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The Risks of Financial Institutions
16 references·16 citing·50 second hopsampled
The Risks of Financial Institutions (2005)The Risks of Financial InstitutionsIs There a Diversification Discount in Financial Conglomerates? (2005)Is There a Diversification Di…Liquidity Black Holes (2004)Liquidity Black HolesLiquidity and Financial Market Runs (2004)Liquidity and Financial Marke…Long-Term Capital Management and the sociology of arbitrage (2003)Long-Term Capital Management …A risk-factor model foundation for ratings-based bank capital rules (2003)A risk-factor model foundatio…How Accurate Are Value‐at‐Risk Models at Commercial Banks? (2002)How Accurate Are Value‐at‐Ris…Does deposit insurance increase banking system stability? An empirical investigation (2002)Does deposit insurance increa…Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Value-at-Risk-Based Risk Mana…Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (2000)Value-at-Risk Based Risk Mana…Crisis and Risk Management (2000)Crisis and Risk ManagementTHEORY OF RISK CAPITAL IN FINANCIAL FIRMS (1993)THEORY OF RISK CAPITAL IN FIN…Liquidity and Market Structure (1988)Liquidity and Market StructureLiquidity and Market Structure (1988)Liquidity and Market StructureCorporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Determinants of corporate borrowing (1977)Determinants of corporate bor…Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues (2017)Why Did Sponsor Banks Rescue …Does economic freedom matter for risk-taking? Evidence from MENA banks (2016)Does economic freedom matter …A survey of network-based analysis and systemic risk measurement (2016)A survey of network-based ana…Range Volatility: A Review of Models and Empirical Studies (2014)Range Volatility: A Review of…Liquidity, Risk and the Global Transmission of the 2007–08 Financial Crisis and the 2010–11 Sovereign Debt Crisis (2012)Liquidity, Risk and the Globa…‘Out of the Shadows?’ Accounting for Special Purpose Entities in European Banking Systems (2012)‘Out of the Shadows?’ Account…Securitization and systematic risk in European banking: Empirical evidence (2010)Securitization and systematic…Measuring Systemic Risk in the Finance and Insurance Sectors (2010)Measuring Systemic Risk in th…Infinite-dimensional VARs and factor models (2010)Infinite-dimensional VARs and…Credit risk transfer and bank competition (2010)Credit risk transfer and bank…Contagion risk in the Australian banking and property sectors (2010)Contagion risk in the Austral…The Performance of Emerging Hedge Fund Managers (2008)The Performance of Emerging H…Financial Innovation, Macroeconomic Stability and Systemic Crises (2008)Financial Innovation, Macroec…Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness (2008)Additivity properties for Val…Banking Competition and Capital Ratios (2007)Banking Competition and Capit…Convergence and risk-return linkages across financial service firms (2006)Convergence and risk-return l…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)The Pricing of Options and Corporate Liabilities (1973)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (1996)Capital Allocation for Insurance Companies (2001)The market value impact of operational loss events for US banks and insurers (2006)Trading Volume and Serial Correlation in Stock Returns (1993)The Limits of Arbitrage (1995)Liquidity Risk and Expected Stock Returns (2003)Market Liquidity and Funding Liquidity (2007)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Presidential Address: Sophisticated Investors and Market Efficiency (2009)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Evaluating Interval Forecasts (1998)CAViaR (2004)Measuring Market Risk (2005)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1988Liquidity and Market Structure1,532 cited
  • 2002Does deposit insurance increase banking system stability? An empirical investigation1,373 cited
  • 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
  • 2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices834 cited
  • 2002How Accurate Are Value‐at‐Risk Models at Commercial Banks?531 cited
  • 2004Liquidity Black Holes371 cited
  • 1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS350 cited
  • 2003Long-Term Capital Management and the sociology of arbitrage306 cited
  • 2004Liquidity and Financial Market Runs269 cited
  • 2005Is There a Diversification Discount in Financial Conglomerates?248 cited
  • 1988Liquidity and Market Structure247 cited
  • 2000Crisis and Risk Management204 cited
  • 2000Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

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204 cited

Cited by

  • 2010Infinite-dimensional VARs and factor models143 cited
  • 2008Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness93 cited
  • 2010Measuring Systemic Risk in the Finance and Insurance Sectors79 cited
  • 2008Financial Innovation, Macroeconomic Stability and Systemic Crises75 cited
  • 2010Securitization and systematic risk in European banking: Empirical evidence69 cited
  • 2006Convergence and risk-return linkages across financial service firms69 cited
  • 2010Contagion risk in the Australian banking and property sectors65 cited
  • 2016A survey of network-based analysis and systemic risk measurement62 cited
  • 2007Banking Competition and Capital Ratios59 cited
  • 2010Credit risk transfer and bank competition54 cited
  • 2008The Performance of Emerging Hedge Fund Managers50 cited
  • 2012Liquidity, Risk and the Global Transmission of the 2007–08 Financial Crisis and the 2010–11 Sovereign Debt Crisis40 cited
  • 2014Range Volatility: A Review of Models and Empirical Studies37 cited
  • 2016Does economic freedom matter for risk-taking? Evidence from MENA banks35 cited
  • 2017Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues33 cited
  • 2012‘Out of the Shadows?’ Accounting for Special Purpose Entities in European Banking Systems30 cited