Coordination risk and the price of debtStephen Edward Morris, Hyun Song Shin2002-12-27articleEuropean Economic Review507 citationsgreenNo readable copy stored yet — this record is metadata only.Corporate Insolvency and GovernanceBanking stability, regulation, efficiencyEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 507 citations exist upstream.References1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1983Bank Runs, Deposit Insurance, and Liquidity1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure1999Modeling Term Structures of Defaultable Bonds1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt1990Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities1993Global Games and Equilibrium Selection1996Optimal Debt Structure and the Number of CreditorsCited by2007Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks2012Dynamic Debt Runsn.d.Crises and Prices: Information Aggregation, Multiplicity, and Volatility2010Regime Change and Revolutionary Entrepreneurs2003Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders2009The value relevance of disclosure: Evidence from the emerging capital market of Egypt2000Rethinking Multiple Equilibria in Macroeconomic Modeling2004Contagion of self-fulfilling financial crises due to diversification of investment portfolios