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Contagion in Financial Networks
16 references·16 citing·37 second hopsampled
Contagion in Financial Networks (2010)Contagion in Financial NetworksFinancial Stability Report 2013 (2013)Financial Stability Report 20…Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Network models and financial stability (2007)Network models and financial …Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionHas Financial Development Made the World Riskier? (2005)Has Financial Development Mad…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectSystemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…Financial Contagion (2000)Financial ContagionContagion (2000)ContagionThe Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…The impact of extreme weather events on green innovation: Which ones bring to the most harm? (2023)The impact of extreme weather…Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19 (2021)Capture the contagion network…Hidden interactions in financial markets (2019)Hidden interactions in financ…A unified approach to systemic risk measures via acceptance sets (2018)A unified approach to systemi…Contagion in Financial Networks: A Threat Index (2016)Contagion in Financial Networ…Transmission channels of systemic risk and contagion in the European financial network (2015)Transmission channels of syst…Networks, Shocks, and Systemic Risk (2015)Networks, Shocks, and Systemi…Overlapping portfolios, contagion, and financial stability (2014)Overlapping portfolios, conta…Systemic Risk, Contagion, and Financial Networks: A Survey (2013)Systemic Risk, Contagion, and…Is bank default risk systematic? (2013)Is bank default risk systemat…Economies of contagion: financial crisis and pandemic (2013)Economies of contagion: finan…Stress testing the resilience of financial networks (2012)Stress testing the resilience…Interbank lending and the spread of bank failures: A network model of systemic risk (2012)Interbank lending and the spr…Mapping Systemic Risk in the International Banking Network (2011)Mapping Systemic Risk in the …Individual versus systemic risk and the Regulator's Dilemma (2011)Individual versus systemic ri…A Network Analysis of Global Banking:1978-2009 (2011)A Network Analysis of Global …Monopolistic Competition with Outside Goods (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Contagion in financial networks (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)A New Approach to Measuring Financial Contagion (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Structural causes of the global financial crisis: a critical assessment of the 'new financial architecture' (2009)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)The General Theory of Employment (1937)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)How likely is contagion in financial networks? (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Liquidity Shortages and Banking Crises (2002)Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Financial Networks and Contagion (2014)A Climate Stress-Test of the Financial System (2016)Basel III: Is the cure worse than the disease? (2012)What determines Euro area bank CDS spreads? (2012)Climate Change and the Financial System (2020)
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References

  • 2000Financial Contagion3,393 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2007Network models and financial stability850 cited
  • 2013Financial Stability Report 2013709 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2000Contagion641 cited
  • 2006Risk Assessment for Banking Systems636 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 1991The Losses Realized in Bank Failures416 cited

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Cited by

  • 2014Overlapping portfolios, contagion, and financial stability184 cited
  • 2015Transmission channels of systemic risk and contagion in the European financial network171 cited
  • 2012Interbank lending and the spread of bank failures: A network model of systemic risk164 cited
  • 2011Individual versus systemic risk and the Regulator's Dilemma158 cited
  • 2013Economies of contagion: financial crisis and pandemic147 cited
  • 2023The impact of extreme weather events on green innovation: Which ones bring to the most harm?107 cited
  • 2016Contagion in Financial Networks: A Threat Index105 cited
  • 2018A unified approach to systemic risk measures via acceptance sets100 cited
  • 2012Stress testing the resilience of financial networks95 cited
  • 2015Networks, Shocks, and Systemic Risk94 cited
  • 2019Hidden interactions in financial markets91 cited
  • 2013Is bank default risk systematic?87 cited
  • 2011A Network Analysis of Global Banking:1978-200985 cited
  • 2011Mapping Systemic Risk in the International Banking Network81 cited
  • 2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-1979 cited
  • 2013Systemic Risk, Contagion, and Financial Networks: A Survey78 cited