Contagion of a liquidity crisis between two firms
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DOI: 10.1016/j.jfineco.2012.08.018
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- Ahnert, Toni & Bertsch, Christoph, 2022. "A Wake-Up Call Theory of Contagion," Working Paper Series 2658, European Central Bank.
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- 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.
- Wang, Lei & Li, Shouwei & Chen, Tingqiang, 2019. "Investor behavior, information disclosure strategy and counterparty credit risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 37-49.
- Lee, Kyounghun & Oh, Frederick Dongchuhl, 2021. "Public information and global games with strategic complements and substitutes," Economics Letters, Elsevier, vol. 199(C).
- 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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More about this item
Keywords
Contagion; Liquidity crisis; Global game; Learning; Coordination failure; Information structure;All these keywords.
JEL classification:
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
Statistics
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