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Credit chains and the propagation of financial distress
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Cited by:
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024.
"Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model,"
SciencePo Working papers Main
hal-04576530, HAL.
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," GREDEG Working Papers 2024-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," Working Papers hal-04576530, HAL.
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," LEM Papers Series 2024/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko, 2015.
"Network-motivated Lending Decisions,"
Discussion papers
15057, Research Institute of Economy, Trade and Industry (RIETI).
- Ogura, Yoshiaki & Okui, Ryo & Saito, Yukiko Umeno, 2015. "Network-Motivated Lending Decisions," HIT-REFINED Working Paper Series 29, Institute of Economic Research, Hitotsubashi University.
- Nuno Silva, 2010. "Inter-Sector Relations in the Portuguese Economy: an Application of Contingent," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Benjamin Bernard & Agostino Capponi & Joseph E. Stiglitz, 2022.
"Bail-Ins and Bailouts: Incentives, Connectivity, and Systemic Stability,"
Journal of Political Economy, University of Chicago Press, vol. 130(7), pages 1805-1859.
- Benjamin Bernard & Agostino Capponi & Joseph E. Stiglitz, 2017. "Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability," Working Papers 1901, National Taiwan University, Department of Economics, revised Oct 2019.
- Benjamin Bernard & Agostino Capponi & Joseph E. Stiglitz, 2017. "Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability," NBER Working Papers 23747, National Bureau of Economic Research, Inc.
- Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2007. "Credit chains and bankruptcy propagation in production networks," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 2061-2084, June.
- Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2012.
"Financial Distress And Industry Structure: An Inter-Industry Approach To The Lost Decade In Japan,"
Economic Systems Research, Taylor & Francis Journals, vol. 24(3), pages 229-249, April.
- OGAWA Kazuo & Elmer STERKEN & TOKUTSU Ichiro, 2010. "Financial Distress and Industry Structure: An inter-industry approach to the "Lost Decade" in Japan," Discussion papers 10048, Research Institute of Economy, Trade and Industry (RIETI).
- Natasa Golo & Guy Kelman & David S. Bree & Leanne Usher & Marco Lamieri & Sorin Solomon, 2015. "Many-to-one contagion of economic growth rate across trade credit network of firms," Papers 1506.01734, arXiv.org.
- Robalo Marques, Carlos & Dias, Daniel & Santos Silva, João M. C., 2006.
"Measuring the importance of the uniform nonsynchronization hypothesis,"
Working Paper Series
606, European Central Bank.
- Daniel Dias, 2006. "Measuring the Importance of the Uniform Nonsynchronization Hypothesis," Working Papers w200603, Banco de Portugal, Economics and Research Department.
- Wong, Kacheng & Zhao, Longkai, 2023. "Customer–supplier relationships and non-linear financial policy response," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 180-205.
- Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Alberto Russo & Joseph E. Stiglitz, 2008. "Financially Constrained Fluctuations in an Evolving Network Economy," NBER Working Papers 14112, National Bureau of Economic Research, Inc.
- Anna Watson, 2021. "Trade credit, trade income elasticity and the international transmission of shocks," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(4), pages 687-733, December.
- Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012.
"Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1121-1141.
- Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009. "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers 15611, National Bureau of Economic Research, Inc.
- Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper 260.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Francois Gourio, 2013.
"Financial Distress and Endogenous Uncertainty,"
2013 Meeting Papers
108, Society for Economic Dynamics.
- Francois Gourio, 2014. "Financial Distress and Endogenous Uncertainty," 2014 Meeting Papers 1190, Society for Economic Dynamics.
- Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016.
"Financial fragility and distress propagation in a network of regions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 56-75.
- Stefania Vitali & Stefano Battiston & Mauro Gallegati, "undated". "Financial fragility and distress propagation in a network of regions," Working Papers ETH-RC-12-016, ETH Zurich, Chair of Systems Design.
- Stiglitz Joseph E., 2010. "Contagion, Liberalization, and the Optimal Structure of Globalization," Journal of Globalization and Development, De Gruyter, vol. 1(2), pages 1-47, December.
- Hazama, Makoto & Uesugi, Iichiro, 2017.
"Measuring the systemic risk in interfirm transaction networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 259-281.
- Hazama, Makoto & Uesugi, Iichiro, 2012. "Measuring the Systemic Risk in Interfirm Transaction Networks," Working Paper Series 20, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Hazama, Makoto & Uesugi, Iichiro & 植杉, 威一郎, 2017. "Measuring the Systemic Risk in Interfirm Transaction Networks," HIT-REFINED Working Paper Series 66, Institute of Economic Research, Hitotsubashi University.
- Areski Cousin & Diana Dorobantu & Didier Rullière, 2013.
"An extension of Davis and Lo's contagion model,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(3), pages 407-420, February.
- Didier Rulli`ere & Diana Dorobantu & Areski Cousin, 2009. "An extension of Davis and Lo's contagion model," Papers 0904.1653, arXiv.org, revised Feb 2010.
- Didier Rullière & Diana Dorobantu & Areski Cousin, 2013. "An extension of Davis and Lo's contagion model," Post-Print hal-00374367, HAL.
- Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Alberto Russo & Joseph Stiglitz, 2009. "Business fluctuations and bankruptcy avalanches in an evolving network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(2), pages 195-212, November.
- Forrest Jeffrey Yi-Lin & Gong Zaiwu & Köse Erkan & Galbraith Diane D. & Arık Oğuzhan A., 2021. "An Economy’s Emergent Properties and How Micro Agents with Inconsistent or Conflicting Interests Are Holistically Organized into Macro Entities," Naše gospodarstvo/Our economy, Sciendo, vol. 67(3), pages 53-66, September.
- Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 6-12.
- Jacobson, Tor & von Schedvin, Erik, 2012. "Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis," Working Paper Series 263, Sveriges Riksbank (Central Bank of Sweden).
- Mathieu Bédard, 2012. "Informational Contagion and the Entrepreneurial Production of Informational Remedies," CAE Working Papers 96, Aix-Marseille Université, CERGAM, revised Mar 2013.
- Inmaculada Aguiar-Díaz & Ewelina Mruk & María Victoria Ruiz-Mallorquí, 2024. "How judicial efficiency impacts trade credit and doubtful receivables," European Journal of Law and Economics, Springer, vol. 57(1), pages 63-91, April.
- Julien Barre & Alain Raybaut & Dominique Torre, 2012.
"Banks Connectivity, Credit Risk Transfer and Stability of the Banking System,"
Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(1), pages 75-96.
- Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-00640936, HAL.
- A. Karas & K. Schoors & G. Lanine, 2008.
"Liquidity matters: Evidence from the Russian interbank market,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/520, Ghent University, Faculty of Economics and Business Administration.
- Karas, Alexei & Schoors, Koen & Lanine, Gleb, 2008. "Liquidity matters : evidence from the Russian interbank market," BOFIT Discussion Papers 19/2008, Bank of Finland, Institute for Economies in Transition.
- repec:zbw:bofitp:2008_019 is not listed on IDEAS
- Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper 260, CPB Netherlands Bureau for Economic Policy Analysis.
- repec:wsi:acsxxx:v:21:y:2018:i:08:n:s0219525918500200 is not listed on IDEAS
- Dell’Aquila, Crescenzo & Eboli, Mario, 2012. "Financing production with liquidity constraints: the role of trade credit in agro-food supply chains," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2012(4), pages 1-18.
- Sarah Demeulemeester & Hanna Hottenrott, 2015.
"R&D subsidies and firms' cost of debt,"
Working Papers of Department of Management, Strategy and Innovation, Leuven
516028, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
- Hottenrott, Hanna & Demeulemeester, Sarah, 2017. "R&D Subsidies and Firms’ Cost of Debt," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168093, Verein für Socialpolitik / German Economic Association.
- Sarah Demeulemeester & Hanna Hottenrott, 2015. "R&D subsidies and firms’ cost of debt," Working Papers of Department of Management, Strategy and Innovation, Leuven 515978, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
- Demeulemeester, Sarah & Hottenrott, Hanna, 2015. "R&D subsidies and firms' cost of debt," DICE Discussion Papers 201, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Daisuke Tsuruta, 2013. "Credit Contagion and Trade Credit: Evidence from Small Business Data in Japan," Asian Economic Journal, East Asian Economic Association, vol. 27(4), pages 341-367, December.
- Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2010. "The financial accelerator in an evolving credit network," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1627-1650, September.
- Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 111-135, December.
- Uquillas, Adriana & Tonato, Ronny, 2022. "Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 299-320.
- A. Karas & K. Schoors & G. Lanine, 2008.
"Liquidity matters: Evidence from the Russian interbank market,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/520, Ghent University, Faculty of Economics and Business Administration.
- Karas, Alexei & Schoors, Koen & Lanine, Gleb, 2008. "Liquidity matters: evidence from the Russian interbank market," BOFIT Discussion Papers 19/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Firano, Zakaria & Filali adib, Fatine, 2019. "Intersectorial contagion risk in Morocco," MPRA Paper 95343, University Library of Munich, Germany.
- Jürgen Antony & D. Broer, 2015. "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 571-595, August.