Foreseen risks

DOI10.1016/J.JET.2023.105706zbMath1527.91173MaRDI QIDQ6072252

Jessica A. Wachter, Marco Grotteria, João F. Gomes

Publication date: 12 October 2023

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

zbMATH Keywords

financial crisesrisk shiftingfinancial intermediariescredit bubbles

Mathematics Subject Classification ID

Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Rare Disasters and Asset Markets in the Twentieth Century*
• The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis^*
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• The Deposits Channel of Monetary Policy*
• Financial Regulation in a Quantitative Model of the Modern Banking System
• A Macroeconomic Model With Financially Constrained Producers and Intermediaries

This page was built for publication: Foreseen risks