.E.P.R. Discussion Papers.
- Cong, Lin William & Grenadier, Steven R. & Hu, Yunzhi, 2020. "Dynamic interventions and informational linkages," Journal of Financial Economics, Elsevier, vol. 135(1), pages 1-15.
- Oh, Frederick Dongchuhl, 2013. "Contagion of a liquidity crisis between two firms," Journal of Financial Economics, Elsevier, vol. 107(2), pages 386-400.
- Tao Xu & Jianmin He & Shouwei Li, 2016. "Multi-Channel Contagion In Dynamic Interbank Market Network," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(06n07), pages 1-25, September.
- Tabak, Benjamin M. & de Castro Miranda, Rodrigo & da Silva Medeiros, Maurício, 2016.
"Contagion in CDS, banking and equity markets,"
Economic Systems, Elsevier, vol. 40(1), pages 120-134.
- Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series 293, Central Bank of Brazil, Research Department.
- Martin Geiger & Richard Hule, 2019. "Correlation and coordination risk," Annals of Finance, Springer, vol. 15(2), pages 155-177, June.
- Martin Geiger & Richard Hule, 2016. "Correlation and coordination risk," Working Papers 2016-19, Faculty of Economics and Statistics, Universität Innsbruck.
- Biswas, Swarnava S. & Gómez, Fabiana, 2018. "Contagion through common borrowers," Journal of Financial Stability, Elsevier, vol. 39(C), pages 125-132.
- Isabel Trevino, 2020. "Informational Channels of Financial Contagion," Econometrica, Econometric Society, vol. 88(1), pages 297-335, January.
- Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024.
"Trademarks in Banking,"
Wesleyan Economics Working Papers
2024-004, Wesleyan University, Department of Economics.
- Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Finance and Economics Discussion Series 2024-044, Board of Governors of the Federal Reserve System (U.S.).
- Louis RAFFESTIN, 2021. "Uncertainty as a vector of financial contagion: how does it work, and how much does it matter?," LEO Working Papers / DR LEO 2881, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Oh, Frederick Dongchuhl & Park, Junghum, 2023. "A large creditor in contagious liquidity crises," Journal of Banking & Finance, Elsevier, vol. 146(C).
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