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Peer Monitoring or Contagion? Interbank Market Exposure and Bank Risk
16 references·3 citing·43 second hop
Peer Monitoring or Contagion? Interbank Market Exposure and Bank Risk (2011)Peer Monitoring or Contagion? Interbank M…Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Contagion in financial networks (2010)Contagion in financial networ…Bank governance, regulation and risk taking (2008)Bank governance, regulation a…Small European banks: Benefits from diversification? (2007)Small European banks: Benefit…Network models and financial stability (2007)Network models and financial …A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Testing for Cross-Sectional D…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions (2000)Why do Banks Disappear? 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this work references cited by second hop

References

  • 1988Spatial Econometrics: Methods and Models9,595 cited
  • 2000Financial Contagion3,393 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 2006Testing for Cross-Sectional Dependence in Panel-Data Models1,382 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2010Contagion in financial networks1,143 cited
  • 1995The Relationship between Capital and Earnings in Banking1,105 cited
  • 2007Network models and financial stability850 cited
  • 2000Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions695 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2007Small European banks: Benefits from diversification?532 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 1993

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Bank holding company mergers with nonbank financial firms: Effects on the risk of failure
470 cited

Cited by

  • 2018Empirical Analyses of Networks in Finance36 cited
  • 2016Peer Monitoring via Loss Mutualization24 cited
  • 2014On global stability of financial networks19 cited