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Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis. (2010). merrouche, ouarda ; Acharya, Viral.
In: NBER Working Papers.
RePEc:nbr:nberwo:16395.

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References

References cited by this document

  1. Acharya, Viral V. (2009) A Theory of Systemic Risk and Design of Prudential Bank Regulation, Journal of Financial Stability, forthcoming.

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  39. Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations. (2008). Barnhill, Theodore M. ; Souto, Marcos Rietti.
    In: Discussion Paper Series 2: Banking and Financial Studies.
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  40. Banks, relative performance, and sequential contagion. (2007). Tsomocos, Dimitrios ; Sunirand, Pojanart ; Goodhart, Charles.
    In: Economic Theory.
    RePEc:spr:joecth:v:32:y:2007:i:2:p:381-398.

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  41. Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord. (2007). Chakraborty, Suparna ; Allen, Linda.
    In: MPRA Paper.
    RePEc:pra:mprapa:1805.

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  42. Basel II and the Value of Bank Differentiation. (2007). Hege, Ulrich ; Feess, Eberhard.
    In: HEC Research Papers Series.
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  43. Cash-in-the-market pricing and optimal resolution of bank failures. (2007). Yorulmazer, Tanju ; Acharya, Viral.
    In: Bank of England working papers.
    RePEc:boe:boeewp:328.

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  44. Cash-in-the-Market Pricing and Optimal Bank Bailout Policy. (2005). Yorulmazer, Tanju ; Acharya, Viral.
    In: CEPR Discussion Papers.
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  45. Financial networks: contagion, commitment, and private sector bailouts. (2004). Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:02-9.

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  46. Evolutionary Forces in a Banking System with Speculation and System Risk. (2004). Ho, Shirley.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:692.

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  47. Banking Regulation and Systemic Risk. (2003). Summer, Martin.
    In: Open Economies Review.
    RePEc:kap:openec:v:14:y:2003:i:1:p:43-70.

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  48. The institutional memory hypothesis and the procyclicality of bank lending behavior. (2003). Udell, Gregory ; Berger, Allen.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-02.

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  49. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk. (2003). Yorulmazer, Tanju ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3743.

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  50. The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios. (2002). HASAN, IFTEKHAR ; Acharya, Viral ; Saunders, Anthony.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3252.

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