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External Linkages and Contagion Risk in Irish Banks
16 references·6 citing·43 second hop
External Linkages and Contagion Risk in Irish Banks (2009)External Linkages and Contagion Risk in I…Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)Equity and Bond Market Signal…Measurement of contagion in banks’ equity prices (2004)Measurement of contagion in b…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsInterbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…Systemic risk and financial consolidation: Are they related? (2002)Systemic risk and financial c…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…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? 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this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2000Financial Contagion3,393 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2000A New Approach to Measuring Financial Contagion723 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2006Equity and Bond Market Signals as Leading Indicators of Bank Fragility365 cited
  • 2002Systemic risk and financial consolidation: Are they related?257 cited
  • 2004Measurement of contagion in banks’ equity prices136 cited
  • 2000A New Approach to Measuring Financial Contagion132 cited
  • 2000

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Causes of U.S. Bank Distress During the Depression
101 cited

Cited by

  • 2010Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks31 cited
  • 2010Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies30 cited
  • 2007Contagion Risk in the International Banking System and Implications for London as a Global Financial Center27 cited
  • 2013Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks26 cited
  • 2019Systemic risk contagion in FX market: A frequency connectedness and network analysis21 cited
  • 2007Contagion Risk in the International Banking System and Implications for London As a Global Financial Center21 cited