Asset commonality, debt maturity and systemic risk

Journal of Financial Economics

Volumn 104, Issue 3, 2012, Pages 519-534

  Allen, Franklin ^a   Babus, Ana ^b   Carletti, Elena ^c,d  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

^c EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^d CEPR   (United Kingdom)

Author keywords

Clustered and unclustered networks Interim information; Contagion

Indexed keywords

EID: 84860446030     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.07.003     Document Type: Article

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