Informational channels of financial contagion

DOI10.3982/ECTA15604MaRDI QIDQ4992089zbMATH OpenOpenAlexFDO

Authors Isabel Trevino

Publication date 7 June 2021

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta15604

zbMATH Keywords

behavioral biasescontagionexperimentsglobal gamessocial learning

Mathematics Subject Classification ID

Potential and congestion games (91A14) Social learning (91D15) Financial networks (including contagion, systemic risk, regulation) (91G45)

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(11)

• Informational contagion of sudden stops in a global games framework
• Information dissemination in currency crises
• Correlation and coordination risk
• Information choice in a social learning experiment
• Third-person effect and financial contagion in the context of a global game
• Common sentiment and price contagion
• Stability analysis and fixed-time control of credit risk contagion
• Understanding mechanisms underlying peer effects: evidence from a field experiment on financial decisions
• A wake-up call theory of contagion
• An experimental analysis of contagion in financial markets
• Instrumental variables inference in a small-dimensional VAR model with dynamic latent factors

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