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Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks
16 references·7 citing·46 second hop
Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks (2010)Too Interconnected To Fail: Financial Con…A Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Does a Central Clearing Count…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …The fundamental principles of financial regulation (2009)The fundamental principles of…Network models and financial stability (2007)Network models and financial …Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Good and bad credit contagion…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…The Evolution of Social and Economic Networks (2002)The Evolution of Social and E…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…On crises, contagion, and confusion (2000)On crises, contagion, and con…Whom or What Does the Representative Individual Represent? (1992)Whom or What Does the Represe…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Expectations and the neutrality of money (1972)Expectations and the neutrali…A Treatise on Money (1971)A Treatise on MoneyThe Economics of Welfare (1933)The Economics of WelfarePrices and production (1931)Prices and productionAssessing Contagion Risks from the CDS Market (2020)Assessing Contagion Risks fro…Contagion in CDS, banking and equity markets (2015)Contagion in CDS, banking and…Complex Financial Networks and Systemic Risk: A Review (2015)Complex Financial Networks an…Systemic Risk in the Italian Banking Industry (2014)Systemic Risk in the Italian …Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach (2013)Systemic risk analytics: A da…Derivatives and credit contagion in interconnected networks (2012)Derivatives and credit contag…Ecology and economics (2011)Ecology and economicsMonopolistic Competition with Outside Goods (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)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)Hedge Funds and the Technology Bubble (2004)Market Liquidity and Funding Liquidity (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)A Macroprudential Approach to Financial Regulation (2011)The financial cycle and macroeconomics: What have we learnt? (2013)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Aggregate Demand Management in Search Equilibrium (1982)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Information, trade and common knowledge (1982)Nonparametric risk management and implied risk aversion (2000)Fiscal Decentralization and Economic Growth (2003)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)American Economic Review (2019)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)A Rational Expectations Model of Financial Contagion (2002)A New Approach to Measuring Financial Contagion (2003)Introduction: The International Diffusion of Liberalism (2006)Financial Contagion (2000)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)How likely is contagion in financial networks? (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)A Monetary History of the United States 1867-1960 (1964)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Regulation of Entry (2000)The Theory of Incentives: The Principal-Agent Model (2001)Bank regulation and supervision: what works best? (2003)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The use of technical analysis in the foreign exchange market (1992)Facts and Fantasies about Commodity Futures (2006)
this work references cited by second hop

References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1933The Economics of Welfare5,138 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1971A Treatise on Money1,728 cited
  • 1992Whom or What Does the Representative Individual Represent?1,596 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2007Network models and financial stability850 cited
  • 2002The Evolution of Social and Economic Networks807 cited
  • 1931Prices and production775 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
  • 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited

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Cited by

  • 2011Ecology and economics65 cited
  • 2015Complex Financial Networks and Systemic Risk: A Review58 cited
  • 2015Contagion in CDS, banking and equity markets38 cited
  • 2012Derivatives and credit contagion in interconnected networks37 cited
  • 2013Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach29 cited
  • 2020Assessing Contagion Risks from the CDS Market27 cited
  • 2014Systemic Risk in the Italian Banking Industry26 cited