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Relative risk aversion and the transmission of financial crises
Boschi, Melisso; Goenka, Aditya - In: Journal of economic dynamics & control 36 (2012) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10009422352
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Rollover risk, network structure and systemic financial crises
Anand, Kartik; Gai, Prasanna; Marsili, Matteo - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1088-1100
Persistent link: https://www.econbiz.de/10009634280
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Leaning against boom-bust cycles in credit and housing prices
Lambertini, Luisa; Mendicino, Caterina; Punzi, Maria Teresa - In: Journal of economic dynamics & control 37 (2013) 8, pp. 1500-1522
Persistent link: https://www.econbiz.de/10009775106
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The real consequences of financial stress
Mittnik, Stefan; Semmler, Willi - In: Journal of economic dynamics & control 37 (2013) 8, pp. 1479-1499
Persistent link: https://www.econbiz.de/10009775108
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Contagion and risk-sharing on the inter-bank market
Ladley, Dan - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1384-1400
Persistent link: https://www.econbiz.de/10009751158
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Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
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The financial instability hypothesis : a stochastic microfoundation framework
Chiarella, Carl; Di Guilmi, Corrado - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1151-1171
Persistent link: https://www.econbiz.de/10009241471
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Endogenous risk in a DSGE model with capital-constrained financial intermediaries
Dewachter, Hans; Wouters, Rafael - In: Journal of economic dynamics & control 43 (2014), pp. 241-268
Persistent link: https://www.econbiz.de/10010470108
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Financial fragility, sovereign default risk and the limits to commercial bank bail-outs
Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Journal of economic dynamics & control 43 (2014), pp. 218-240
Persistent link: https://www.econbiz.de/10010470116
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Credit contagion and aggregate losses
Giesecke, Kay; Weber, Stefan - In: Journal of economic dynamics & control 30 (2006) 5, pp. 741-767
Persistent link: https://www.econbiz.de/10003317075