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Information Contagion and Inter-Bank Correlation in a Theory Of Systemic Risk
16 references·1 citing·42 second hop
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this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1997Credit Cycles5,254 cited
  • 2000Financial Contagion3,393 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 1996Rational herding in financial economics1,272 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 1988BANKING PANICS AND BUSINESS CYCLES *915 cited
  • 2002Liquidity Shortages and Banking Crises877 cited
  • 1994Why Bank Credit Policies Fluctuate: A Theory and Some Evidence807 cited
  • 1988Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications710 cited
  • 1988Banking Panics, Information, and Rational Expectations Equilibrium708 cited
  • 2000Equity, Bonds, and Bank Debt: Capital Structure and Financial Market Equilibrium under Asymmetric Information677 cited

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1996
Interbank Lending and Systemic Risk
662 cited

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  • 2017Systemic risk and dynamics of contagion: a duplex inter-bank network27 cited