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Interbank Exposures: Quantifying the Risk of Contagion
11 references·16 citing·42 second hop
Interbank Exposures: Quantifying the Risk of Contagion (1999)Interbank Exposures: Quantifying the Risk…The Microstructure of the Federal Funds Market (1999)The Microstructure of the Fed…Hedge Funds and the Collapse of Long-Term Capital Management (1999)Hedge Funds and the Collapse …Interbank lending and systemic risk (1996)Interbank lending and systemi…Interbank Lending and Systemic Risk (1996)Interbank Lending and Systemi…Contagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic (1994)Contagion and Bank Failures D…Bank contagion: A review of the theory and evidence (1994)Bank contagion: A review of t…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Distinguishing Panics and Inf…Contagion Effects of Bank Failures: Evidence from Capital Markets (1983)Contagion Effects of Bank Fai…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…A model of reserves, bank runs, and deposit insurance (1980)A model of reserves, bank run…FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems (2020)FinTech and the COVID-19 Pand…Transmission channels of systemic risk and contagion in the European financial network (2015)Transmission channels of syst…DebtRank: A Microscopic Foundation for Shock Propagation (2015)DebtRank: A Microscopic Found…Entangled Financial Systems (2013)Entangled Financial SystemsInterbank lending and the spread of bank failures: A network model of systemic risk (2012)Interbank lending and the spr…Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions (2012)Efficiency and Stability of a…Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk (2009)Liaisons Dangereuses: Increas…Network Models and Financial Stability (2008)Network Models and Financial …Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets (2007)Using Counterfactual Simulati…Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Stress-Testing Financial Syst…Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns (2007)Assessing Financial Contagion…Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionFinancial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…Banking System Stability: A Cross-Atlantic Perspective (2005)Banking System Stability: A C…Lender of Last Resort: A Review of the Literature (2002)Lender of Last Resort: A Revi…Banking and Currency Crisis and Systemic Risk: A Taxonomy and Review (2000)Banking and Currency Crisis a…A Monetary History of the United States, 1867-1960 (1964)The Pricing of Options and Corporate Liabilities (1973)Consequences of Bank Distress During the Great Depression (2003)Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks (2012)If the world fails to protect the economy, COVID-19 will damage health not just now but also in the future (2020)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Private and Social Value of Information and the Reward to Inventive Activity (1978)Optimal contracts and competitive markets with costly state verification (1979)Banking Panics, Information, and Rational Expectations Equilibrium (1988)Financial markets in development, and the development of financial markets (1997)Interbank Exposures: Quantifying the Risk of Contagion (2003)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Optimal Financial Crises (1998)Liquidity Shortages and Banking Crises (2002)A Macroprudential Approach to Financial Regulation (2011)BANKRUPTCY COSTS: SOME EVIDENCE (1977)A Theory of Auctions and Competitive Bidding (1982)Limited-dependent and qualitative variables in econometrics (1983)Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures (2007)Bank valuation and accounting discretion during a financial crisis (2012)Tender offers and stockholder returns (1977)Information Contagion and Bank Herding (2008)Interbank Contagion at Work: Evidence from a Natural Experiment (2010)Information Externalities along the Supply Chain: The Economic Determinants of Suppliers’ Stock Price Reaction to Their Customers’ Earnings Announcements* (2011)Financial Intermediation and Delegated Monitoring (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)The fiscal cost implications of an accommodating approach to banking crises (2002)Financial Intermediation (2003)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2003)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)Filling in the blanks: network structure and interbank contagion (2014)Trade Dynamics in the Market for Federal Funds (2015)Understanding the Soft Budget Constraint (2003)Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Where the Risks Lie: A Survey on Systemic Risk (2015)What Is Systemic Risk, and Do Bank Regulators Retard or Contribute to It? (2003)Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1980A model of reserves, bank runs, and deposit insurance1,069 cited
  • 1988Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications710 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1994Contagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic461 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 1994Bank contagion: A review of the theory and evidence405 cited
  • 1983Contagion Effects of Bank Failures: Evidence from Capital Markets325 cited
  • 1999The Microstructure of the Federal Funds Market312 cited
  • 1996Interbank lending and systemic risk286 cited
  • 1999Hedge Funds and the Collapse of Long-Term Capital Management270 cited

Cited by

  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2005Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion192 cited
  • 2008Network Models and Financial Stability178 cited
  • 2002Lender of Last Resort: A Review of the Literature177 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2013Entangled Financial Systems177 cited
  • 2012Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions177 cited
  • 2015Transmission channels of systemic risk and contagion in the European financial network171 cited
  • 2012Interbank lending and the spread of bank failures: A network model of systemic risk164 cited
  • 2009Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk159 cited
  • 2015DebtRank: A Microscopic Foundation for Shock Propagation149 cited
  • 2007Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns149 cited
  • 2005Banking System Stability: A Cross-Atlantic Perspective137 cited
  • 2007Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets129 cited
  • 2000Banking and Currency Crisis and Systemic Risk: A Taxonomy and Review127 cited
  • 2020FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems123 cited
  • 2005Liquidity Risk and Contagion111 cited