Correlation and coordination risk

DOI10.1007/S10436-019-00345-0zbMATH Open1417.91500OpenAlexW2482658912WikidataQ128080655 ScholiaQ128080655MaRDI QIDQ2000685FDOQ2000685

Richard Hule, Martin Josef Geiger

Publication date: 28 June 2019

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

Full work available at URL: http://hdl.handle.net/10419/146136

zbMATH Keywords

global gamescurrency unioncreditor coordinationgovernment bond refinancing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of game theory (91A80)

Cites Work

• Title not available (Why is that?)
• Optimal Statistical Decisions
• Global Games and Equilibrium Selection
• Contagion of self-fulfilling financial crises due to diversification of investment portfolios
• Sovereign risk contagion in the Eurozone
• Informational Channels of Financial Contagion

This page was built for publication: Correlation and coordination risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000685)