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Interbank Credit Lines as a Channel of Contagion
14 references·16 citing·34 second hop
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this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2000Financial Contagion3,393 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1994Bank contagion: A review of the theory and evidence405 cited
  • 2000Systemic risk: A survey375 cited
  • 2002Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?254 cited
  • 2001Systemic Risk: A Survey224 cited
  • 1998Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland218 cited

Cited by

  • 2012Interbank lending and the spread of bank failures: A network model of systemic risk164 cited

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2013
Contagion and risk-sharing on the inter-bank market
146 cited
  • 2014Structure of a Global Network of Financial Companies Based on Transfer Entropy139 cited
  • 2007Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets129 cited
  • 2009Assessing the Systemic Implications of Financial Linkages104 cited
  • 2009Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area98 cited
  • 2013Financial Contagion and Network Analysis96 cited
  • 2016Macroprudential policy: A review83 cited
  • 2009Financial Interlinkages and Risk of Contagion in the Finnish Interbank Market81 cited
  • 2010Cross‐Border Exposures and Financial Contagion75 cited
  • 2010Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks74 cited
  • 2013Stability in a Model of Interbank Lending74 cited
  • 2011Cross‐border financial surveillance: a network perspective67 cited
  • 2013Network Models and Systemic Risk Assessment64 cited
  • 2016A survey of network-based analysis and systemic risk measurement62 cited
  • 2010Cross-Border Financial Surveillance59 cited