Mandatory disclosure and financial contagion

DOI10.1016/j.jet.2021.105237zbMath1461.91335OpenAlexW2123440244MaRDI QIDQ2025035

Yanyan Li

Publication date: 11 May 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w21328.pdf

zbMATH Keywords

informationnetworkscontagiondisclosurestress tests

Mathematics Subject Classification ID

Signaling and communication in game theory (91A28) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Strategic information transmission networks
• Trading dynamics in decentralized markets with adverse selection
• Stress tests and information disclosure
• Perfect Bayesian equilibrium and sequential equilibrium
• Properties of the Vacancy Statistic in the Discrete Circle Covering Problem
• Adverse Selection in Competitive Search Equilibrium
• Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *
• Systemic Risk in Financial Systems
• Strategic Information Revelation
• Strategic Communication Networks
• Contagion in financial networks
• Sequential Equilibria
• Liquidity hoarding
• Runs versus Lemons: Information Disclosure and Fiscal Capacity
• [https://portal.mardi4nfdi.de/wiki/Publication:5441272 Efficient Use of Information and Social�Value�of�Information]
• Equivalent Comparisons of Experiments

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