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Volumn 3, Issue 2-3, 2005, Pages 556-566

Liquidity risk and contagion

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EID: 77957294948     PISSN: 15424766     EISSN: 15424774     Source Type: Journal    
DOI: 10.1162/jeea.2005.3.2-3.556     Document Type: Article
Times cited : (621)

References (19)
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  • 2
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  • 3
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  • 4
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    • Bank for International Settlements, Committee on the Global Financial System (CGFS) Publication No.12
    • Bank for International Settlements (1999). "A Review if Financial Market Events in Autumn 1998." Committee on the Global Financial System (CGFS) Publication No.12. .
    • (1999) A Review If Financial Market Events In Autumn 1998
  • 5
    • 77957350533 scopus 로고    scopus 로고
    • Presented at the, Annual Conference of the Central Bank of Chile, December. In Banking Market Structure and Monetary Policy, edited by L.A. Ahumada and J.R. Fuentes. Central Bank of
    • Cifuentes, Rodrigo (2004). "Banking Concentration and Systemic Risk." Presented at the Annual Conference of the Central Bank of Chile, December. In Banking Market Structure and Monetary Policy, edited by L.A. Ahumada and J.R. Fuentes. Central Bank of Chile.
    • (2004) Banking Concentration and Systemic Risk
    • Cifuentes, R.1
  • 7
    • 16244364373 scopus 로고    scopus 로고
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    • forthcoming
    • Diamond, Douglas and Raghuram Rajan (2005). "Liquidity Shortages and Banking Crises." Journal of Finance, forthcoming.
    • (2005) Journal of Finance
    • Diamond, D.1    Rajan, R.2
  • 9
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    • Systemic Risk in Financial Systems
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    • (2001) Management Science , vol.47 , Issue.2 , pp. 236-249
    • Eisenberg, L.1    Noe, T.2
  • 11
    • 84927121428 scopus 로고    scopus 로고
    • Interbank Exposures: Quantifying the Risk of Contagion
    • June
    • Furfine, Craig (1999). "Interbank Exposures: Quantifying the Risk of Contagion." BIS Paper, 70, June.
    • (1999) BIS Paper , vol.70
    • Furfine, C.1
  • 12
    • 4043170592 scopus 로고    scopus 로고
    • Liquidity, Efficiency and Bank Bailouts
    • Gorton, Gary and Lixin Huang (2004). "Liquidity, Efficiency and Bank Bailouts." American Economic Review, 94, 455-483.
    • (2004) American Economic Review , vol.94 , pp. 455-483
    • Gorton, G.1    Huang, L.2
  • 13
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    • Jackson, Patricia, William-Perraudin, and Victoria Saporta (2002). "Regulatory and 'Economic' Solvency Standards for Internationally Active Banks." Journal of Banking and Finance, 26, 953-976.
    • (2002) Journal of Banking and Finance , vol.26 , pp. 953-976
    • Jackson, P.1
  • 17
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    • Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland
    • Sheldon, George and Martin Maurer (1998) "Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland." Swiss Journal of Economics and Statistics, 134, 685-704.
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    • Sheldon, G.1    Maurer, M.2
  • 19
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    • UK Interbank Exposures: Systemic Risk Implications
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