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Hubs and resilience: towards more realistic models of the interbank markets
14 references·1 citing·38 second hop
Hubs and resilience: towards more realistic models of the interbank markets (2013)Hubs and resilience: towards more realist…Contagion in the interbank market and its determinants (2013)Contagion in the interbank ma…Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…Ecology and economics (2011)Ecology and economicsComplexity, concentration and contagion (2011)Complexity, concentration and…The Transaction Network in Japan fs Interbank Money Markets (2010)The Transaction Network in Ja…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Contagion in financial networks (2010)Contagion in financial networ…Systemic risk: the dynamics of model banking systems (2009)Systemic risk: the dynamics o…Lending relationships in the interbank market (2008)Lending relationships in the …Network models and financial stability (2007)Network models and financial …Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns (2007)Assessing Financial Contagion…A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Financial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Asset diversification and systemic risk in the financial system (2017)Asset diversification and sys…Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)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)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Economic Crisis is a Crisis for Economic Theory (2010)An analysis of the literature on systemic financial risk: A survey (2016)Syndication, interconnectedness, and systemic risk (2017)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Network of Global Corporate Control (2011)Strategic and operational management of organizational resilience: Current state of research and future directions (2015)Credit Rationing in Markets with Imperfect Information (1981)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)How likely is contagion in financial networks? (2014)Stability analysis of financial contagion due to overlapping portfolios (2014)Contagion in Financial Networks (2016)Input-output analysis foundations and extensions (2009)Network Structure and Systemic Risk in Banking Systems (2013)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)A Course in Game Theory (1994)Relationship Lending and Lines of Credit in Small Firm Finance (1995)Episodic Liquidity Crises: Cooperative and Predatory Trading (2007)Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2014)Does deposit insurance increase banking system stability? An empirical investigation (2002)Where the Risks Lie: A Survey on Systemic Risk (2015)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk in Financial Systems (2001)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Interbank Exposures: Quantifying the Risk of Contagion (2003)A network analysis of global banking: 1978–2010 (2013)The effect of the interbank network structure on contagion and common shocks (2013)How Do Banks Set Interest Rates? (2004)Risk Assessment for Banking Systems (2006)
this work references cited by second hop

References

  • 2010Contagion in financial networks1,143 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2008Lending relationships in the interbank market429 cited
  • 2009Systemic risk: the dynamics of model banking systems274 cited
  • 2007Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns149 cited
  • 2011Ecology and economics65 cited
  • 2013Contagion in the interbank market and its determinants58 cited
  • 2010The Transaction Network in Japan fs Interbank Money Markets26 cited

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  • 2017Asset diversification and systemic risk in the financial system22 cited

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