Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2016
Volume: 48
Issue: 6
Pages: 1135-1168

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies contagion and market freezes caused by uncertainty in financial network structures. Our model demonstrates that in a financial system where financial institutions are interconnected, a negative shock to an individual financial institution could spread to other institutions, causing market freezes because of creditors' uncertainty about the financial network structure. Our model also reveals that when both a large creditor and a continuum of small creditors are present, the size of the large creditor will affect the severity of market freezes substantially. Moreover, our model is used to examine central bank policies to alleviate market freezes.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:48:y:2016:i:6:p:1135-1168
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25