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Systemic Loss: A Measure of Financial Stability (in English)
16 references·0 citing·51 second hop
Systemic Loss: A Measure of Financial Stability (in English) (2007)Systemic Loss: A Measure of Financial Sta…Distance-to-Default in Banking: A Bridge Too Far? 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A horse race between different indicators (2002)How good is the market at ass…Can the stock market tell bank supervisors anything they don't already know? (2001)Can the stock market tell ban…Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When? (2000)Comparing Market and Supervis…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…The Default Premium and Corporate Bond Experience (1987)The Default Premium and Corpo…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The separation of ownership and control in East Asian Corporations (2000)Estimating systemic risk in the international financial system (2007)Determinants of Bank Distress in Europe: Evidence from a New Data Set (2011)A simple indicator of systemic risk (2012)BANKRUPTCY COSTS: SOME EVIDENCE (1977)A Theory of Auctions and Competitive Bidding (1982)Limited-dependent and qualitative variables in econometrics (1983)Bank contagion: A review of the theory and evidence (1994)Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures (2007)Bank valuation and accounting discretion during a financial crisis (2012)The Ownership of Enterprise (2000)Governance Matters IV : Governance Indicators For 1996-2004 (2005)The Theory of Bank Risk Taking and Competition Revisited (2005)Why are Canadian Banks More Resilient? 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(2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Law and Finance (1998)Government Ownership of Banks (2002)Do Institutions Cause Growth? (2004)Banking supervision and nonperforming loans: a cross‐country analysis (2009)Banking risk and regulation: Does one size fit all? (2011)Bank liquidity creation following regulatory interventions and capital support (2016)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Econometric Analysis of Cross Section and Panel Data (2001)Competition, Risk-shifting, and Public Bail-out Policies (2010)Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads (2012)The Impact of Public Guarantees on Bank Risk-Taking: Evidence from a Natural Experiment (2013)The Faces of “Market Discipline” (2001)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 2006Equity and Bond Market Signals as Leading Indicators of Bank Fragility365 cited
  • 2000Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?358 cited
  • 2008Banking on the principles: Compliance with Basel Core Principles and bank soundness333 cited
  • 2007Cooperative Banks and Financial Stability248 cited
  • 2002How good is the market at assessing bank fragility? A horse race between different indicators172 cited
  • 1987The Default Premium and Corporate Bond Experience113 cited
  • 2006A New Risk Indicator and Stress Testing Tool86 cited
  • 2015Distance-to-Default in Banking: A Bridge Too Far?77 cited
  • 2001Can the stock market tell bank supervisors anything they don't already know?61 cited
  • 2008On measuring concentration in banking systems56 cited
  • 2007An Option-Based Approach to Bank Vulnerabilities in Emerging Markets56 cited
  • 2004The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-Wide Risk Transfer

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52 cited
  • 2005The End: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability41 cited
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