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A Tax on Systemic Risk

16 references·16 citing·42 second hopsampled

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References

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2008Market Liquidity and Funding Liquidity5,007 cited
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2009A theory of systemic risk and design of prudential bank regulation831 cited
2016On Taxation and the Control of Externalities773 cited
2009A framework for assessing the systemic risk of major financial institutions638 cited
1982

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Options on the minimum or the maximum of two risky assets

553 cited

Cited by

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2016The information in systemic risk rankings58 cited
2013Contagion in the interbank market and its determinants58 cited
2015Are Market‐Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?57 cited
2014Has the financial system become safer after the crisis? The changing nature of financial institution risk52 cited
2010Systemic Risk Diagnostics: Coincident Indicators and Early Warning Signals51 cited
2011Basel III's ability to mitigate systemic risk49 cited
2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt49 cited
2015The Role of Risk Management in Corporate Governance45 cited
2015Asymmetry in tail dependence in equity portfolios41 cited
2015MACROPRUDENTIAL POLICIES AS BUFFER AGAINST VOLATILE CROSS-BORDER CAPITAL FLOWS41 cited
2010The Dark Side of Bank Wholesale Funding39 cited
2013The Value of Implicit Guarantees38 cited
2016Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report37 cited