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International Contagion Through Leveraged Financial Institutions
16 references·7 citing·54 second hopsampled
International Contagion Through Leveraged Financial Institutions (2011)International Contagion Through Leveraged…Intermediary Asset Pricing (2013)Intermediary Asset PricingGravity in International Finance (2012)Gravity in International Fina…Global banks and crisis transmission (2012)Global banks and crisis trans…The great retrenchment: international capital flows during the global financial crisis (2011)The great retrenchment: inter…Do credit shocks matter? A global perspective (2011)Do credit shocks matter? A gl…A Model of Capital and Crises (2011)A Model of Capital and CrisesGlobal banking and international business cycles (2010)Global banking and internatio…CROSS-COUNTRY CAUSES AND CONSEQUENCES OF THE 2008 CRISIS: INTERNATIONAL LINKAGES AND AMERICAN EXPOSURE (2010)CROSS-COUNTRY CAUSES AND CONS…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Home bias in global bond and equity markets: The role of real exchange rate volatility (2007)Home bias in global bond and …Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Convergence trading with wealth effects: an amplification mechanism in financial markets (2001)Convergence trading with weal…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectFinancial Contagion (2000)Financial ContagionThe equity premium: A puzzle (1985)The equity premium: A puzzleBig Banks and Macroeconomic Outcomes: Theory and Cross‐Country Evidence of Granularity (2018)Big Banks and Macroeconomic O…Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises (2017)Foreign Booms, Domestic Busts…The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence? (2015)The role of U.S. subprime mor…The Great Recession: A Self-Fulfilling Global Panic (2013)The Great Recession: A Self-F…Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model (2013)Global Banks, Financial Shock…Sudden spikes in global risk (2012)Sudden spikes in global riskGlobal Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model (2012)Global Banks, Financial Shock…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)A New Approach to Measuring Financial Contagion (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)A New Database on Financial Development and Structure (1999)A New Database on the Structure and Development of the Financial Sector (2000)A New Measure of Financial Openness (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Gross capital flows: Dynamics and crises (2013)Capital flows to emerging market economies: A brave new world? 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(2017)The Dollar, Bank Leverage, and Deviations from Covered Interest Parity (2019)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Systemic Risk and Stability in Financial Networks (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000Financial Contagion3,393 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 2011The great retrenchment: international capital flows during the global financial crisis700 cited
  • 2011A Model of Capital and Crises499 cited
  • 2007Home bias in global bond and equity markets: The role of real exchange rate volatility333 cited
  • 2012Global banks and crisis transmission313 cited
  • 2001Convergence trading with wealth effects: an amplification mechanism in financial markets282 cited
  • 2010Global banking and international business cycles251 cited
  • 2011Do credit shocks matter? A global perspective218 cited
  • 2012Gravity in International Finance209 cited
  • 2010CROSS-COUNTRY CAUSES AND CONSEQUENCES OF THE 2008 CRISIS: INTERNATIONAL LINKAGES AND AMERICAN EXPOSURE

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190 cited

Cited by

  • 2012Sudden spikes in global risk41 cited
  • 2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises39 cited
  • 2013The Great Recession: A Self-Fulfilling Global Panic37 cited
  • 2018Big Banks and Macroeconomic Outcomes: Theory and Cross‐Country Evidence of Granularity37 cited
  • 2012Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model35 cited
  • 2015The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?35 cited
  • 2013Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model24 cited