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Inefficient Investment Waves. (2012). Kondor, Péter ; He, Zhiguo.
In: NBER Working Papers.
RePEc:nbr:nberwo:18217.

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Cited: 7

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Cites: 31

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Cocites: 50

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  1. An experiment on the efficiency of bilateral exchange under incomplete markets. (2019). Rud, Olga ; Sharifova, Manizha ; Rabanal, Jean Paul.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:114:y:2019:i:c:p:253-267.

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  2. An experiment on the efficiency of bilateral exchange under incomplete markets. (2018). Rud, Olga ; Rabanal, Jean Paul ; Sharifova, Manizha.
    In: Working Papers.
    RePEc:apc:wpaper:123.

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  3. Capital regulation and credit fluctuations. (2017). Rochet, Jean ; Gersbach, Hans.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:113-124.

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  4. Inefficient investment waves. (2016). Kondor, Péter ; He, Zhiguo ; Zhiguo, HE.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64412.

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  5. Contractual incompleteness, limited liability and asset price bubbles. (2015). Han, Jungsuk ; Dow, James.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:2:p:383-409.

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  6. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19885.

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  7. Pecuniary Externality through Credit Constraints: Two Examples without Uncertainty. (2013). Moore, John.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:494.

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References

References cited by this document

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  2. Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej.
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  3. The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo.
    In: Journal of Financial Markets.
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  4. Bank Liquidity and Exposure to Industry Shocks. (2020). Talavera, Oleksandr ; Arias, Jose ; Tsapin, Andriy.
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  5. The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition. (2019). Aguirregabiria, Victor ; Wang, Hui ; Clark, Robert.
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  6. Net Stable Funding Ratio and Liquidity Hoarding. (2019). Windl, Martin.
    In: Schmalenbach Business Review.
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  7. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
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  9. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
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  10. Determinants of real estate bank profitability. (2019). Stevenson, Simon ; Serra, Ana Paula ; Martins, Antonio Miguel.
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  13. Bank credit supply and firm innovation. (2018). Kraft, Kornelius ; Giebel, Marek.
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  16. Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun.
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  20. The Basel III net stable funding ratio adjustment speed and systemic risk. (2017). Ly, Kim Cuong ; Wang, Senyu ; Jiang, Yuxiang ; Chen, Zhizhen .
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  21. Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula.
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  22. Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps. (2017). Beyhaghi, Mehdi ; Saunders, Anthony ; Massoud, Nadia.
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  49. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
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