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Managing systemic risk in The Netherlands
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Managing systemic risk in The Netherlands (2015)Managing systemic risk in The NetherlandsMacroprudential capital requirements and systemic risk (2012)Macroprudential capital requi…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…Attributing Systemic Risk to Individual Institutions (2010)Attributing Systemic Risk to …Towards a Macroprudential Framework for Financial Supervision and Regulation? (2005)Towards a Macroprudential Fra…Towards a Macroprudential Framework for Financial Supervision and Regulation? (2003)Towards a Macroprudential Fra…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Value At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…A New Approach to Measuring Financial Contagion (2000)A New Approach to Measuring F…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…A value for n -person games (1988)A value for n -person gamesON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…17. A Value for n-Person Games (1953)17. A Value for n-Person GamesThe 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)Mathematical Methods and Theory in Games, Programming, and Economics. (1960)Foundations for Financial Economics. (1989)Interbank Lending and Systemic Risk (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Systemic Risk and Stability in Financial Networks (2015)A Climate Stress-Test of the Financial System (2016)Limited-dependent and qualitative variables in econometrics (1983)Extreme Correlation of International Equity Markets (2001)Asymmetric correlations of equity portfolios (2002)Market Integration and Contagion (2005)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Aggregate Confusion: The Divergence of ESG Ratings (2019)Financial Contagion (2000)A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Where the Risks Lie: A Survey on Systemic Risk (2015)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)Backtesting Value-at-Risk: A Duration-Based Approach (2004)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Machine Learning in Banking Risk Management: A Literature Review (2019)Cores of convex games (1971)Graphs and Cooperation in Games (1977)Property Rights and the Nature of the Firm (1990)The application of fuzzy integrals in multicriteria decision making (1996)k-order additive discrete fuzzy measures and their representation (1997)Decomposition procedures for distributional analysis: a unified framework based on the Shapley value (2012)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,052 cited
  • 195317. A Value for n-Person Games6,944 cited
  • 1988A value for n -person games4,956 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,494 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2003A New Approach to Measuring Financial Contagion1,030 cited
  • 2000A New Approach to Measuring Financial Contagion733 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2005Towards a Macroprudential Framework for Financial Supervision and Regulation?536 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 2003Towards a Macroprudential Framework for Financial Supervision and Regulation?358 cited
  • 2012A Survey of Systemic Risk Analytics331 cited
  • 2012Macroprudential capital requirements and systemic risk255 cited
  • 2010Attributing Systemic Risk to Individual Institutions

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