Innis Lecture, presented at the Canadian Economics Association annual meetings in June 2012 at Calgary. Gouriéroux is also affiliated with CREST; he gratefully acknowledges financial support of the NSERC Canada and the chair AXA/Risk Foundation: ‘Large Risks in Insurance.’ Héam is also affiliated with CREST. Monfort is also affiliated with Banque de France and University of Maastricht. We are grateful to D. Thesmar, to David Green, and to an anonymous referee for their comments and suggestions. The views expressed in this paper are those of the authors and do not necessarily reflect those of the Banque de France or those of the Autorité de Controle Prudentiel (ACP).
Bilateral exposures and systemic solvency risk
Version of Record online: 9 NOV 2012
© Canadian Economics Association
Canadian Journal of Economics/Revue canadienne d'économique
Volume 45, Issue 4, pages 1273–1309, November 2012
How to Cite
Gouriéroux, C., Héam, J.-C. and Monfort, A. (2012), Bilateral exposures and systemic solvency risk. Canadian Journal of Economics/Revue canadienne d'économique, 45: 1273–1309. doi: 10.1111/j.1540-5982.2012.01750.x
- Issue online: 9 NOV 2012
- Version of Record online: 9 NOV 2012
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