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Credit Risk Transfer and Contagion
15 references·12 citing·50 second hop
Credit Risk Transfer and Contagion (2005)Credit Risk Transfer and ContagionThe liquidity of bank assets and banking stability (2006)The liquidity of bank assets …Credit risk transfer and financial sector stability (2006)Credit risk transfer and fina…From Cash-in-the-Market Pricing to Financial Fragility (2005)From Cash-in-the-Market Prici…Credit Derivatives, Disintermediation, and Investment Decisions (2005)Credit Derivatives, Disinterm…Financial Intermediaries and Markets (2004)Financial Intermediaries and …Financial Fragility, Liquidity, and Asset Prices (2004)Financial Fragility, Liquidit…Credit derivatives in banking: Useful tools for managing risk? (2001)Credit derivatives in banking…Comparing financial systems (2001)Comparing financial systemsOptimal currency crises (2000)Optimal currency crisesFinancial Contagion (2000)Financial ContagionOptimal Financial Crises (1998)Optimal Financial CrisesCredit Derivatives in Banking: Useful Tools for Managing Risk? (1997)Credit Derivatives in Banking…Welfare Effects of Financial Innovation in Incomplete Markets Economies with Several Consumption Goods (1995)Welfare Effects of Financial …Pareto Inferior Trade (1984)Pareto Inferior TradeOn the optimality of equilibrium when the market structure is incomplete (1975)On the optimality of equilibr…Promise (Un)kept? Fintech and Financial Inclusion (2024)Promise (Un)kept? Fintech and…Financial Integration and Liquidity Crises (2017)Financial Integration and Liq…Securitization and lending standards: Evidence from the European wholesale loan market (2016)Securitization and lending st…The Roles of Banks in Financial Systems (2015)The Roles of Banks in Financi…Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk (2012)Does the Tail Wag the Dog? Th…An empirical analysis of the impact of the credit default swap index market on large complex financial institutions (2012)An empirical analysis of the …A taxonomy of the 'dark side' of financial innovation: the cases of high frequency trading and exchange traded funds (2012)A taxonomy of the 'dark side'…Risk-Taking by Banks: What Did We Know and When Did We Know It? (2011)Risk-Taking by Banks: What Di…Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives and Margins (2010)Risk-Sharing or Risk-Taking? …Crisis Resolution and Bank Liquidity (2009)Crisis Resolution and Bank Li…An Introduction to Financial Crises (2007)An Introduction to Financial …Credit Protection and Lending Relationships (2004)Credit Protection and Lending…Increases in risk and in risk aversion (1974)A Theory of International Trade Under Uncertainty (1978)The theory of commodity price stabilization (1981)Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable (2010)Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks (2012)Artificial Intelligence and Its Implications for Income Distribution and Unemployment (2017)Credit Rationing in Markets with Imperfect Information (1981)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Relationship Lending and Lines of Credit in Small Firm Finance (1995)Moral hazard and adverse selection in the originate-to-distribute model of bank credit (2009)Laying off credit risk: Loan sales versus credit default swaps (2012)Counterparty risk externality: Centralized versus over-the-counter markets (2013)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)General competitive analysis (1971)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY (1978)Modern Economic Theory and Development (1999)A Theory of Macroprudential Policies in the Presence of Nominal Rigidities (2016)Manias, Panics, and Crashes: A History of Financial Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)Liquidity Shortages and Banking Crises (2002)Market Liquidity and Funding Liquidity (2005)Network models and financial stability (2007)Corporate financing and investment decisions when firms have information that investors do not have (1984)A General Theory of Equilibrium Selection in Games (1988)Learning, Mutation, and Long Run Equilibria in Games (1993)Bank regulation, property prices and early warning systems for banking crises in OECD countries (2010)The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region (2017)Liquidity risk, credit risk and stability in Islamic and conventional banks (2018)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Why do (or did?) banks securitize their loans? Evidence from Italy (2010)Housing Price Booms and Crowding-Out Effects in Bank Lending (2018)Credit default swaps and corporate innovation (2019)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)Competition and Financial Stability (2004)Bank concentration, competition, and crises: First results (2005)The Economic Consequences of Legal Origins (2008)Liquidity and Asset Prices (2006)Inefficient Credit Booms (2008)Complexity, concentration and contagion (2011)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Collateral Crises (2014)An Overview of China's Financial System (2017)
this work references cited by second hop

References

  • 2000Financial Contagion3,393 cited
  • 2001Comparing financial systems1,585 cited
  • 1998Optimal Financial Crises1,016 cited
  • 2004Financial Intermediaries and Markets759 cited
  • 1975On the optimality of equilibrium when the market structure is incomplete746 cited
  • 1984Pareto Inferior Trade423 cited
  • 2004Financial Fragility, Liquidity, and Asset Prices352 cited
  • 2006The liquidity of bank assets and banking stability324 cited
  • 2005Credit Derivatives, Disintermediation, and Investment Decisions288 cited
  • 2001Credit derivatives in banking: Useful tools for managing risk?207 cited
  • 2005From Cash-in-the-Market Pricing to Financial Fragility160 cited
  • 1995Welfare Effects of Financial Innovation in Incomplete Markets Economies with Several Consumption Goods150 cited
  • 1997Credit Derivatives in Banking: Useful Tools for Managing Risk?122 cited
  • 2006Credit risk transfer and financial sector stability117 cited
  • 2000Optimal currency crises87 cited

Cited by

  • 2011Risk-Taking by Banks: What Did We Know and When Did We Know It?

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59 cited
  • 2012A taxonomy of the 'dark side' of financial innovation: the cases of high frequency trading and exchange traded funds47 cited
  • 2016Securitization and lending standards: Evidence from the European wholesale loan market47 cited
  • 2004Credit Protection and Lending Relationships46 cited
  • 2007An Introduction to Financial Crises42 cited
  • 2010Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives and Margins40 cited
  • 2015The Roles of Banks in Financial Systems39 cited
  • 2012Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk31 cited
  • 2012An empirical analysis of the impact of the credit default swap index market on large complex financial institutions28 cited
  • 2017Financial Integration and Liquidity Crises28 cited
  • 2009Crisis Resolution and Bank Liquidity28 cited
  • 2024Promise (Un)kept? Fintech and Financial Inclusion26 cited