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Capital and contagion in financial networks
16 references·1 citing·32 second hop
Capital and contagion in financial networks (2013)Capital and contagion in financial networ…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Systemic Risk and Stability in Financial Networks (2013)Systemic Risk and Stability i…Network Structure and Systemic Risk in Banking Systems (2013)Network Structure and Systemi…Measuring the systemic importance of interconnected banks (2013)Measuring the systemic import…Fire Sales in a Model of Complexity (2013)Fire Sales in a Model of Comp…Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis (2012)Precautionary Hoarding of Liq…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Fire Sales in Finance and Macroeconomics (2011)Fire Sales in Finance and Mac…Contagion in financial networks (2010)Contagion in financial networ…Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionLiquidity Risk and Contagion (2005)Liquidity Risk and ContagionInterbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Credit Default Swaps networks and systemic risk (2014)Credit Default Swaps networks…Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Monopolistic Competition with Outside Goods (1979)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)The Product Space Conditions the Development of Nations (2007)Systemic risk in banking ecosystems (2011)The Network of Global Corporate Control (2011)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)A Climate Stress-Test of the Financial System (2016)Climate Risks and Financial Stability (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Limits of Arbitrage (1995)The Economics of Structured Finance (2009)A Macroprudential Approach to Financial Regulation (2011)Financial Contagion (2000)Systemic Risk in Financial Systems (2001)Network models and financial stability (2007)Financial Networks and Contagion (2012)Liquidity Shortages and Banking Crises (2002)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)The Network Origins of Aggregate Fluctuations (2012)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)Simulation methods to assess the danger of contagion in interbank markets (2010)
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References

  • 2015Systemic Risk and Stability in Financial Networks2,130 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2010Contagion in financial networks1,163 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk945 cited
  • 2005Liquidity Risk and Contagion930 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion734 cited
  • 2006Risk Assessment for Banking Systems716 cited
  • 1998Financial Contagion Journal of Political Economy655 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2013Systemic Risk and Stability in Financial Networks471 cited
  • 2012Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis403 cited
  • 2013Fire Sales in a Model of Complexity349 cited
  • 2013

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Measuring the systemic importance of interconnected banks
296 cited

Cited by

  • 2014Credit Default Swaps networks and systemic risk48 cited