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Has the Global Banking System Become More Fragile over Time?
16 references·5 citing·55 second hopsampled
Has the Global Banking System Become More Fragile over Time? (2011)Has the Global Banking System Become More…Resolution of Banking Crises: The Good, the Bad, and the Ugly (2010)Resolution of Banking Crises:…Hedge Fund Contagion and Liquidity Shocks (2010)Hedge Fund Contagion and Liqu…The fundamental principles of financial regulation (2009)The fundamental principles of…A framework for assessing the systemic risk of major financial institutions (2009)A framework for assessing the…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …A New Measure of Financial Openness (2008)A New Measure of Financial Op…A New Database of Financial Reforms (2008)A New Database of Financial R…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…A New Database on the Structure and Development of the Financial Sector (2000)A New Database on the Structu…Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking (1998)Liquidity Risk, Liquidity Cre…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…Preference shocks, liquidity, and central bank policy (1987)Preference shocks, liquidity,…Calculating systemic risk capital: A factor model approach (2015)Calculating systemic risk cap…Rethinking the State's Role in Finance (2013)Rethinking the State's Role i…How does deposit insurance affect bank risk? Evidence from the recent crisis (2013)How does deposit insurance af…How does competition affect bank systemic risk? (2013)How does competition affect b…Benchmarking Financial Systems around the World (2012)Benchmarking Financial System…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Extreme Correlation of International Equity Markets (2001)Multivariate GARCH models: a survey (2006)Money and Capital in Economic Development. 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Capital controls, institutions, and interactions (2005)Financial Globalization: A Reappraisal (2006)Does higher economic and financial development lead to environmental degradation: Evidence from BRIC countries (2008)Capital flow waves: Surges, stops, flight, and retrenchment (2012)The KOF Globalisation Index – revisited (2019)Financial Development and Economic Growth: Views and AgendaFinance and Growth: Schumpeter Might Be Right (1993)Financial Dependence and Growth (1996)FDI and economic growth: the role of local financial markets (2003)The great reversals: the politics of financial development in the twentieth century (2003)Chapter 12 Finance and Growth: Theory and Evidence (2005)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Aggregate Confusion: The Divergence of ESG Ratings (2019)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Pricing of Options and Corporate Liabilities (1973)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Multi-period corporate default prediction with stochastic covariates (2006)The impact of corporate social responsibility on the cost of bank loans (2010)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Firms, Contracts, and Financial Structure (1995)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The distribution of realized stock return volatility (2001)Asset pricing with liquidity risk (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2008A New Measure of Financial Openness2,094 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,023 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 2000A New Database on the Structure and Development of the Financial Sector1,729 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2008A New Database of Financial Reforms865 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 1998Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking602 cited
  • 1987Preference shocks, liquidity, and central bank policy531 cited
  • 2010Resolution of Banking Crises: The Good, the Bad, and the Ugly531 cited

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  • 2010Hedge Fund Contagion and Liquidity Shocks471 cited
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    • 2012Benchmarking Financial Systems around the World762 cited
    • 2013How does competition affect bank systemic risk?530 cited
    • 2013How does deposit insurance affect bank risk? Evidence from the recent crisis440 cited
    • 2015Calculating systemic risk capital: A factor model approach20 cited
    • 2013Rethinking the State's Role in Finance18 cited