Basel, Basel-Stadt 4002
Bank for International Settlements (BIS)
in Total Papers Downloads
in Total Papers Citations
Contagion, interbank lending, domino effects, systemic risk
contagion, interbank market, regulation of banks
high-frequency data, market microstructure, future markets, information shares, kalman filter
Tail index, futures returns, extreme value theory, risk management
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7495.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cost of Crisis, Crises, Output loss, Recovery, Systemic Banking Crisis
Information shares, bond futures, upstairs markets
Creditless recovery, financial crises, deleveraging, household debt, corporate debt
inflation, emerging markets, exchange rate pass-through, Phillips Curve
Labour reallocation, productivity, credit booms, financial crises, hysteresis
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.656 seconds