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Contagious Adverse Selection

Citations

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Cited by:

  1. repec:zbw:bofrdp:2017_004 is not listed on IDEAS
  2. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
  3. Marco Di Maggio & Marco Pagano, 2018. "Financial Disclosure and Market Transparency with Costly Information Processing [Bargaining with incomplete information]," Review of Finance, European Finance Association, vol. 22(1), pages 117-153.
  4. Anne-Marie Rieu-Foucault, 2018. "Les interventions de crise de la FED et de la BCE diffèrent-elles ?," Working Papers hal-04141702, HAL.
  5. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
  6. Welburn, Jonathan & Hausken, Kjell, 2014. "Game-Theoretic Perspectives on Financial Crises," UiS Working Papers in Economics and Finance 2014/22, University of Stavanger.
  7. Salomón García, 2022. "Mortgage securitization and information frictions in general equilibrium," Working Papers 2221, Banco de España.
  8. Sergey Chernenko & Samuel G. Hanson & Adi Sunderam, 2014. "The Rise and Fall of Demand for Securitizations," NBER Working Papers 20777, National Bureau of Economic Research, Inc.
  9. Welburn, Jonathan W. & Hausken, Kjell, 2015. "A game theoretic model of economic crises," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 738-762.
  10. Moreno, Diego & Wooders, John, 2016. "Dynamic markets for lemons: performance, liquidity, and policy intervention," Theoretical Economics, Econometric Society, vol. 11(2), May.
  11. Carroll, Gabriel, 2016. "Informationally robust trade and limits to contagion," Journal of Economic Theory, Elsevier, vol. 166(C), pages 334-361.
  12. Goldstein, Itay & Razin, Assaf, 2015. "Three Branches of Theories of Financial Crises," Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
  13. Chollete, Lorán & de la Peña, Victor & Klass, Michael, 2023. "The price of independence in a model with unknown dependence," Mathematical Social Sciences, Elsevier, vol. 123(C), pages 51-58.
  14. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
  15. Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," Working Papers hal-04141643, HAL.
  16. Hwang, Ilwoo, 2018. "Dynamic trading with developing adverse selection," Journal of Economic Theory, Elsevier, vol. 176(C), pages 761-802.
  17. Foley-Fisher, Nathan & Ramcharan, Rodney & Yu, Edison, 2016. "The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program," Journal of Financial Economics, Elsevier, vol. 122(2), pages 409-429.
  18. Tsoy, Anton, 2018. "Alternating-offer bargaining with the global games information structure," Theoretical Economics, Econometric Society, vol. 13(2), May.
  19. Tommaso Mancini Griffoli & Angelo Ranaldo, 2010. "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers 2010-14, Swiss National Bank.
  20. Morris, Stephen & Shin, Hyun Song & Yildiz, Muhamet, 2016. "Common belief foundations of global games," Journal of Economic Theory, Elsevier, vol. 163(C), pages 826-848.
  21. Chih-Hsiung Chang, 2022. "Information Asymmetry and Card Debt Crisis in Taiwan," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 123-145.
  22. Prokopczuk, Marcel & Siewert, Jan B. & Vonhoff, Volker, 2013. "Credit risk in covered bonds," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 102-120.
  23. Agur, Itai, 2013. "Multiple bank regulators and risk taking," Journal of Financial Stability, Elsevier, vol. 9(3), pages 259-268.
  24. Hausken, Kjell & Welburn, Jonathan W., 2024. "Debt crises between a country and an international lender as a two-period game," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 704-723.
  25. Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.
  26. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.
  27. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Bank of Finland Research Discussion Papers 4/2017, Bank of Finland.
  28. Welburn, Jonathan William & Hausken, Kjell, 2015. "A Game-Theoretic Model with Empirics of Economic Crises," UiS Working Papers in Economics and Finance 2015/7, University of Stavanger.
  29. Carvajal, Andrés & Rostek, Marzena & Sublet, Guillaume, 2018. "Information design and capital formation," Journal of Economic Theory, Elsevier, vol. 176(C), pages 255-292.
  30. Ordoñez, Guillermo, 2018. "Confidence banking and strategic default," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 101-113.
  31. Martins, António Miguel, 2023. "Stock market effects of silicon valley bank and credit suisse failure: evidence for a sample of european listed banks," Finance Research Letters, Elsevier, vol. 58(PA).
  32. Jonathan William Welburn & Kjell Hausken, 2017. "Game Theoretic Modeling of Economic Systems and the European Debt Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 177-226, February.
  33. Trichet, J.C., 2011. "Intellectual challenges to financial stability analysis in the era of macroprudential oversight," Financial Stability Review, Banque de France, issue 15, pages 139-149, February.
  34. Jonathan W. Welburn, 2020. "Crises Beyond Belief: Findings on Contagion, the Role of Beliefs, and the Eurozone Debt Crisis from a Borrower–Lender Game," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 263-317, August.
  35. Bental, Benjamin & Demougin, Dominique, 2016. "Privatizing profits and socializing losses with smoothly operating capital markets," European Journal of Political Economy, Elsevier, vol. 44(C), pages 179-194.
  36. Timothy Shields & Baohua Xin, 2012. "Higher-order Beliefs in Simple Trading Models," Working Papers 12-18, Chapman University, Economic Science Institute.
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