Domestic and external sectoral portfolios: Network structure and balance-sheet contagion
This paper uses a unique comprehensive database on French security assets and liabilities to study the dynamics of domestic and external sectoral portfolios, their network structure, and their role in the propagation of shocks. We first show how the sharp deterioration of the net external portfolio...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier Ltd
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |