Co-Pierre Georg - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:43:33+00:00Information Contagion and Systemic Risk
https://www.bankofcanada.ca/2017/07/staff-working-paper-2017-29/
We examine the effect of ex-post information contagion on the ex-ante level of systemic risk defined as the probability of joint bank default.2017-07-24T09:44:06+00:00enInformation Contagion and Systemic Risk2017-07-24Financial institutionsFinancial stabilityStaff Working Paper 2017-29https://www.bankofcanada.ca/wp-content/uploads/2017/07/swp2017-29.pdfInformation Contagion and Systemic RiskCo-Pierre GeorgToni AhnertJuly 2017GG0G01G1G11G2G21