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Filling in the blanks: network structure and interbank contagion
16 references·16 citing·41 second hopsampled
Filling in the blanks: network structure and interbank contagion (2014)Filling in the blanks: network structure …Interbank tiering and money center banks (2014)Interbank tiering and money c…Twenty-Five Years of Hub Location Research (2012)Twenty-Five Years of Hub Loca…‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)‘Too interconnected to fail’ …Complexity, concentration and contagion (2011)Complexity, concentration and…The Role of Intermediaries in Facilitating Trade (2010)The Role of Intermediaries in…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Lending relationships in the interbank market (2008)Lending relationships in the …Estimating Trade Flows: Trading Partners and Trading Volumes * (2008)Estimating Trade Flows: Tradi…Network models and financial stability (2007)Network models and financial …A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…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…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Financial Contagion (2000)Financial ContagionThe Microstructure of the Federal Funds Market (1999)The Microstructure of the Fed…Climate risk and financial systems: A nonlinear network connectedness analysis (2023)Climate risk and financial sy…Multilayer financial networks and systemic importance: Evidence from China (2021)Multilayer financial networks…Network valuation in financial systems (2020)Network valuation in financia…Networks and systemic risk in the financial system (2019)Networks and systemic risk in…Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications (2018)Financial networks and stress…Critical success factors of TQM, Six Sigma, Lean and Lean Six Sigma (2018)Critical success factors of T…Bank networks: Contagion, systemic risk and prudential policy (2017)Bank networks: Contagion, sys…Leveraging the network: A stress-test framework based on DebtRank (2016)Leveraging the network: A str…Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks (2016)Interbank Contagion: An Agent…Inhomogeneous Financial Networks and Contagious Links (2016)Inhomogeneous Financial Netwo…A survey of network-based analysis and systemic risk measurement (2016)A survey of network-based ana…A Bayesian Methodology for Systemic Risk Assessment in Financial Networks (2016)A Bayesian Methodology for Sy…Too interconnected to fail: a survey of the interbank networks literature (2015)Too interconnected to fail: a…Interconnectedness of the Banking Sector as a Vulnerability to Crises (2015)Interconnectedness of the Ban…Assessing systemic risk using interbank exposures in the global banking system (2015)Assessing systemic risk using…Emergence of a core-periphery structure in a simple dynamic model of the interbank market (2014)Emergence of a core-periphery…Maxmin expected utility with non-unique prior (1989)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Implications of rational inattention (2003)Robust Dynamic Programming (2005)Information Immobility and the Home Bias Puzzle (2009)Financial Dependence and Growth (1996)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2003)Multiple-Product Firms and Product Switching (2010)The Network Structure of International Trade (2014)Domestic Value Added in Exports: Theory and Firm Evidence from China (2016)Credit Rationing in Markets with Imperfect Information (1981)Market Liquidity and Funding Liquidity (2008)How likely is contagion in financial networks? (2014)Stability analysis of financial contagion due to overlapping portfolios (2014)Contagion in Financial Networks (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)Input-output analysis foundations and extensions (2009)Network Structure and Systemic Risk in Banking Systems (2013)Econometric Analysis of Cross Section and Panel Data (2001)The Economic Consequences of Legal Origins (2008)New Trade Models, Same Old Gains? (2012)Gravity Equations: Workhorse,Toolkit, and Cookbook (2014)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Where the Risks Lie: A Survey on Systemic Risk (2015)Financial Intermediation and Delegated Monitoring (1984)Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2014)Pathways towards instability in financial networks (2017)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)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)Contagion in financial networks (2010)Financial Networks and Contagion (2014)A Climate Stress-Test of the Financial System (2016)
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References

  • 2000Financial Contagion3,393 cited
  • 2008Estimating Trade Flows: Trading Partners and Trading Volumes *2,432 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2010The Role of Intermediaries in Facilitating Trade722 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2012Twenty-Five Years of Hub Location Research530 cited
  • 2008Lending relationships in the interbank market429 cited
  • 1999The Microstructure of the Federal Funds Market312 cited
  • 2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk

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309 cited

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  • 2018Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications141 cited
  • 2018Critical success factors of TQM, Six Sigma, Lean and Lean Six Sigma119 cited
  • 2020Network valuation in financial systems99 cited
  • 2017Bank networks: Contagion, systemic risk and prudential policy91 cited
  • 2016Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks89 cited
  • 2021Multilayer financial networks and systemic importance: Evidence from China85 cited
  • 2023Climate risk and financial systems: A nonlinear network connectedness analysis84 cited
  • 2015Too interconnected to fail: a survey of the interbank networks literature82 cited
  • 2016Leveraging the network: A stress-test framework based on DebtRank81 cited
  • 2014Emergence of a core-periphery structure in a simple dynamic model of the interbank market80 cited
  • 2015Assessing systemic risk using interbank exposures in the global banking system74 cited
  • 2016A survey of network-based analysis and systemic risk measurement62 cited
  • 2019Networks and systemic risk in the financial system61 cited
  • 2016Inhomogeneous Financial Networks and Contagious Links58 cited
  • 2015Interconnectedness of the Banking Sector as a Vulnerability to Crises58 cited