Scenario-free analysis of financial stability with interacting contagion channels

Author:

Wiersema Garbrand,Kleinnijenhuis Alissa M.,Wetzer ThomORCID,Farmer J. Doyne

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference75 articles.

1. The network origins of aggregate fluctuations;Acemoglu;Econometrica,2012

2. Systemic risk and stability in financial networks;Acemoglu;Am. Econ. Rev.,2015

3. A model of liquidity hoarding and term premia in inter-bank markets;Acharya;J. Monet. Econ.,2011

4. Information contagion and bank herding;Acharya;J. Money Credit Bank.,2008

5. Liquidity and leverage;Adrian;J. Financ. Intermediat.,2010

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