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Risk and liquidity in a system context
16 references·16 citing·46 second hopsampled
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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2008Liquidity and leverage2,557 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1990Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities1,810 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations1,334 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2002Liquidity Shortages and Banking Crises877 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2006Liquidity and Asset Prices

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821 cited

Cited by

  • 2020Asset Price Bubbles and Systemic Risk159 cited
  • 2009Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk159 cited
  • 2013Systemic Risk and Stability in Financial Networks157 cited
  • 2013Leveraged network-based financial accelerator138 cited
  • 2010Global Governance and Systemic Risk in the 21st Century: Lessons from the Financial Crisis132 cited
  • 2010Contagion, Liberalization, and the Optimal Structure of Globalization130 cited
  • 2016Contagion in Financial Networks: A Threat Index105 cited
  • 2013Bank procyclicality and output: Issues and policies104 cited
  • 2014Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets96 cited
  • 2017Decentralized Clearing in Financial Networks93 cited
  • 2014Intermediation and Voluntary Exposure to Counterparty Risk79 cited
  • 2021Macroprudential Regulation and Systemic Capital Requirements77 cited
  • 2010Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 200573 cited
  • 2021Non-bank financial intermediaries and financial stability62 cited
  • 2009A New Approach to Assessing Risks to Financial Stability54 cited
  • 2007Hedge Funds, Financial Intermediation, and Systemic Risk52 cited