Financial Contagion Through Bank Deleveraging : Stylized Facts and Simulations Applied to the Financial Crisis

Stylized Facts and Simulations Applied to the Financial Crisis

Financial Contagion Through Bank Deleveraging : Stylized Facts and Simulations Applied to the Financial Crisis
The financial crisis has highlighted the importance of various channels of financial contagion across countries. This paper first presents stylized facts of international banking activities during the crisis. It then describes a simple model of financial contagion based on bank balance sheet identities and behavioral assumptions of deleveraging.... READ MORE...

Publication date: October 2010
ISBN 9781455209361
$18.00

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