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Banking System Stability: A Cross-Atlantic Perspective
16 references·16 citing·33 second hopsampled
Banking System Stability: A Cross-Atlantic Perspective (2005)Banking System Stability: A Cross-Atlanti…INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! 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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1997Modelling Extremal Events4,397 cited
  • 2000Financial Contagion3,393 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2005Market Integration and Contagion1,061 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements968 cited
  • 1988BANKING PANICS AND BUSINESS CYCLES *915 cited
  • 2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!893 cited
  • 1996

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Contagious Currency Crises: First Tests
847 cited

Cited by

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  • 2008Orthant tail dependence of multivariate extreme value distributions97 cited
  • 2016Strong boards, ownership concentration and EU banks’ systemic risk-taking: Evidence from the financial crisis85 cited
  • 2013Bank Size and Systemic Risk77 cited
  • 2010Cross‐Border Exposures and Financial Contagion75 cited
  • 2010Contagion risk in the Australian banking and property sectors65 cited
  • 2007Obstacles to a global banking system: “Old Europe” versus “New Europe”65 cited
  • 2016Network linkages to predict bank distress62 cited
  • 2015SRISK: A Conditional Capital Shortfall Index for Systemic Risk Measurement59 cited
  • 2015Complex Financial Networks and Systemic Risk: A Review58 cited
  • 2013Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis53 cited
  • 2015Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis51 cited
  • 2010Systemic Risk Diagnostics: Coincident Indicators and Early Warning Signals51 cited
  • 2005Practical Volatility and Correlation Modeling for Financial Market Risk Management43 cited