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What Factors Drive Systemic Risk during International Financial Crises?
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What Factors Drive Systemic Risk during International Financial Crises? (2013)What Factors Drive Systemic Risk during I…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)The Credit Crisis Around the …Securitized banking and the run on repo (2011)Securitized banking and the r…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…The law and economics of self-dealing (2008)The law and economics of self…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…Bank concentration, competition, and crises: First results (2005)Bank concentration, competiti…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…Financial Contagion (2000)Financial ContagionAn Introduction to Copulas (1999)An Introduction to CopulasMicroeconomics of Banking (1997)Microeconomics of BankingLaw and Finance (1996)Law and FinanceThe Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Selecting and estimating regular vine copulae and application to financial returns (2012)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Theory of Bank Risk Taking and Competition Revisited (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Investor protection and corporate governance (2000)The separation of ownership and control in East Asian Corporations (2000)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Firms, Contracts, and Financial Structure (1995)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Consequences of Legal Origins (2008)Women on Boards and Firm Financial Performance: A Meta-Analysis (2014)Do institutional investors drive corporate social responsibility? International evidence (2018)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)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)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Extreme Correlation of International Equity Markets (2001)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)
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References

  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 1999An Introduction to Copulas7,743 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2008The law and economics of self-dealing3,514 cited
  • 2000Financial Contagion3,393 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1996Law and Finance2,451 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 1997Microeconomics of Banking1,623 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?1,425 cited
  • 2005

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Bank concentration, competition, and crises: First results
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