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Modeling Emergence of the Interbank Networks
16 references·0 citing·46 second hop
Modeling Emergence of the Interbank Networks (2014)Modeling Emergence of the Interbank Netwo…Trading and Information Diffusion in Over-the-Counter Markets (2018)Trading and Information Diffu…Assessing interbank contagion using simulated networks (2013)Assessing interbank contagion…Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions (2012)Efficiency and Stability of a…Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis (2011)Stressed, Not Frozen: The Fed…Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Network models and financial stability (2007)Network models and financial …Systemic risk on the interbank market (2006)Systemic risk on the interban…Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (2006)Interbank Contagion in the Du…The Theory of Bank Risk Taking and Competition Revisited (2005)The Theory of Bank Risk Takin…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…Bayesian learning in social networks (2003)Bayesian learning in social n…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Interbank lending and systemic risk (1996)Interbank lending and systemi…A Strategic Model of Social and Economic Networks (1996)A Strategic Model of Social a…Alternative approaches to the theory of the banking firm (1980)Alternative approaches to the…The Strength of Weak Ties (1973)A Simple Model of Herd Behavior (1992)Introduction: The International Diffusion of Liberalism (2006)The Global Diffusion of Public Policies: Social Construction, Coercion, Competition, or Learning? (2007)Naïve Learning in Social Networks and the Wisdom of Crowds (2010)Relationship Lending and Lines of Credit in Small Firm Finance (1995)The Effect of Credit Market Competition on Lending Relationships (1995)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Bank concentration, competition, and crises: First results (2005)Bank Governance, Regulation, and Risk Taking (2008)How does capital affect bank performance during financial crises? (2013)A Model of the Demand for Money by Firms (1966)A Theory of the Banking Firm (1971)INPUTS, OUTPUTS, AND A THEORY OF PRODUCTION AND COST AT DEPOSITORY FINANCIAL INSTITUTIONS (1977)The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981)Financial Intermediation (2003)A lost century in economics: Three theories of banking and the conclusive evidence (2015)Bank Runs, Deposit Insurance, and Liquidity (1983)The Determinants of Banking Crises in Developing and Developed Countries (1998)Financial Contagion (2000)Contagion in financial networks (2010)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Mathematical Methods and Theory in Games, Programming, and Economics. (1960)Foundations for Financial Economics. (1989)Interbank Lending and Systemic Risk (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Systemic Risk and Stability in Financial Networks (2015)A Climate Stress-Test of the Financial System (2016)College Admissions and the Stability of Marriage (1962)Systems Competition and Network Effects (1994)Social Structure and Competition in Interfirm Networks: The Paradox of Embeddedness (1997)Networks in the Modern Economy: Mexican Migrants in the U. S. Labor Market (2003)Preference shocks, liquidity, and central bank policy (1987)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Collective Risk Management in a Flight to Quality Episode (2007)Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis (2012)Where the Risks Lie: A Survey on Systemic Risk (2015)Economic policy uncertainty and bank liquidity hoarding (2020)Does Deposit Insurance Increase Banking System Stability? (2000)Systemic risk in banking ecosystems (2011)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Liquidity Risk and Contagion (2005)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Financial Networks and Contagion (2012)
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References

  • 1996A Strategic Model of Social and Economic Networks2,599 cited
  • 2005The Theory of Bank Risk Taking and Competition Revisited2,097 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2007Network models and financial stability910 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion724 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis471 cited
  • 2003Bayesian learning in social networks441 cited
  • 1980Alternative approaches to the theory of the banking firm418 cited
  • 2006Systemic risk on the interbank market370 cited
  • 1996Interbank lending and systemic risk286 cited
  • 2018Trading and Information Diffusion in Over-the-Counter Markets198 cited
  • 2012Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions177 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited

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  • 2013Assessing interbank contagion using simulated networks139 cited
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