The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach
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- Jonas Heipertz & Amine Ouazad & Romain Rancière, 2019. "The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach," NBER Working Papers 26049, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Endogenous networks; Asset trade; Asset and liability management; General equilibrium;All these keywords.
JEL classification:
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-08-19 (Central Banking)
- NEP-MAC-2019-08-19 (Macroeconomics)
- NEP-NET-2019-08-19 (Network Economics)
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