Liquidity and financial contagion
By Tobias Adrian, Hyun Song Shin. 2008
141 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/2e58d81dfafc309f38d41810f0919feea32f6eed
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Hyun Song Shin
- Stephen Morris
- Mohamed Ben Moussa
- George-Marios Angeletos
- Franklin Allen
- Itay Goldstein
- P. Geraats
- Xavier Vives
Citations in the corpus
- Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure (2009, unknown): “Adrian and Shin (2008) argue that mark‐to‐market practices exacerbate the severity of the impact of changes in prices and perceived risks on market liquidity.”
- The Pricing of Government-Guaranteed Bank Bonds (2010, unknown): “The , 2009) or in the context of currency crisis models and international financial contagion (Adrian and Shin, 2008; Hellwig, 2009).”
- The Determinants of Bank Liquidity: Case of Tunisia (2015, background): “Adrian and Shin (2008) showed that in chaotic economic times, the liquidity position is important changes in it can change the whole bank reserves.”
- Illiquidity Component of Credit Risk (2016, background): “The formal expressions are corresponding to equations (2) - (5) above become:”