SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Robustness and Informativeness of Systemic Risk Measures
16 references·0 citing·51 second hopsampled
Robustness and Informativeness of Systemic Risk Measures (2013)Robustness and Informativeness of Systemi…Network Structure and Systemic Risk in Banking Systems (2013)Network Structure and Systemi…Short-term wholesale funding and systemic risk: A global CoVaR approach (2012)Short-term wholesale funding …Macroprudential capital requirements and systemic risk (2012)Macroprudential capital requi…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…CoVaR (2011)CoVaRA Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)Econometric Measures of Syste…Back to the basics in banking? A micro-analysis of banking system stability (2009)Back to the basics in banking…A framework for assessing the systemic risk of major financial institutions (2009)A framework for assessing the…Econometric issues in the analysis of contagion (2006)Econometric issues in the ana…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…A Primer on Financial Contagion (2003)A Primer on Financial Contagi…Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (2002)Estimating Bilateral Exposure…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…A Model of Balance-of-Payments Crises (1979)Foundations of International Macroeconomics (1997)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Empirical modelling of contagion: a review of methodologies (2005)Social Interactions in High School: Lessons from an Earthquake (2007)Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach (2013)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Modeling and Forecasting Realized Volatility (2003)How does competition affect bank systemic risk? (2013)Bank size, capital, and systemic risk: Some international evidence (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)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)Financial Contagion (2000)Power-Law Distributions in Empirical Data (2009)Default Cascades: When Does Risk Diversification Increase Stability? (2011)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)Failure and Rescue in an Interbank Network (2012)Power-law distributions in empirical data (2018)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Coherent Measures of Risk (1999)Dynamic Conditional Correlation (2002)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Systemic risk and the macroeconomy: An empirical evaluation (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)Nontraditional banking activities and bank failures during the financial crisis (2013)Why bank capital matters for monetary policy (2016)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Complexity, concentration and contagion (2011)The Use and Effectiveness of Macroprudential Policies (2015)Bank Runs, Deposit Insurance, and Liquidity (1983)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)How Do Banks Set Interest Rates? (2004)Risk Assessment for Banking Systems (2006)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Financial Network Systemic Risk Contributions (2014)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2003A Primer on Financial Contagion696 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2009Back to the basics in banking? A micro-analysis of banking system stability662 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2011CoVaR546 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2012A Survey of Systemic Risk Analytics331 cited
  • 2006Econometric issues in the analysis of contagion289 cited
  • 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors274 cited
  • 2012Macroprudential capital requirements and systemic risk255 cited
  • 2002Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?254 cited

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

  • 2012Short-term wholesale funding and systemic risk: A global CoVaR approach250 cited
  • Cited by

    No citing works inside the corpus for this window.