Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins
Author:
Funder
European Research Council
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jofi.12396/fullpdf
Reference28 articles.
1. Counterparty risk externality: Centralized versus over-the-counter markets;Acharya;Journal of Economic Theory,2014
2. Leverage, moral hazard and liquidity;Acharya;Journal of Finance,2011
3. Information contagion and bank herding;Acharya;Journal of Money, Credit and Banking,2008
4. Credit risk transfer and contagion;Allen;Journal of Monetary Economics,2006
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