Financial Fragility, Systemic Risks and Informational Spillovers : Modelling Banking Contagion as State-Contingent Change in Cross-Bank Correlation
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Cited by:
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
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Keywords
Banking Panic Transmission ; Informational Spillover ; Contagion ; Correlation;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2008-05-05 (Banking)
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