Correlation and coordination risk

DOI10.1007/s10436-019-00345-0zbMath1417.91500OpenAlexW2482658912WikidataQ128080655 ScholiaQ128080655MaRDI QIDQ2000685

Richard Hule, Martin Josef Geiger

Publication date: 28 June 2019

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/146136

zbMATH Keywords

global gamescurrency unioncreditor coordinationgovernment bond refinancing

Mathematics Subject Classification ID

Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Unnamed Item
• Contagion of self-fulfilling financial crises due to diversification of investment portfolios
• Sovereign risk contagion in the Eurozone
• Global Games and Equilibrium Selection
• Optimal Statistical Decisions
• Informational Channels of Financial Contagion

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