Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis
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DOI: 10.1016/j.jfineco.2014.01.002
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More about this item
Keywords
Runs; Financial crises; Structural estimation; Asset-backed commercial paper;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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