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Complexity and Financial Panics
16 references·16 citing·40 second hopsampled
Complexity and Financial Panics (2009)Complexity and Financial PanicsSpeculation and Risk Sharing with New Financial Assets* (2013)Speculation and Risk Sharing …Networks in Finance (2008)Networks in FinanceCollective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Collective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionFinancial Networks: Contagion, Commitment, and Private Sector Bailouts (2005)Financial Networks: Contagion…An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks (2004)An Equilibrium Model of Rare-…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…A Model of Financial Fragility (2001)A Model of Financial FragilitySystemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionBank Runs, Deposit Insurance, and Liquidity (2000)Bank Runs, Deposit Insurance,…Financial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Interbank lending and systemic risk (1996)Interbank lending and systemi…Interbank Lending and Systemic Risk (1996)Interbank Lending and Systemi…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…The impact of COVID-19 on bank stability: Do bank size and ownership matter? (2022)The impact of COVID-19 on ban…Bank lending during the COVID-19 pandemic: do alliances and digital strategies matter? (2022)Bank lending during the COVID…Macro determinants of shadow banking in Central and Eastern European countries (2019)Macro determinants of shadow …Jointly Optimal Regulation of Bank Capital and Liquidity (2016)Jointly Optimal Regulation of…Crisis Transmission in the Global Banking Network (2016)Crisis Transmission in the Gl…Complex Financial Networks and Systemic Risk: A Review (2015)Complex Financial Networks an…SHADOW BANKING AROUND THE GLOBE: HOW LARGE, AND HOW RISKY? (2014)SHADOW BANKING AROUND THE GLO…Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation (2013)Bank Liquidity Hoarding and t…Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation (2013)Bank Liquidity Hoarding and t…Knightian uncertainty and interbank lending (2012)Knightian uncertainty and int…A Network Analysis of Global Banking:1978-2009 (2011)A Network Analysis of Global …Sudden Financial Arrest (2010)Sudden Financial ArrestMacroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome (2010)Macroeconomics after the Cris…Illiquidity and All Its Friends (2010)Illiquidity and All Its Frien…The 'Surprising' Origin and Nature of Financial Crises: A Macroeconomic Policy Proposal (2009)The 'Surprising' Origin and N…Fire Sales in a Model of Complexity (2009)Fire Sales in a Model of Comp…Agency Costs, Net Worth, And Business Fluctuations (1988)Simulation methods to assess the danger of contagion in interbank markets (2010)Bank competition and financial stability in Asia Pacific (2013)Rethinking the financial network (2013)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Monopolistic Competition with Outside Goods (1979)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Contagion in financial networks (2010)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)The Strength of Weak Ties (1973)Getting a Job: A Study of Contacts and Careers. (1975)Does the Rolodex Matter? Corporate Elite's Small World and the Effectiveness of Boards of Directors (2011)A network analysis of global banking: 1978–2010 (2013)Measuring the systemic importance of interconnected banks (2013)Journal of monetary economics (1987)Maxmin expected utility with non-unique prior (1989)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Neglected risks, financial innovation, and financial fragility (2011)Contagion in Financial Networks (2016)Liquidity Shortages and Banking Crises (2002)Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)Network models and financial stability (2007)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Interbank Exposures: Quantifying the Risk of Contagion (2003)Understanding the Soft Budget Constraint (2003)Where the Risks Lie: A Survey on Systemic Risk (2015)Financial Networks and Contagion (2014)A Climate Stress-Test of the Financial System (2016)The Economics of Bank Regulation (1998)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2003)Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive (2010)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2000Financial Contagion3,393 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2000Bank Runs, Deposit Insurance, and Liquidity612 cited
  • 2008Networks in Finance426 cited
  • 2004An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks391 cited
  • 2005Financial Networks: Contagion, Commitment, and Private Sector Bailouts390 cited
  • 1996Interbank lending and systemic risk286 cited
  • 2001A Model of Financial Fragility203 cited
  • 2007Collective Risk Management in a Flight to Quality Episode196 cited
  • 2013Speculation and Risk Sharing with New Financial Assets*188 cited

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Cited by

  • 2010Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome78 cited
  • 2016Jointly Optimal Regulation of Bank Capital and Liquidity68 cited
  • 2009Fire Sales in a Model of Complexity67 cited
  • 2010Sudden Financial Arrest63 cited
  • 2009The 'Surprising' Origin and Nature of Financial Crises: A Macroeconomic Policy Proposal61 cited
  • 2015Complex Financial Networks and Systemic Risk: A Review58 cited
  • 2013Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation52 cited
  • 2011A Network Analysis of Global Banking:1978-200948 cited
  • 2013Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation44 cited
  • 2022The impact of COVID-19 on bank stability: Do bank size and ownership matter?43 cited
  • 2022Bank lending during the COVID-19 pandemic: do alliances and digital strategies matter?42 cited
  • 2010Illiquidity and All Its Friends41 cited
  • 2016Crisis Transmission in the Global Banking Network37 cited
  • 2019Macro determinants of shadow banking in Central and Eastern European countries37 cited
  • 2012Knightian uncertainty and interbank lending33 cited
  • 2014SHADOW BANKING AROUND THE GLOBE: HOW LARGE, AND HOW RISKY?32 cited