Global banks and systemic debt crises

DOI10.3982/ECTA17433MaRDI QIDQ5087312zbMATH OpenOpenAlexFDO

Authors Juan M. Morelli, Pablo Ottonello, Diego Perez

Publication date 11 July 2022

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta17433

zbMATH Keywords

external debt crisesfinancial intermediariesheterogeneous-agent modelsinternational lendingsovereign defaultsudden stops

Mathematics Subject Classification ID

Heterogeneous agent models (91B69) Financial networks (including contagion, systemic risk, regulation) (91G45)

Recommendations

• International Financial Integration and Crisis Contagion
• Financial globalization, financial crises, and the external portfolio structure of emerging markets
• International spillovers and local credit cycles
• Cross-Border Banking and Global Liquidity
• International credit markets and global business cycles

Cited in

(9)

• Macrofinancial imbalances in historical perspective: a global crisis index
• Interbank markets and bank bailout policies amid a sovereign debt crisis
• A crisis transmission channel for reserve currency countries: a cautionary tale
• Chaotic banking crises and regulations
• Dollar funding and the lending behavior of global banks
• Chained financial contracts and global banks
• Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures
• International spillovers and local credit cycles
• Inference on dynamic systemic risk measures

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