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Liquidity and financial contagion
2 references·16 citing·57 second hopsampled
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References

  • 2013Intermediary Asset Pricing1,401 cited
  • 2009Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure160 cited

Cited by

  • 2008Financial intermediary leverage and value at risk113 cited
  • 2010The Pricing of Government-Guaranteed Bank Bonds95 cited
  • 2015The Determinants of Bank Liquidity: Case of Tunisia88 cited
  • 2009Accounting for self interest in the credit crisis76 cited
  • 2010Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 200573 cited
  • 2014The dynamics of the leverage cycle66 cited
  • 2020Bank-Specific and Macroeconomic Determinants of Profitability: A Revisit of Pakistani Banking Sector under Dynamic Panel Data Approach65 cited
  • 2011Bank Failure, Mark-to-Market and the Financial Crisis62 cited
  • 2015Price Contagion through Balance Sheet Linkages57 cited
  • 2009Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk50 cited
  • 2017How does risk flow in the credit default swap market?50 cited
  • 2009Tumbling Tower of Babel: Subprime Securitization and the Credit Crisis48 cited
  • 2013Financial soundness indicators and financial crisis episodes

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46 cited
  • 2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction46 cited
  • 2010Financial contagion: A local correlation analysis43 cited
  • 2009Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure43 cited