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Emergence of a core-periphery structure in a simple dynamic model of the interbank market
14 references·8 citing·44 second hop
Emergence of a core-periphery structure in a simple dynamic model of the interbank market (2014)Emergence of a core-periphery structure i…Interbank tiering and money center banks (2014)Interbank tiering and money c…Finding the core: Network structure in interbank markets (2014)Finding the core: Network str…Filling in the blanks: network structure and interbank contagion (2014)Filling in the blanks: networ…Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2014)Core–Periphery Structure in t…Mapping the UK Interbank System (2013)Mapping the UK Interbank Syst…Securitisation and Financial Stability (2009)Securitisation and Financial …Lending relationships in the interbank market (2008)Lending relationships in the …Statistical Analysis of Extreme Values (2007)Statistical Analysis of Extre…Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields (2007)Statistical Analysis of Extre…Zipf Distribution of U.S. Firm Sizes (2001)Zipf Distribution of U.S. Fir…Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields (2001)Statistical Analysis of Extre…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionEvolution of a dealer trading network and its effects on art auction prices (2022)Evolution of a dealer trading…Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach (2020)Citation likelihood analysis …The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (2018)The effects of interbank netw…Monitoring vulnerability and impact diffusion in financial networks (2017)Monitoring vulnerability and …Network structure analysis of the Brazilian interbank market (2016)Network structure analysis of…Financial networks, bank efficiency and risk-taking (2016)Financial networks, bank effi…Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015)Too Interconnected to Fail: A…From Banks' Strategies to Financial (In)Stability (2015)From Banks' Strategies to Fin…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)From value at risk to stress testing: The extreme value approach (2000)An Introduction to Statistical Modeling of Extreme Values (2001)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Stochastic Dynamics of Marine Structures (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Agency Costs, Net Worth, And Business Fluctuations (1988)Liquidity and leverage (2008)Financial Crises: Theory and Evidence (2009)Do Global Banks Spread Global Imbalances? 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Evidence from Italy (2010)Human behavior and the principle of least effort (1949)Zipf's Law for Cities: An Explanation (1999)A theory of power-law distributions in financial market fluctuations (2003)Railroads and American Economic Growth: A “Market Access” Approach * (2016)Replicating Anomalies (2018)Systemic risk in banking ecosystems (2011)The Network Origins of Aggregate Fluctuations (2012)The multi-layer network nature of systemic risk and its implications for the costs of financial crises (2015)The multiplex structure of interbank networks (2015)Pathways towards instability in financial networks (2017)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)A Course in Game Theory (1994)Relationship Lending and Lines of Credit in Small Firm Finance (1995)Episodic Liquidity Crises: Cooperative and Predatory Trading (2007)Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)Financial Intermediation and Delegated Monitoring (1984)Contagion in Financial Networks (2016)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)Contagion as a Wealth Effect (2001)A Rational Expectations Model of Financial Contagion (2002)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)STATISTICS OF EXTREMES: MODELING ECOLOGICAL DISTURBANCES (2005)Extreme Value Theory and Value at Risk: Application to oil market (2009)Power-law distributions in binned empirical data (2014)
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References

  • 2000Financial Contagion3,393 cited
  • 2001Zipf Distribution of U.S. Firm Sizes1,838 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2007Statistical Analysis of Extreme Values523 cited
  • 2008Lending relationships in the interbank market429 cited
  • 2001Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields422 cited
  • 2009Securitisation and Financial Stability354 cited
  • 2014Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform320 cited
  • 2014Filling in the blanks: network structure and interbank contagion236 cited
  • 2014Finding the core: Network structure in interbank markets220 cited
  • 2007Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields210 cited
  • 2013Mapping the UK Interbank System105 cited

Cited by

  • 2016Financial networks, bank efficiency and risk-taking

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78 cited
  • 2016Network structure analysis of the Brazilian interbank market77 cited
  • 2015Too Interconnected to Fail: A Survey of the Interbank Networks Literature51 cited
  • 2017Monitoring vulnerability and impact diffusion in financial networks47 cited
  • 2015From Banks' Strategies to Financial (In)Stability43 cited
  • 2018The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model37 cited
  • 2020Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach17 cited
  • 2022Evolution of a dealer trading network and its effects on art auction prices16 cited