Prasanna Gai

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

9

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CITATIONS
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Top 6,474

in Total Papers Citations

86

Scholarly Papers (9)

1.

Contagion in Financial Networks

Bank of England Working Paper No. 383
Number of pages: 36 Posted: 24 Mar 2010
Prasanna Gai and Sujit Kapadia
Australian National University (ANU) and European Central Bank (ECB)
Downloads 1,172 (16,825)
Citation 223

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Contagion, Network Models, Systemic Risk, Liquidity Risk, Financial Crises

2.

Rollover Risk, Network Structure and Systemic Financial Crises

Number of pages: 26 Posted: 18 Nov 2009 Last Revised: 04 Jan 2011
Kartik Anand, Prasanna Gai and Matteo Marsili
Technische Universit├Ąt Berlin (TU Berlin), Australian National University (ANU) and Abdus Salam International Centre for Theoretical Physics (ICTP)
Downloads 290 (103,232)
Citation 23

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credit networks, financial markets, credit crises

3.
Downloads 94 (135,811)
Citation 25

A Network Model of Financial System Resilience

Number of pages: 37 Posted: 23 Mar 2011
Technische Universit├Ąt Berlin (TU Berlin), Bank of England, Australian National University (ANU), European Central Bank (ECB) and Bank of England
Downloads 94 (274,564)
Citation 1

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Interbank Network, Stress Test, Systemic Risk, Firesales

4.

Global Stores of Value and the International Role of the Renminbi

CIFR Paper No. 043
Number of pages: 37 Posted: 28 Oct 2014
Kartik Anand and Prasanna Gai
Deutsche Bundesbank and Australian National University (ANU)
Downloads 82 (296,875)

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Safe Assets, International Monetary System, International Currencies

5.

Asset Encumbrance, Bank Funding and Financial Fragility

Bundesbank Discussion Paper No. 17/2016
Number of pages: 36 Posted: 21 Jun 2016
Government of Canada - Bank of Canada, Deutsche Bundesbank, Australian National University (ANU) and Government of Canada - Bank of Canada
Downloads 55 (367,339)
Citation 3

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asset encumbrance, covered bonds, financial fragility, guarantees, rollover risk, wholesale funding

6.

The Safe Asset Frontier

CIFR Paper No. 044/2014
Number of pages: 16 Posted: 28 Oct 2014
Kartik Anand and Prasanna Gai
Deutsche Bundesbank and Australian National University (ANU)
Downloads 55 (367,339)

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Safe Assets, International Liquidity, Discrete Choice

7.

Capturing Information Contagion in a Stress-Testing Framework

Bundesbank Discussion Paper No. 29/2016
Number of pages: 29 Posted: 05 Oct 2016
Deutsche Bundesbank, Australian National University (ANU), Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Downloads 47 (393,552)

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liquidity risk, contagion, stress testing, global games

8.

Pre-Emptive Sovereign Debt Restructuring and Holdout Litigation

Deutsche Bundesbank Discussion Paper No. 21/2018
Number of pages: 24 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Kartik Anand and Prasanna Gai
Deutsche Bundesbank and Australian National University (ANU)
Downloads 7 (592,904)

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sovereign debt restructuring, holdout creditors, bankruptcy procedures, absolute priority

9.

Sovereign Risk in the Classical Gold Standard Era

Economic Record, Vol. 85, No. 4, pp. 401-416, December 2009
Number of pages: 16 Posted: 24 Nov 2009
Prasanna Gai, Gavin Cameron and Kang Yong Tan
Australian National University (ANU), University of Oxford - Department of Economics (Deceased) and Australian National University (ANU) - Research School of Pacific and Asian Studies (RSPAS)
Downloads 2 (630,635)
Citation 1
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