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Systemic Risk Monitoring and Financial Stability
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Systemic Risk Monitoring and Financial Stability (2013)Systemic Risk Monitoring and Financial St…Macroprudential Regulation and Systemic Capital Requirements (2021)Macroprudential Regulation an…Securitization without risk transfer (2012)Securitization without risk t…Getting Up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide (2012)Getting Up to Speed on the Fi…Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide (2012)Getting up to Speed on the Fi…The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market (2011)The Evolution of a Financial …Securitized banking and the run on repo (2011)Securitized banking and the r…Mapping Systemic Risk in the International Banking Network (2011)Mapping Systemic Risk in the …CoVaR (2011)CoVaRMeasuring Systemic Risk (2010)Measuring Systemic RiskA Tax on Systemic Risk (2010)A Tax on Systemic RiskDeciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis (2009)Assessing the Systemic Risk o…Liquidity and leverage (2008)Liquidity and leverageRisk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Bank lending during the financial crisis of 2008 (2009)The real effects of financial constraints: Evidence from a financial crisis (2010)Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007–2009 Crisis (2013)Sizing Up Repo (2014)Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)From Financial Crash to Debt Crisis (2011)Financial Contagion and Network Analysis (2013)International diversification and risk of multinational banks: Evidence from the pre-crisis period (2014)The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review (2020)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Market Liquidity and Funding Liquidity (2008)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)A comparative analysis of current credit risk models (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk in Financial Systems (2001)Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Simulation methods to assess the danger of contagion in interbank markets (2010)How likely is contagion in financial networks? (2014)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Dynamic Conditional Correlation (2002)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful (2012)Measuring and testing for the systemically important financial institutions (2013)Macroprudential policy: A review (2016)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Financial Intermediation and Delegated Monitoring (1984)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)A Crisis of Banks as Liquidity Providers (2014)The “greatest” carry trade ever? Understanding eurozone bank risks (2014)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Financial Network Systemic Risk Contributions (2014)Systemic risk and the macroeconomy: An empirical evaluation (2016)The Determinants of Credit Spread Changes (2001)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Cross-Border Banking and Global Liquidity (2014)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Bubbles, Financial Crises, and Systemic Risk (2013)
this work references cited by second hop

References

  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2008Liquidity and leverage2,557 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2012Securitization without risk transfer922 cited
  • 2006Risk Assessment for Banking Systems636 cited
  • 2011CoVaR546 cited
  • 2010Measuring Systemic Risk432 cited
  • 2011The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market413 cited
  • 2009Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis124 cited
  • 2012Getting Up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide112 cited
  • 2010A Tax on Systemic Risk94 cited
  • 2011Mapping Systemic Risk in the International Banking Network81 cited
  • 2021Macroprudential Regulation and Systemic Capital Requirements77 cited
  • 2012Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide74 cited

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