Rollover risk and stress test credibility

DOI10.1016/j.geb.2021.06.006zbMath1470.91317OpenAlexW3175820926MaRDI QIDQ2049489

Ana Elisa Pereira

Publication date: 25 August 2021

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2021.06.006

zbMATH Keywords

bank runsinformation disclosurestrategic complementaritiesinformation manipulation

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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