Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
نویسندگان
چکیده
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∗We thank Michael Hanke and Thomas Stöckl for very helpful comments on earlier versions of this paper. Financial support by the University of Innsbruck and the Austrian National Bank (OeNB-grant 12789) is gratefully acknowledged. †University of Innsbruck, Department of Banking and Finance, Universitätsstrasse 15, 6020 Innsbruck, Austria ‡University of Innsbruck, Department of Banking and Financ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2421265