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Systemic Risk in Banking Networks Without Monte Carlo Simulation
13 references·2 citing·35 second hop
Systemic Risk in Banking Networks Without Monte Carlo Simulation (2012)Systemic Risk in Banking Networks Without…Rethinking the financial network (2013)Rethinking the financial netw…Network Structure and Systemic Risk in Banking Systems (2013)Network Structure and Systemi…Systemic Risk in Banking (2012)Systemic Risk in BankingInternational Journal of Central Banking (2012)International Journal of Cent…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…Contagion in financial networks (2010)Contagion in financial networ…Systemic risk: the dynamics of model banking systems (2009)Systemic risk: the dynamics o…Network models and financial stability (2007)Network models and financial …Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionFinancial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Systemic risk and dynamics of contagion: a duplex inter-bank network (2017)Systemic risk and dynamics of…Counterparty Contagion in Context: Contributions to Systemic Risk (2013)Counterparty Contagion in Con…Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)Simulation methods to assess the danger of contagion in interbank markets (2010)Bank competition and financial stability in Asia Pacific (2013)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Existence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)Animal spirits: how human psychology drives the economy, and why it matters for global capitalism (2009)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)Systemic Risk and Stability in Financial Networks (2013)Government at a Glance 2023 (2023)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)How likely is contagion in financial networks? (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Complexity, concentration and contagion (2011)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Financial Networks and Contagion (2014)Real-Time Measurement of Business Conditions (2009)Fiscal Stimulus in a Monetary Union: Evidence from US Regions (2014)FRED-MD: A Monthly Database for Macroeconomic Research (2015)Contagion as a Wealth Effect (2001)A Rational Expectations Model of Financial Contagion (2002)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)How Do Banks Set Interest Rates? (2004)Risk Assessment for Banking Systems (2006)
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References

  • 2000Financial Contagion3,393 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2012International Journal of Central Banking1,258 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2010Contagion in financial networks1,143 cited
  • 2007Network models and financial stability850 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2013Rethinking the financial network576 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2009Systemic risk: the dynamics of model banking systems274 cited
  • 2012Systemic Risk in Banking45 cited

Cited by

  • 2013Counterparty Contagion in Context: Contributions to Systemic Risk35 cited
  • 2017Systemic risk and dynamics of contagion: a duplex inter-bank network27 cited

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