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Illiquidity Component of Credit Risk
9 references·14 citing·38 second hop
Illiquidity Component of Credit Risk (2016)Illiquidity Component of Credit RiskStrategic Complementarity, Fragility, and Regulation (2014)Strategic Complementarity, Fr…Slapped by the invisible hand: the panic of 2007 (2010)Slapped by the invisible hand…Demand–Deposit Contracts and the Probability of Bank Runs (2005)Demand–Deposit Contracts and …Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? (2004)Coordination Failures and the…Coordination risk and the price of debt (2002)Coordination risk and the pri…Global Games and Equilibrium Selection (1993)Global Games and Equilibrium …BANKING PANICS AND BUSINESS CYCLES * (1988)BANKING PANICS AND BUSINESS C…Bank Runs as an Equilibrium Phenomenon (1987)Bank Runs as an Equilibrium P…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Big Data Credit Report in Credit Risk Management of Consumer Finance (2021)Big Data Credit Report in Cre…How Should Bank Liquidity Be Regulated? (2017)How Should Bank Liquidity Be …Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations (2015)Overnight RRP Operations as a…Short-Selling Attacks and Creditor Runs (2014)Short-Selling Attacks and Cre…Domino Effects When Banks Hoard Liquidity: The French Network (2013)Domino Effects When Banks Hoa…Macroprudential Policies in Open Emerging Economies (2012)Macroprudential Policies in O…Endogenous Liquidity and Defaultable Bonds (2012)Endogenous Liquidity and Defa…Strategic Complementarity, Fragility, and Regulation (2011)Strategic Complementarity, Fr…Rollover Risk and Credit Risk (2011)Rollover Risk and Credit RiskA Multi-Period Bank-Run Model for Liquidity Risk (2011)A Multi-Period Bank-Run Model…Liquidity Risk of Corporate Bond Returns: A Conditional Approach (2010)Liquidity Risk of Corporate B…Rollover Risk and Market Freezes (2009)Rollover Risk and Market Free…Financial Crises: Theory and Evidence (2009)Financial Crises: Theory and …Dynamic Debt Runs (2009)Dynamic Debt RunsCrises and Prices: Information Aggregation, Multiplicity, and VolatilityON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks (2007)Dynamic Debt Runs (2012)Manias, Panics, and Crashes: A History of Financial Crises (1979)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Liquidity and leverage (2008)Non-Core Bank Liabilities and Financial Vulnerability (2012)Dealing with the Challenges of Macro Financial Linkages in Emerging Markets (2013)The Effectiveness of Monetary Policy since the Onset of the Financial Crisis (2013)Asset Prices in an Exchange Economy (1978)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)A Monetary History of the United States, 1867-1960 (2017)Another Attempt to Explain an Illiquid Banking System: The Diamond and Dybvig Model With Sequential Service Taken Seriously (1988)Banking Panics, Information, and Rational Expectations Equilibrium (1988)Complementarities and Games: New Developments (2005)Macroeconomics with Financial Frictions: A Survey (2012)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)A General Theory of Equilibrium Selection in Games (1988)Bubbles and Crashes (2003)The Stag Hunt and the Evolution of Social Structure (2003)The Politics of Authoritarian Rule (2012)Agency Costs, Net Worth, And Business Fluctuations (1988)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Collective Risk Management in a Flight to Quality Episode (2007)A Survey of Systemic Risk Analytics (2012)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)What Are Grades Made Of? (2009)Liquidity Risk in Banking: Is There Herding? (2012)Competition and stability in modern banking: A post-crisis perspective (2019)Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive (2010)Regulating the Shadow Banking System (2010)Systemic Risk and Stability in Financial Networks (2013)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1993Global Games and Equilibrium Selection1,547 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 1988BANKING PANICS AND BUSINESS CYCLES *915 cited
  • 2004Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All?818 cited
  • 2010Slapped by the invisible hand: the panic of 2007597 cited
  • 2002Coordination risk and the price of debt507 cited
  • 1987Bank Runs as an Equilibrium Phenomenon323 cited
  • 2014Strategic Complementarity, Fragility, and Regulation114 cited

Cited by

  • 2012Macroprudential Policies in Open Emerging Economies76 cited
  • 2009Rollover Risk and Market Freezes68 cited
  • 2009Financial Crises: Theory and Evidence65 cited
  • 2012Endogenous Liquidity and Defaultable Bonds57 cited
  • 2011Rollover Risk and Credit Risk54 cited
  • 2015Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations49 cited
  • 2010Liquidity Risk of Corporate Bond Returns: A Conditional Approach

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48 cited
  • 2011Strategic Complementarity, Fragility, and Regulation46 cited
  • 2014Short-Selling Attacks and Creditor Runs45 cited
  • 2009Dynamic Debt Runs45 cited
  • 2017How Should Bank Liquidity Be Regulated?41 cited
  • 2013Domino Effects When Banks Hoard Liquidity: The French Network38 cited
  • 2011A Multi-Period Bank-Run Model for Liquidity Risk30 cited
  • 2021Big Data Credit Report in Credit Risk Management of Consumer Finance22 cited