Banks, Relative Performance, and Sequential Contagion

Banks, Relative Performance, and Sequential Contagion

We develop a multi-period general equilibrium model of bank deposit, credit, and interim inter-bank loan markets in which banks initially specialize in their choices of debtors, leading to under-diversification, but nevertheless become entwined via inter-bank markets, leading to the fortunes of one...

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Bibliografiske detaljer
Main Authors:	Tsomocos, D, Bhattacharya, S, Goodhart, C, Sunirand, P
Format:	Journal article
Udgivet:	2007

Lignende værker

A Risk Assessment Model for Banks
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A Time Series Analysis of Financial Fragility in the UK Banking System
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The Optimal Monetary Instrument for Prudential Purposes.
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The Optimal Monetary Instrument for Prudential Purposes
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A time series analysis of financial fragility in the UK banking system
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A model to analyse financial fragility: applications
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Financial Stability: Theory and Applications
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How likely is contagion in financial networks?
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