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A Model of Financial Fragility
9 references·16 citing·40 second hop
A Model of Financial Fragility (2001)A Model of Financial FragilityFinancial Contagion (2000)Financial ContagionShort-Term Capital Flows (1999)Short-Term Capital FlowsInterbank Lending and Systemic Risk (1996)Interbank Lending and Systemi…Real and Pseudo-Financial Crises (1986)Real and Pseudo-Financial Cri…Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Do Sunspots Matter? (1983)Do Sunspots Matter?Sequential Equilibria (1982)Sequential EquilibriaThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…The Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …Intermediation and Voluntary Exposure to Counterparty Risk (2023)Intermediation and Voluntary …Network Contagion and Interbank Amplification during the Great Depression (2018)Network Contagion and Interba…Too interconnected to fail: a survey of the interbank networks literature (2015)Too interconnected to fail: a…Complex Financial Networks and Systemic Risk: A Review (2015)Complex Financial Networks an…2001): “Comparative financial systems: a survey (2015)2001): “Comparative financial…Intermediation and Voluntary Exposure to Counterparty Risk (2014)Intermediation and Voluntary …Financial Contagion and Network Analysis (2013)Financial Contagion and Netwo…Endogenous Banks' Networks, Cascades and Systemic Risk (2013)Endogenous Banks' Networks, C…Cross‐border financial surveillance: a network perspective (2011)Cross‐border financial survei…The Efficiency and Stability of Banks and Markets (2010)The Efficiency and Stability …Cross-Border Financial Surveillance (2010)Cross-Border Financial Survei…Systemic Risk and the Financial Crisis: A Primer (2009)Systemic Risk and the Financi…Fire Sales in a Model of Complexity (2009)Fire Sales in a Model of Comp…Financial Crises: Theory and Evidence (2009)Financial Crises: Theory and …Complexity and Financial Panics (2009)Complexity and Financial Pani…Credit constraints and international financial crises (2001)Credit constraints and intern…The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The Logic of Currency Crises (1994)Leading Indicators of Currency Crises (1998)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)International Financial Crises: Causes, Prevention, and Cures (2000)Capital Account Liberalization: What Do Cross-Country Studies Tell Us? (2001)The Social Cost of Foreign Exchange Reserves (2006)Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Shock Transmission Through Cross-Border Bank Lending: Credit and Real Effects (2019)Interbank connections, contagion and bank distress in the Great Depression✰ (2020)Nobel Lecture: Banking, Credit, and Economic Fluctuations (2023)Manias, Panics and Crashes (1978)The Central Role of Credit Crunches in Recent Financial History (1980)Measuring real economic effects of bailouts: historical perspectives on how countries in financial distress have fared with and without bailouts (2000)Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis (2004)Towards a measure of financial fragility (2006)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)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Risk as feelings. (2001)Asset Bubbles and Overlapping Generations (1985)On Endogenous Competitive Business Cycles (1986)Rationality of Self and Others in an Economic System (1986)Understanding the Soft Budget Constraint (2003)Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Where the Risks Lie: A Survey on Systemic Risk (2015)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Market Liquidity and Funding Liquidity (2008)An Evolutionary Approach to Norms (1986)Equilibrium Political Budget Cycles (1987)Domestic Political Audiences and the Escalation of International Disputes (1994)
this work references cited by second hop

References

  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 2000Financial Contagion3,393 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 1982Sequential Equilibria1,703 cited
  • 1983Do Sunspots Matter?1,017 cited
  • 1999Short-Term Capital Flows736 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1986Real and Pseudo-Financial Crises122 cited

Cited by

  • 2018Network Contagion and Interbank Amplification during the Great Depression97 cited
  • 2013Financial Contagion and Network Analysis96 cited
  • 2009Complexity and Financial Panics90 cited
  • 2009Systemic Risk and the Financial Crisis: A Primer89 cited
  • 20152001): “Comparative financial systems: a survey89 cited
  • 2015Too interconnected to fail: a survey of the interbank networks literature82 cited
  • 2001Credit constraints and international financial crises82 cited

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2010
The Efficiency and Stability of Banks and Markets
81 cited
  • 2014Intermediation and Voluntary Exposure to Counterparty Risk79 cited
  • 2023Intermediation and Voluntary Exposure to Counterparty Risk73 cited
  • 2011Cross‐border financial surveillance: a network perspective67 cited
  • 2009Fire Sales in a Model of Complexity67 cited
  • 2009Financial Crises: Theory and Evidence65 cited
  • 2013Endogenous Banks' Networks, Cascades and Systemic Risk62 cited
  • 2010Cross-Border Financial Surveillance59 cited
  • 2015Complex Financial Networks and Systemic Risk: A Review58 cited