Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *

DOI10.1093/qje/qjr012zbMath1219.91097OpenAlexW2148083922MaRDI QIDQ3088329

Douglas Diamond, Raghuram G. Rajan

Publication date: 19 August 2011

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qje/qjr012

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Systemic credit freezes in financial lending networks ⋮ Rollover risk, network structure and systemic financial crises ⋮ Financial innovation and risk: the role of information ⋮ Looting and risk shifting in banking crises ⋮ Interbank borrowing and lending between financially constrained banks ⋮ Price mediated contagion through capital ratio requirements with VWAP liquidation prices ⋮ Estimating Malmquist productivity indexes using probabilistic directional distances: an application to the European banking sector ⋮ Strategic fire-sales and price-mediated contagion in the banking system ⋮ Mandatory disclosure and financial contagion ⋮ Reconstructing and stress testing credit networks ⋮ Regulatory measures for distressed insurance undertakings: a comparative study ⋮ Contagion in networks: stability and efficiency ⋮ Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches

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