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Foreshadowing LTCM : the crisis of 1763
12 references·1 citing·41 second hop
Foreshadowing LTCM : the crisis of 1763 (2001)Foreshadowing LTCM : the crisis of 1763Couriers Without Luggage: Negotiable Instruments and Digital Signatures (2022)Couriers Without Luggage: Neg…The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long‐Term Capital Management* (2006)The Costs and Benefits of Mor…Using copulae to bound the Value-at-Risk for functions of dependent risks (2003)Using copulae to bound the Va…U.S. Banks, Crises, and Bailouts: From Mexico to LTCM (2000)U.S. Banks, Crises, and Bailo…Risk management lessons from Long‐Term Capital Management (2000)Risk management lessons from …Crisis and Risk Management (2000)Crisis and Risk ManagementHedge Funds and the Collapse of Long-Term Capital Management (1999)Hedge Funds and the Collapse …Bills of Exchange and the Money Market to 1600 (1999)Bills of Exchange and the Mon…Systemic Aspects of Risk Management in Banking and Finance (1995)Systemic Aspects of Risk Mana…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…At Spes non Fracta (1974)At Spes non FractaA history of interest rates (1963)A history of interest ratesUnanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 (2003)Unanticipated Shocks and Syst…The Perspective of the World (1982)Levant Trade in the Later Middle Ages (1986)Money and its Use in Medieval Europe (1988)Corporate financing and investment decisions when firms have information that investors do not have (1984)The S&L Insurance Mess: How Did It Happen? (1990)Capital requirements and the behaviour of commercial banks (1992)An analysis of the causes of recent banking crises (2002)A framework for assessing financial stability? (2006)Financial Intermediation and the Post-Crisis Financial System (2010)Modelling of extremal events in insurance and finance (1994)An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Testing the Gaussian copula hypothesis for financial assets dependences (2003)The Advent of Copulas in Finance (2009)An Academic Response to Basel 3.5 (2014)On Persistence in Mutual Fund Performance (1997)Risk Taking by Mutual Funds as a Response to Incentives (1997)Restoring Banking Stability: Beyond Supervised Capital Requirements (1999)Anomalies: The Law of One Price in Financial Markets (2003)Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (2007)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)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)The Democratic Advantage: Institutional Foundations of Financial Power in International Competition (2003)Hamilton's Paradox: The Promise and Peril of Fiscal Federalism (2005)Before and Beyond Divergence (2011)Long-Term Capital Management and the sociology of arbitrage (2003)Supply chain risk management in financial crises—A multiple case-study approach (2011)The role of institutional investors in propagating the crisis of 2007–2008 (2011)Monetary, Credit and Banking Systems (1977)Bonds and Brands: Foundations of Sovereign Debt Markets, 1820–1830 (2009)Amsterdam and London as financial centers in the eighteenth century (2011)Banking System Stability: A Cross-Atlantic Perspective (2005)What factors drive systemic risk during international financial crises? (2014)Risky lending: Does bank corporate governance matter? (2017)Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (2000)Beyond Correlation: Extreme Co-Movements between Financial Assets (2002)Correlation Risk and Optimal Portfolio Choice (2010)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1963A history of interest rates619 cited
  • 2000Risk management lessons from Long‐Term Capital Management388 cited
  • 2003Using copulae to bound the Value-at-Risk for functions of dependent risks278 cited
  • 1999Hedge Funds and the Collapse of Long-Term Capital Management270 cited
  • 2000Crisis and Risk Management204 cited
  • 2000U.S. Banks, Crises, and Bailouts: From Mexico to LTCM137 cited
  • 1995Systemic Aspects of Risk Management in Banking and Finance117 cited
  • 1974At Spes non Fracta73 cited
  • 1999Bills of Exchange and the Money Market to 160065 cited
  • 2006The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long‐Term Capital Management*42 cited
  • 2022Couriers Without Luggage: Negotiable Instruments and Digital Signatures15 cited

Cited by

  • 2003Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 199819 cited

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