Economic models of systemic risk in financial systems

North American Journal of Economics and Finance

Volumn 7, Issue 2, 1996, Pages 147-152

  Loretan, Mico ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030497485     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9408(96)90005-4     Document Type: Article

References (13)

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2. Balino Tomas J.T., Dhawan Juhi, Sundararajan V. The Payments Systems Reforms and Monetary Policy in Emerging Market Economies in Central and Eastern Europe. 1994;Monetary and Exchange Affairs Department, International Monetary Fund, Washington, DC. Unpublished paper.
3. Bank for International Settlements. Recent Developments in International Interbank Relations. 1992;Bank for International Settlements, Basel Switzerland.
4. Bartholomew Philip F., Whalen Gary. Fundamentals of Systemic Risk. 1994;Office of the Comptroller of the Currency, Washington, DC. Unpublished paper.
5. Hentschel Ludger, Smith Clifford W. Jr. Risk and Regulation in Derivatives Markets. Journal of Applied Corporate Finance. 7:1994;8-21. (1 January).
6. Freedman Charles, Goodlet Clyde. Large-Value Clearing and Settlement Systems and Systemic Risk. The North American Journal of Economics and Finance. 7:(2):1996;153-162.
7. Kahneman Daniel, Tversky Amos. Prospect Theory. Econometrica. 47:1979;263-291. (1 January).
8. Loretan Mico. Systemic Risk in a Model Economy with a Stylized Banking System. 1995, November;Board of Governors of the Federal Reserve System, Washington, DC. Unpublished paper.
9. Minsky Hyman. A Theory of Systemic Fragility. Altman E., Schwartz Anna. Financial Crises: Institutions and Markets in a Fragile Environment. 1977;138-152 Wiley, New York, NY.
10. Sargent Thomas J. Bounded Rationality in Macroeconomics. 1993;Oxford University Press, Oxford, UK.
11. Schwartz Anna J. Systemic Risk and the Macroeconomy. 1994;Office of the Comptroller of the Currency, Washington DC. Unpublished paper.
12. Thaler, Richard H. Advances in Behavioral Finance. 1993;Russell Sage, New York, NY.
13. White William R. International Agreements in the Area of Banking and Finance: Accomplisments and Outstanding Issues. von Furstenberg George M. Between Global Standards and National Politics: Banking and Finance Regulations in the NAFTA Countries. 1997;Kluwer Academic Publishers, Boston, MA.