Smoothing sudden stops

DOI10.1016/S0022-0531(03)00227-8MaRDI QIDQ1763200zbMATH OpenOpenAlexWikidataFDO

Authors Ricardo J. Caballero, Arvind Krishnamurthy

Publication date 22 February 2005

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0022-0531(03)00227-8

zbMATH Keywords

Asset market interventionCredit linesDomestic and international collateralExternal shocksLiquidity requirementsUnderinsurance

Mathematics Subject Classification ID

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Cites work

• Bank Runs, Deposit Insurance, and Liquidity
• Exclusive contracts and the institution of bankruptcy
• On Efficient Distribution with Private Information

Cited in

(6)

• Modeling sudden stops: the non-trivial role of preference specifications
• The simple analytics of sudden stops
• The CAPM, national stock market betas, and macroeconomic covariates: a global analysis
• Sudden stops, productivity and the optimal level of international reserves for small open economies
• Information-constrained optima with retrading: an externality and its market-based solution
• Hoarding international reserves versus a pigovian tax-cum-subsidy scheme: reflections on the deleveraging crisis of 2008--2009, and a cost benefit analysis

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