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Systemic Risk in Endogenous Financial Networks
16 references·3 citing·35 second hop
Systemic Risk in Endogenous Financial Networks (2015)Systemic Risk in Endogenous Financial Net…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…How likely is contagion in financial networks? (2014)How likely is contagion in fi…Financial Networks and Contagion (2014)Financial Networks and Contag…The effect of the interbank network structure on contagion and common shocks (2013)The effect of the interbank n…Fire Sales in a Model of Complexity (2013)Fire Sales in a Model of Comp…Default Cascades: When Does Risk Diversification Increase Stability? (2011)Default Cascades: When Does R…Complexity, concentration and contagion (2011)Complexity, concentration and…A Noncooperative Model of Network Formation (2003)A Noncooperative Model of Net…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionA Noncooperative Model of Network Formation (2000)A Noncooperative Model of Net…Financial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…A Strategic Model of Social and Economic Networks (1996)A Strategic Model of Social a…Aggregate Demand Management in Search Equilibrium (1982)Aggregate Demand Management i…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Network formation and systemic risk (2022)Network formation and systemi…Intermediation and Voluntary Exposure to Counterparty Risk (2021)Intermediation and Voluntary …Contagion and Fire Sales in Banking Networks (2016)Contagion and Fire Sales in B…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)Expectations and the neutrality of money (1972)Coordinating Coordination Failures in Keynesian Models (1988)The Role of Monetary Policy (1995)Micro-Foundations of Urban Agglomeration Economies (2003)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Medical Innovation: A Diffusion Study. (1967)Game theory: analysis of conflict (1992)Learning, Local Interaction, and Coordination (1993)The Stag Hunt and the Evolution of Social Structure (2003)Evolutionary dynamics on graphs (2005)Evolutionary games on graphs (2007)College Admissions and the Stability of Marriage (1962)Systems Competition and Network Effects (1994)Networks in the Modern Economy: Mexican Migrants in the U. S. Labor Market (2003)Job Information Networks, Neighborhood Effects, and Inequality (2004)Credit Cycles (1997)Games on Networks (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Contagion in Financial Networks (2016)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)A Monetary History of the United States 1867-1960 (1964)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)A Climate Stress-Test of the Financial System (2016)
this work references cited by second hop

References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2000Financial Contagion3,393 cited
  • 1996A Strategic Model of Social and Economic Networks2,599 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 1982Aggregate Demand Management in Search Equilibrium1,933 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2000A Noncooperative Model of Network Formation1,079 cited
  • 2003A Noncooperative Model of Network Formation909 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2013The effect of the interbank network structure on contagion and common shocks383 cited
  • 2013Fire Sales in a Model of Complexity299 cited
  • 2011Default Cascades: When Does Risk Diversification Increase Stability?292 cited

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Cited by

  • 2021Intermediation and Voluntary Exposure to Counterparty Risk41 cited
  • 2022Network formation and systemic risk29 cited
  • 2016Contagion and Fire Sales in Banking Networks29 cited