Risk management with interdependent choice

Oxford Review of Economic Policy

Volumn 15, Issue 3, 1999, Pages 52-62

  Morris, Stephen ^a   Shin, Hyun Song ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

MANAGEMENT PRACTICE; RISK ASSESSMENT;

EID: 0033401168     PISSN: 0266903X     EISSN: None     Source Type: Journal    
DOI: 10.1093/oxrep/15.3.52     Document Type: Article

References (18)

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5. _ (1996), Amendment to the Capital Accord to Incorporate Market Risks, Basle Committee on Banking Supervision, Bank of International Settlements.
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10. _ (1998b), Report of the Managing Director to the Interim Committee on Strengthening the Architecture of the International Monetary System, International Monetary Fund, http://www.imf.org/external/np/omd/100198.htm
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13. _ _(1998b), 'A Theory of the Onset of Currency Attacks', http://www.nuff.ox.ac.uk/users/Shin/working.htm
14. _ _(1999a), 'Coordination Risk and the Price of Debt', http://www.nuff.ox.ac.uk/users/Shin/working.htm
15. _ _(1999b), 'Private versus Public Information in Coordination Problems', unpublished paper.
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18. Shiller, R. (1987), 'Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence', NBER Discussion Paper 2446, reprinted in Market Volatility, Cambridge, MA, MIT Press, 1990.