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Vaugirard, Victor's
Scholarly Papers
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Total Downloads
32 |
Total
Citations
2 |
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1.
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Beliefs, Bailouts and Spread of Bank Panics
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Posted:
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26 Oct 04
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Last Revised:
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09 Jan 05
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Bank run, pure contagion, bailout, self-fulfilling expectations, Bayesian reassessment
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Banking liquidity crisis, bailout, political crisis, contagion
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Digital option, soft barrier, forward-neutral measure, time change, jump-diffusion process
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Banking crisis, Bailout, Political distortion, Dynamic game of incomplete information
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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pure contagion, coordination game, incomplete information, payoff complementarities, Bayesian learning
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Contagion, bank panics, transparency, bailouts
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7.
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Crony capitalism, political distortion, debt service, financial fragility, pure contagion
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Catastrophe bonds, digital options, jump-diffusion process, mean-reverting process, variance reduction
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9.
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Poncet, Patrice ESSEC Business School Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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10.
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Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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mean-reverting process, jump-diffusion process, control variate method, antithetic technique, change of numeraire
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11.
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Poncet, Patrice ESSEC Business School Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Insurance bonds, digital options, outside barrier calls, change of numeraire, currency risk
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11
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