SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland
2 references·16 citing·38 second hop
Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland (1998)Interbank Lending and Systemic Risk: An E…Microeconomics of Banking (1997)Microeconomics of BankingContagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic (1994)Contagion and Bank Failures D…The formation of financial networks (2016)The formation of financial ne…Overlapping portfolios, contagion, and financial stability (2014)Overlapping portfolios, conta…Financial Contagion and Network Analysis (2013)Financial Contagion and Netwo…Interbank lending and the spread of bank failures: A network model of systemic risk (2012)Interbank lending and the spr…Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System (2012)Interbank Exposures: An Empir…Assessing the Systemic Implications of Financial Linkages (2009)Assessing the Systemic Implic…Network Models and Financial Stability (2008)Network Models and Financial …Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets (2007)Using Counterfactual Simulati…Liquidity Coinsurance, Moral Hazard, and Financial Contagion (2007)Liquidity Coinsurance, Moral …Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns (2007)Assessing Financial Contagion…Interbank Credit Lines as a Channel of Contagion (2006)Interbank Credit Lines as a C…Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (2006)Interbank Contagion in the Du…Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionFinancial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…A comparative analysis of macro stress-testing methodologies with application to Finland (2005)A comparative analysis of mac…Interbank Contagion in the Dutch Banking Sector (2004)Interbank Contagion in the Du…A Monetary History of the United States, 1867-1960 (1964)The Pricing of Options and Corporate Liabilities (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)Consequences of Bank Distress During the Great Depression (2003)Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks (2012)If the world fails to protect the economy, COVID-19 will damage health not just now but also in the future (2020)BANKING PANICS AND BUSINESS CYCLES * (1988)Financial Contagion (2000)Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (2002)Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions (2012)Early-warning signals of topological collapse in interbank networks (2013)Private and Public Supply of Liquidity (1998)Contagion and risk-sharing on the inter-bank market (2013)Structure of a Global Network of Financial Companies Based on Transfer Entropy (2014)Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Market Liquidity and Funding Liquidity (2008)DebtRank: A Microscopic Foundation for Shock Propagation (2015)Network models of financial systemic risk: a review (2017)Quantification of systemic risk from overlapping portfolios in the financial system (2020)Systemic Risk in Financial Systems (2001)Does deposit insurance increase banking system stability? An empirical investigation (2002)Global Financial Development Report 2013 (2012)Systemic risk on different interbank network topologies (2012)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Liquidity (Risk) Concepts: Definitions and Interactions (2009)Systemic Risk in Financial Networks: A Survey (2021)Liquidity Risk and Contagion (2005)Credit Cycles (1997)Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead (2016)Statistically validated network of portfolio overlaps and systemic risk (2016)Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network (2020)A Strategic Model of Social and Economic Networks (1996)Entangled Financial Systems (2013)Systemic Risk and Stability in Financial Networks (2013)Networks in Production: Asset Pricing Implications (2018)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Distance, Lending Relationships, and Competition (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)
this work references cited by second hop

References

  • 1997Microeconomics of Banking1,623 cited
  • 1994Contagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic461 cited

Cited by

  • 2007Liquidity Coinsurance, Moral Hazard, and Financial Contagion194 cited
  • 2005Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion192 cited
  • 2014Overlapping portfolios, contagion, and financial stability184 cited
  • 2016The formation of financial networks180 cited
  • 2006Interbank Credit Lines as a Channel of Contagion178 cited
  • 2008Network Models and Financial Stability178 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited
  • 2012Interbank lending and the spread of bank failures: A network model of systemic risk164 cited
  • 2007Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns149 cited
  • 2012Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System143 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 2007Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets129 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2005Liquidity Risk and Contagion111 cited
  • 2009Assessing the Systemic Implications of Financial Linkages104 cited
  • 2013Financial Contagion and Network Analysis96 cited
  • 2004Interbank Contagion in the Dutch Banking Sector93 cited