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Strategic Complementarities and the Twin Crises
Citations
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Cited by:
- König, Philipp J. & Pothier, David, 2018. "Safe but fragile: Information acquisition, sponsor support and shadow bank runs," Discussion Papers 15/2018, Deutsche Bundesbank.
- Kathleen Weiss Hanley & Gerard Hoberg, 2019. "Dynamic Interpretation of Emerging Risks in the Financial Sector," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4543-4603.
- 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.
- Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
- Junichi Fujimoto, 2014.
"Speculative attacks with multiple targets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(1), pages 89-132, September.
- Junichi Fujimoto, 2011. "Speculative Attacks with Multiple Targets," CARF F-Series CARF-F-267, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Junichi Fujimoto, 2012. "Speculative Attacks with Multiple Targets," 2012 Meeting Papers 501, Society for Economic Dynamics.
- Junichi Fujimoto, 2014. "Speculative Attacks with Multiple Targets," CARF F-Series CARF-F-340, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2018.
"Government guarantees and financial stability,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 518-557.
- Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2015. "Government Guarantees and Financial Stability," CEPR Discussion Papers 10560, C.E.P.R. Discussion Papers.
- Carletti, Elena & Leonello, Agnese & Allen, Franklin & Goldstein, Itay, 2017. "Government guarantees and financial stability," Working Paper Series 2032, European Central Bank.
- Koenig, Philipp J. & Pothier, David, 2022. "Safe but fragile: Information acquisition, liquidity support and redemption runs," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Bernardo Guimaraes & Gabriel Jardanovski, 2022.
"Who matters in dynamic coordination problems?,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 24(3), pages 452-469, June.
- Guimaraes, Bernardo & Jardanovski, Gabriel, 2021. "Who matters in dynamic coordination problems?," Textos para discussão 543, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Camille Cornand & Frank Heinemann, 2018.
"Experiments on macroeconomics: methods and applications,"
Working Papers
1810, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Camille Cornand & Frank Heinemann, 2019. "Experiments in macroeconomics: methods and applications," Post-Print halshs-01809937, HAL.
- Camille Cornand & Frank Heinemann, 2019. "Experiments on macroeconomics: methods and applications," Post-Print halshs-01902045, HAL.
- Tijmen R. Daniels & Henk Jager & Franc Klaassen, 2008.
"Defending against Speculative Attacks,"
Tinbergen Institute Discussion Papers
08-090/2, Tinbergen Institute, revised 06 Apr 2009.
- Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2009. "Defending against speculative attacks," SFB 649 Discussion Papers 2009-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Sumila Tharanga Wanaguru, 2011. "Carry Trades and Financial Crisis: An Analytical Perspective," CAMA Working Papers 2011-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bleaney, Michael & Bougheas, Spiros & Skamnelos, Ilias, 2008. "A model of the interactions between banking crises and currency crises," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 695-706, September.
- Philipp König & Kartik Anand & Frank Heinemann, 2013.
"The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk,"
Staff Working Papers
13-31, Bank of Canada.
- König, Philipp & Anand, Kartik & Heinemann, Frank, 2013. "The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79747, Verein für Socialpolitik / German Economic Association.
- König, Philipp & Anand, Kartik & Heinemann, Frank, 2013. "The 'Celtic Crisis': Guarantees, transparency, and systemic liquidity risk," SFB 649 Discussion Papers 2013-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- repec:hum:wpaper:sfb649dp2009-011 is not listed on IDEAS
- Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2010.
"Financial Stability, the Trilemma, and International Reserves,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 57-94, April.
- Obstfeld, Maurice & Taylor, Alan M. & Shambaugh, Jay, 2008. "Financial Stability, the Trilemma, and International Reserves," CEPR Discussion Papers 6693, C.E.P.R. Discussion Papers.
- Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2008. "Financial Stability, the Trilemma, and International Reserves," NBER Working Papers 14217, National Bureau of Economic Research, Inc.
- Leonello, Agnese, 2018.
"Government guarantees and the two-way feedback between banking and sovereign debt crises,"
Journal of Financial Economics, Elsevier, vol. 130(3), pages 592-619.
- Leonello, Agnese, 2017. "Government guarantees and the two-way feedback between banking and sovereign debt crises," Working Paper Series 2067, European Central Bank.
- Basteck, Christian & Daniëls, Tijmen R. & Heinemann, Frank, 2013.
"Characterising equilibrium selection in global games with strategic complementarities,"
Journal of Economic Theory, Elsevier, vol. 148(6), pages 2620-2637.
- Basteck, Christian & Daniëls, Tijmen R. & Heinemann, Frank, 2010. "Characterising equilibrium selection in global games with strategic complementarities," SFB 649 Discussion Papers 2010-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tai-kuang Ho & Ming-yen Wu, 2012. "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, vol. 23(5), pages 823-846, November.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- König, Philipp & Anand, Kartik & Heinemann, Frank, 2014. "Guarantees, transparency and the interdependency between sovereign and bank default risk," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 321-337.
- Camille Cornand & Frank Heinemann, 2018. "Experiments on macroeconomics: methods and applications," Working Papers halshs-01809937, HAL.
- George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
- Zheng, Huanhuan, 2020. "Coordinated bubbles and crashes," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
- Yi, Ming, 2017. "Speculator-triggered crisis and interventions," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 135-146.
- Toni Ahnert, 2016.
"Rollover Risk, Liquidity and Macroprudential Regulation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1753-1785, December.
- Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Staff Working Papers 14-23, Bank of Canada.
- Ahnert, Toni, 2014. "Rollover risk, liquidity, and macro-prudential regulation," Working Paper Series 1667, European Central Bank.
- Guimaraes, Bernardo & Pereira, Ana Elisa, 2017.
"Dynamic coordination among heterogeneous agents,"
Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 13-33.
- Guimarães, Bernardo de Vasconcellos & Pereira, Ana Elisa Gonçalves, 2015. "Dynamic coordination among heterogeneous agents," Textos para discussão 380, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Manz, Michael, 2010. "Information-based contagion and the implications for financial fragility," European Economic Review, Elsevier, vol. 54(7), pages 900-910, October.
- Nakata, Takeshi, 2010. "Interdependent bank runs under a collapsing fixed exchange rate regime," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 603-623, December.
- Goldstein, Itay & Pauzner, Ady, 2004. "Contagion of self-fulfilling financial crises due to diversification of investment portfolios," Journal of Economic Theory, Elsevier, vol. 119(1), pages 151-183, November.
- Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
- George-Marios Angeletos & Christian Hellwig & Alessandro Pavan, 2007.
"Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks,"
Econometrica, Econometric Society, vol. 75(3), pages 711-756, May.
- George-Marios Angeletos & Alessandro Pavan, 2007. "Dynamic Global Games of Regime Change: Learning, Multiplicity and Timing of Attacks," Discussion Papers 1497, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Sebastjan Strasek & Timotej Jagric & Natasa Spes, 2007. "Emerging Economies Crises: Lessons from the 1990’," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 5(3), pages 289-304.
- repec:hum:wpaper:sfb649dp2016-045 is not listed on IDEAS
- Elena Carletti & Itay Goldstein & Agnese Leonello, 2019. "The interdependence of bank capital and liquidity," BAFFI CAREFIN Working Papers 19128, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Zhao Li & Kebin Ma, 2022. "Contagious Bank Runs and Committed Liquidity Support," Management Science, INFORMS, vol. 68(12), pages 9152-9174, December.
- Koenig, Philipp & Pothier, David, 2016. "Information acquisition and liquidity dry-ups," SFB 649 Discussion Papers 2016-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2011. "Currency crises with the threat of an interest rate defence," Journal of International Economics, Elsevier, vol. 85(1), pages 14-24, September.
- repec:hum:wpaper:sfb649dp2013-025 is not listed on IDEAS
- Tijmen Daniëls, 2009. "Unique Equilibrium in a Dynamic Model of Speculative Attacks," De Economist, Springer, vol. 157(4), pages 417-439, December.
- Xuewen Liu, 2015. "Short-Selling Attacks and Creditor Runs," Management Science, INFORMS, vol. 61(4), pages 814-830, April.
- Michael S. Harr'e, 2018. "Multi-agent Economics and the Emergence of Critical Markets," Papers 1809.01332, arXiv.org.