A time series analysis of financial fragility in the UK banking system

DOI10.1007/s10436-005-0030-yzbMath1233.91220OpenAlexW1680665109MaRDI QIDQ665701

Pojanart Sunirand, Dimitrios P. Tsomocos, Charles. A. E. Goodhart

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/24778/1/450_dp517.pdf

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items

Banks, relative performance, and sequential contagion ⋮ A computable general equilibrium model for banking sector risk assessment in South Africa ⋮ International monetary transmission with bank heterogeneity and default risk

Cites Work

• Unnamed Item
• Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
• A model to analyse financial fragility
• A strategic market game with a mutual bank with fractional reserves and redemption in gold. A continuum of traders
• A theory of money and financial institutions. 28. The noncooperative equilibria of a closed trading economy with market supply and bidding strategles
• Equilibrium analysis, banking and financial instability.
• Financial fragility and the exchange rate regime
• Banks, relative performance, and sequential contagion
• Procyclicality and the new basel accord-banks' choice of loan rating system
• Stock options and managerial optimal contracts
• Risk Assessment for Banking Systems
• The optimal bankruptcy rule in a trading economy using fiat money

This page was built for publication: A time series analysis of financial fragility in the UK banking system