NYU Faculty Digital Archive
metadata only
Financial Fragility, Liquidity and Asset Prices
We define a financial system to be fragile if small shocks have disproportionately large effects. In a model of financial intermediation, we show that small shocks to the demand for liquidity cause either high asset-price volatility or bank defaults or both. Furthermore, as the liquidity shocks beco
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Household Financial Fragility and External Shocks#436027
- Price Dispersion in OTC Markets: A New Measure of Liquidity#942853
- Incremental Risk Charge Methodology#778168
- Mexico's Banking Crisis: Devaluation and Asset Concentration Effects#942511
- The Nuanced Role of Government Credit in Monetary Policy Transmission#130860
Record · ID 942471
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive