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Leverage-induced systemic risk under Basle II and other credit risk policies

Poledna, Sebastian; Thurner, Stefan; Farmer, J. Doyne; … - In: Journal of banking & finance 42 (2014), pp. 199-212

Persistent link: https://www.econbiz.de/10010408397

Getting at Systemic Risk Via an Agent-Based Model of the Housing Market

Geanakoplos, John - 2012

Systemic risk must include the housing market, though economists have not generally focused on it. We begin construction of an agent-based model of the housing market with individual data from Washington, DC. Twenty years of success with agent-based models of mortgage prepayments give us hope...

Persistent link: https://www.econbiz.de/10013109559

Liquidity, default, and crashes : endogenous contracts in general equilibrium

Geanakoplos, John - 2003

Persistent link: https://www.econbiz.de/10002011561

Solving the present crisis and managing the leverage cycle

Geanakoplos, John - In: Economic policy review 16 (2010) 1, pp. 101-131

Persistent link: https://www.econbiz.de/10008992281

Managing the leverage cycle

Geanakoplos, John - In: Rivista internazionale di scienze sociali 119 (2011) 1, pp. 41-59

Persistent link: https://www.econbiz.de/10009424026

Leverage, default, and forgiveness : lessons from the American and European crises

Geanakoplos, John - In: Journal of macroeconomics 39 (2014) 2, pp. 313-333

Persistent link: https://www.econbiz.de/10010494047

The leverage cycle, default, and foreclosure

Geanakoplos, John - In: Macroeconomic and financial stability : challenges for …, (pp. 161-214). 2014

Persistent link: https://www.econbiz.de/10011771496

Liquidity, default and crashes : endogenous contracts in general equilibrium

Geanakoplos, John - 2001

Persistent link: https://www.econbiz.de/10001609858

Dollar denominated debt and optimal security design

Geanakoplos, John; Kubler, Felix - 2003

Persistent link: https://www.econbiz.de/10001856660

A discussion of the papers by John Geanakoplos and by Andrew W. Lo and Jiang Wang

Allen, Franklin - 2003

Persistent link: https://www.econbiz.de/10002011577

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