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THEORETICAL MODELS OF SYSTEMIC RISK
EMPIRICAL EVIDENCE ON SYSTEMIC RISK
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aggregate shock asymmetric information bank contagion bank failures bank run banking crises banking markets Banking Panics banking system Banque de France bilateral Cambridge capital Central Bank co-movements concept of systemic contagion effects correlation countries currency attacks currency crises debt default deposit contracts deposit insurance depositors devaluation developed emerging market empirical equilibrium equity market exchange rate exposures Fedwire financial markets Financial Stability fmance fmancial institutions fmancial market fmancial systems foreign exchange free banking fundamentals funds Granger causality idiosyncratic shock increase individual banks interbank market interest rates investment investors large number lender of last lending boom Liquidity Risk liquidity shocks literature loans macroeconomic market crashes Monetary moral hazard occur payment and settlement payment systems period potential problems propagation regional regressions Research reserves returns risk premiums Rochet sector securities markets security settlement systems sense spillovers stock market systematic shocks systemic events systemic risk theoretical Tokyo trading variables volatility