Contagion in Debt and Collateral Markets
Contagion in Debt and Collateral Markets
About this item
Full title
Author / Creator
Publisher
St. Louis: Federal Reserve Bank of St. Louis
Journal title
Language
English
Formats
Publication information
Publisher
St. Louis: Federal Reserve Bank of St. Louis
Subjects
More information
Scope and Contents
Contents
This paper investigates contagion in financial networks through both debt and collateral markets. Payment from a collateralized debt contract depends not only on the borrower's balance sheet but also on the price of the underlying collateral. I show that the existence of the collateral channel of contagion amplifies the contagion from the counterpa...
Alternative Titles
Full title
Contagion in Debt and Collateral Markets
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2615863253
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2615863253
How to access this item
https://www.proquest.com/docview/2615863253?pq-origsite=primo&accountid=13902
