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Credit risk transfer and contagion. (2006). Carletti, Elena ; Allen, Franklin.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:53:y:2006:i:1:p:89-111.

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  2. Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon.
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  6. No Contagion, Only Interdependence During the US Sub-Primes Crisis. (2011). OMRI, Anis ; Anis, Omri ; Frikha, Mohamed.
    In: Transition Studies Review.
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  7. Market structure, counterparty risk, and systemic risk. (2011). Rosenthal, Dale ; Rosenthal, Dale W. R., .
    In: MPRA Paper.
    RePEc:pra:mprapa:36786.

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  8. Unobservable savings, risk sharing and default in the financial system. (2011). Panetti, Ettore.
    In: MPRA Paper.
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  9. Financial liberalization and contagion with unobservable savings. (2011). Panetti, Ettore.
    In: MPRA Paper.
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  10. Risk Topography. (2011). Krishnamurthy, Arvind ; Brunnermeier, Markus K. ; Gorton, Gary.
    In: NBER Chapters.
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  11. The price of liquidity: The effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jrg .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:344-362.

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  12. Information-constrained optima with retrading: An externality and its market-based solution. (2011). Townsend, Robert ; Kilenthong, Weerachart.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:3:p:1042-1077.

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  13. Financial intermediation in the theory of the risk-free rate. (2011). Marini, Franois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1663-1668.

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  14. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111376.

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  15. Legal enforcement, public supply of liquidity and sovereign risk. (2010). Brutti, Filippo.
    In: IEW - Working Papers.
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  16. On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775.

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  17. The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: CEPR Discussion Papers.
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  18. Market Based, Segregated Exchanges with Default Risk. (2009). Townsend, Robert ; Kilenthong, Weerachart.
    In: MPRA Paper.
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  19. Amplification Mechanisms in Liquidity Crises. (2009). Krishnamurthy, Arvind.
    In: NBER Working Papers.
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  20. Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis. (2009). Hellwig, Martin.
    In: De Economist.
    RePEc:kap:decono:v:157:y:2009:i:2:p:129-207.

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  21. Credit quantity and credit quality: bank competition and capital accumulation. (2009). Peretto, Pietro ; Cetorelli, Nicola.
    In: Staff Reports.
    RePEc:fip:fednsr:375.

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  22. Liquidity hoarding and interbank market spreads: the role of counterparty risk. (2009). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091126.

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  23. Funding liquidity risk: definition and measurement. (2009). Drehmann, Mathias ; Nikolaou, Kleopatra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091024.

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  24. The Politician and his Banker – How to Efficiently Grant State Aid. (2009). Hainz, Christa ; Hakenes, Hendrik.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_71.

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  25. Illiquidity and Under-Valuation of Firms. (2009). Gottardi, Piero ; Gale, Douglas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2900.

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  26. Endogenous Systemic Liquidity Risk. (2009). Cao, Jin ; Illing, Gerhard.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2627.

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  27. Financial integration, specialization and systemic risk. (2008). Hartmann, Philipp ; Fecht, Falko ; Gruner, Hans Peter.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7562.

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  28. The Empirics of Banking Regulation. (2008). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9299.

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  29. Legal enforcement, public supply of liquidity and sovereign risk. (2008). Brutti, Filippo.
    In: MPRA Paper.
    RePEc:pra:mprapa:13949.

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  30. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

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  31. The Politician and his Banker. (2008). Hainz, Christa ; Hakenes, Hendrik ; Hakanes, Hendrik.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2008_1.

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  32. Endogenous Systemic Liquidity Risk. (2008). Cao, Jin ; Illing, Gerhard.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:3358.

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  33. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

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  34. Banking with nominal deposits and inside money. (2008). Skeie, David.
    In: Staff Reports.
    RePEc:fip:fednsr:242.

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  35. Do accounting measurement regimes matter? A discussion of mark-to-market accounting and liquidity pricing. (2008). .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:379-387.

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  36. Mark-to-market accounting and liquidity pricing. (2008). Carletti, Elena ; Allen, Franklin.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:358-378.

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  37. The Politician and his Banker. (2007). Hainz, Christa ; Hakenes, Hendrik.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:222.

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  38. The Welfare Cost of Banking Regulation. (2007). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:7588.

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  39. Inefficient Credit Booms. (2007). Lorenzoni, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13639.

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  40. A Theory of Liquidity and Regulation of Financial Intermediation. (2007). Tsyvinski, Aleh ; Golosov, Mikhail ; Farhi, Emmanuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12959.

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  41. Financial contagion and the role of the central bank. (2007). Castiglionesi, Fabio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:1:p:81-101.

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  42. The Politician and his Banker. (2007). Hainz, Christa ; Hakenes, Hendrik.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2153.

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  43. Liquidity and Ambiguity: Banks or Asset Markets?. (2007). Eichberger, Jürgen ; Spanjers, Willy .
    In: Working Papers.
    RePEc:awi:wpaper:0444.

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  44. On the Coexistence of Banks and Markets. (2006). Uhlig, Harald ; Gersbach, Hans.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-054.

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  45. A framework for assessing financial stability?. (2006). Goodhart, C. A. E., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:12:p:3415-3422.

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  46. Credit risk transfer and financial sector stability. (2006). Wagner, Wolf ; Marsh, Ian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:2:p:173-193.

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  47. A Theory of Liquidity and Regulation of Financial Intermediation. (2006). Tsyvinski, Aleh ; Golosov, Mikhail ; Farhi, Emmanuel.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000326.

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  48. Banks, financial markets, and social welfare. (2005). Marini, Francois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2557-2575.

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  49. Financial Deepening and Bank Runs. (2005). Hoerova, Marie.
    In: Working Papers.
    RePEc:ecl:corcae:05-07.

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  50. Do Risk Premia Protect from Banking Crises?. (2005). Wenzelburger, Jan ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4935.

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