FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3134661449> ?p ?o ?g. }

• W3134661449 endingPage "772" @default.
• W3134661449 startingPage "740" @default.
• W3134661449 abstract "We study default in a multifirm equilibrium setting with incomplete information. Defaults are consistent with the firm’s balance sheet and aggregation. We show that the endogenous volatility and jump size of debt and equity generated by other firms’ shocks vanish as the number of firms in the economy increases. As a result, credit spreads depend asymptotically only on the firms’ own cash flow risk. Our vanishing contagion spread result calls into question recent findings based on production economies, in which quantities of risk (volatilities and jump sizes of securities) are specified exogenously, that attribute credit spreads mostly to contagion. This paper was accepted by Kay Giesecke, finance." @default.
• W3134661449 created "2021-03-15" @default.
• W3134661449 creator A5012187194 @default.
• W3134661449 creator A5047424888 @default.
• W3134661449 creator A5059002981 @default.
• W3134661449 creator A5082109843 @default.
• W3134661449 date "2022-01-01" @default.
• W3134661449 modified "2023-09-25" @default.
• W3134661449 title "Vanishing Contagion Spreads" @default.
• W3134661449 cites W1963901383 @default.
• W3134661449 cites W2006804758 @default.
• W3134661449 cites W2020710668 @default.
• W3134661449 cites W2021265444 @default.
• W3134661449 cites W2040751993 @default.
• W3134661449 cites W2081884641 @default.
• W3134661449 cites W2098347405 @default.
• W3134661449 cites W2100252732 @default.
• W3134661449 cites W2109767864 @default.
• W3134661449 cites W2113380547 @default.
• W3134661449 cites W2113832560 @default.
• W3134661449 cites W2118513335 @default.
• W3134661449 cites W2118891973 @default.
• W3134661449 cites W2144761591 @default.
• W3134661449 cites W2154044885 @default.
• W3134661449 cites W2169476066 @default.
• W3134661449 cites W2810473546 @default.
• W3134661449 cites W3121201932 @default.
• W3134661449 cites W3122192292 @default.
• W3134661449 cites W3122882656 @default.
• W3134661449 cites W3122885979 @default.
• W3134661449 cites W3123097597 @default.
• W3134661449 cites W3123415522 @default.
• W3134661449 cites W3123854250 @default.
• W3134661449 cites W3124120707 @default.
• W3134661449 cites W3124378397 @default.
• W3134661449 cites W3124947744 @default.
• W3134661449 cites W3125410471 @default.
• W3134661449 cites W3125559026 @default.
• W3134661449 cites W3125682929 @default.
• W3134661449 cites W4241799105 @default.
• W3134661449 cites W4244583600 @default.
• W3134661449 cites W4247669850 @default.
• W3134661449 cites W4301088890 @default.
• W3134661449 doi "https://doi.org/10.1287/mnsc.2020.3868" @default.
• W3134661449 hasPublicationYear "2022" @default.
• W3134661449 type Work @default.
• W3134661449 sameAs 3134661449 @default.
• W3134661449 citedByCount "0" @default.
• W3134661449 crossrefType "journal-article" @default.
• W3134661449 hasAuthorship W3134661449A5012187194 @default.
• W3134661449 hasAuthorship W3134661449A5047424888 @default.
• W3134661449 hasAuthorship W3134661449A5059002981 @default.
• W3134661449 hasAuthorship W3134661449A5082109843 @default.
• W3134661449 hasConcept C10138342 @default.
• W3134661449 hasConcept C106159729 @default.
• W3134661449 hasConcept C120527767 @default.
• W3134661449 hasConcept C121332964 @default.
• W3134661449 hasConcept C149782125 @default.
• W3134661449 hasConcept C162324750 @default.
• W3134661449 hasConcept C163428354 @default.
• W3134661449 hasConcept C17744445 @default.
• W3134661449 hasConcept C183206440 @default.
• W3134661449 hasConcept C199539241 @default.
• W3134661449 hasConcept C199728807 @default.
• W3134661449 hasConcept C2780695682 @default.
• W3134661449 hasConcept C556758197 @default.
• W3134661449 hasConcept C62520636 @default.
• W3134661449 hasConcept C69637215 @default.
• W3134661449 hasConcept C91602232 @default.
• W3134661449 hasConceptScore W3134661449C10138342 @default.
• W3134661449 hasConceptScore W3134661449C106159729 @default.
• W3134661449 hasConceptScore W3134661449C120527767 @default.
• W3134661449 hasConceptScore W3134661449C121332964 @default.
• W3134661449 hasConceptScore W3134661449C149782125 @default.
• W3134661449 hasConceptScore W3134661449C162324750 @default.
• W3134661449 hasConceptScore W3134661449C163428354 @default.
• W3134661449 hasConceptScore W3134661449C17744445 @default.
• W3134661449 hasConceptScore W3134661449C183206440 @default.
• W3134661449 hasConceptScore W3134661449C199539241 @default.
• W3134661449 hasConceptScore W3134661449C199728807 @default.
• W3134661449 hasConceptScore W3134661449C2780695682 @default.
• W3134661449 hasConceptScore W3134661449C556758197 @default.
• W3134661449 hasConceptScore W3134661449C62520636 @default.
• W3134661449 hasConceptScore W3134661449C69637215 @default.
• W3134661449 hasConceptScore W3134661449C91602232 @default.
• W3134661449 hasIssue "1" @default.
• W3134661449 hasLocation W31346614491 @default.
• W3134661449 hasOpenAccess W3134661449 @default.
• W3134661449 hasPrimaryLocation W31346614491 @default.
• W3134661449 hasRelatedWork W2000184509 @default.
• W3134661449 hasRelatedWork W2162240584 @default.
• W3134661449 hasRelatedWork W2283012415 @default.
• W3134661449 hasRelatedWork W2382475368 @default.
• W3134661449 hasRelatedWork W2389462597 @default.
• W3134661449 hasRelatedWork W2905108076 @default.
• W3134661449 hasRelatedWork W3099150769 @default.
• W3134661449 hasRelatedWork W3125696002 @default.
• W3134661449 hasRelatedWork W3207956206 @default.

• next