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Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics
16 references·16 citing·39 second hopsampled
Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics (2004)Financial Contagion through Capital Conne…Global Games: Theory and Applications (2010)Global Games: Theory and Appl…Empirical modelling of contagion: a review of methodologies (2005)Empirical modelling of contag…Demand–Deposit Contracts and the Probability of Bank Runs (2005)Demand–Deposit Contracts and …Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? (2004)Coordination Failures and the…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectSystemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionFinancial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Interbank Lending and Systemic Risk (1996)Interbank Lending and Systemi…Global Games and Equilibrium Selection (1993)Global Games and Equilibrium …The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…The Origins of Banking Panics: Models, Facts, and Bank Regulation (1991)The Origins of Banking Panics…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…History of crises under the national banking system (1968)History of crises under the n…Comparing COVID-19 with the GFC: A shockwave analysis of currency markets (2020)Comparing COVID-19 with the G…Central bank digital currency: Central banking for all? (2020)Central bank digital currency…The formation of financial networks (2016)The formation of financial ne…Transparency in the Financial System: Rollover Risk and Crises (2015)Transparency in the Financial…Transmission channels of systemic risk and contagion in the European financial network (2015)Transmission channels of syst…Systemic Risk and Stability in Financial Networks (2013)Systemic Risk and Stability i…Entangled Financial Systems (2013)Entangled Financial SystemsAre Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions (2012)Are Banks Too Big to Fail? Me…The fragile capital structure of hedge funds and the limits to arbitrage (2011)The fragile capital structure…Cross-Border Banking in Europe: Implications for Financial Stability and Macroeconomic Policies (2011)Cross-Border Banking in Europ…Interbank Contagion at Work: Evidence from a Natural Experiment (2010)Interbank Contagion at Work: …Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions (2010)Are Banks Too Big To Fail? Me…Financial Crises: Theory and Evidence (2009)Financial Crises: Theory and …Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (2006)Interbank Contagion in the Du…Coordination and delay in global games (2006)Coordination and delay in glo…Contagion of self-fulfilling financial crises due to diversification of investment portfolios (2004)Contagion of self-fulfilling …The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Financial Intermediation and Delegated Monitoring (1984)A Theory of Bank Capital (2000)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)How does capital affect bank performance during financial crises? (2013)Monopolistic Competition with Outside Goods (1979)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Contagion in financial networks (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)A New Approach to Measuring Financial Contagion (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)A General Theory of Equilibrium Selection in Games (1988)Bubbles and Crashes (2003)The Stag Hunt and the Evolution of Social Structure (2003)The Politics of Authoritarian Rule (2012)A Simple Model of Herd Behavior (1992)A Course in Game Theory (1994)The Foundations of Limited Authoritarian Government: Institutions, Commitment, and Power-Sharing in Dictatorships (2013)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Manias, Panics, and Crashes: A History of Financial Crises (1979)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Collective Risk Management in a Flight to Quality Episode (2007)Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)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)Can environmental innovation facilitate carbon emissions reduction? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2000Financial Contagion3,393 cited
  • 1993Global Games and Equilibrium Selection1,547 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2010Global Games: Theory and Applications929 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 2004Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All?818 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 1991The Origins of Banking Panics: Models, Facts, and Bank Regulation589 cited
  • 2005Empirical modelling of contagion: a review of methodologies549 cited
  • 1968History of crises under the national banking system

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329 cited

Cited by

  • 2020Central bank digital currency: Central banking for all?278 cited
  • 2009Financial Crises: Theory and Evidence262 cited
  • 2004Contagion of self-fulfilling financial crises due to diversification of investment portfolios260 cited
  • 2010Interbank Contagion at Work: Evidence from a Natural Experiment248 cited
  • 2011Cross-Border Banking in Europe: Implications for Financial Stability and Macroeconomic Policies202 cited
  • 2016The formation of financial networks180 cited
  • 2013Entangled Financial Systems177 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited
  • 2015Transmission channels of systemic risk and contagion in the European financial network171 cited
  • 2010Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions166 cited
  • 2015Transparency in the Financial System: Rollover Risk and Crises162 cited
  • 2013Systemic Risk and Stability in Financial Networks157 cited
  • 2006Coordination and delay in global games134 cited
  • 2011The fragile capital structure of hedge funds and the limits to arbitrage110 cited
  • 2012Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions102 cited
  • 2020Comparing COVID-19 with the GFC: A shockwave analysis of currency markets100 cited