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Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
16 references·5 citing·36 second hop
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References

  • 2000Financial Contagion3,393 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2010Contagion in financial networks1,143 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2007Selection, Growth, and the Size Distribution of Firms820 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2013Rethinking the financial network576 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns

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573 cited

Cited by

  • 2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach42 cited
  • 2015Leveraging the Network: A Stress-Test Framework Based on DebtRank42 cited
  • 2016Entangling Credit and Funding Shocks in Interbank Markets31 cited
  • 2015Network topology and interbank credit risk29 cited
  • 2016Market procyclicality and systemic risk28 cited