Asset Commonality, Debt Maturity, and Systemic Risk
Published Date
Copyright 2012
DOI 10.1016/j.jfineco.2011.07.003
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Copy CitationFranklin Allen, Ana Babus, and Elena Carletti, Market Institutions and Financial Market Risk (Journal of Financial Economics 104 (3), 2010), https://www.nber.org/books-and-chapters/market-institutions-and-financial-market-risk/asset-commonality-debt-maturity-and-systemic-risk.
Published From Paper
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Working Paper
We develop a model where institutions form connections through swaps of projects in order to diversify their...