Maison des Sciences Economiques
106-112 Boulevard de l'Hôpital
TEAM-CNRS, University of Paris at Sorbonne
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: boer.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Bank run, pure contagion, bailout, self-fulfilling expectations, Bayesian reassessment
Digital option, soft barrier, forward-neutral measure, time change, jump-diffusion process
Banking liquidity crisis, bailout, political crisis, contagion
Banking crisis, Bailout, Political distortion, Dynamic game of incomplete information
pure contagion, coordination game, incomplete information, payoff complementarities, Bayesian learning
Contagion, bank panics, transparency, bailouts
Crony capitalism, political distortion, debt service, financial fragility, pure contagion
Catastrophe bonds, digital options, jump-diffusion process, mean-reverting process, variance reduction
mean-reverting process, jump-diffusion process, control variate method, antithetic technique, change of numeraire
Insurance bonds, digital options, outside barrier calls, change of numeraire, currency risk
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.270 seconds