2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.MF2023★ 2 cited
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model
Yuanyuan Chang, Dena Firoozi, David Benatia
This paper presents a dynamic game framework to analyze the role of large banks in interbank markets. By extending existing models, we incorporate a large bank as a dynamic decisio…
econ.EM2023
The Chained Difference-in-Differences
Christophe Bellégo, David Benatia, Vincent Dortet-Bernardet
This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a…