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Interconnectedness as a Source of Uncertainty in Systemic Risk
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Interconnectedness as a Source of Uncertainty in Systemic Risk (2016)Interconnectedness as a Source of Uncerta…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Interbank tiering and money center banks (2014)Interbank tiering and money c…How likely is contagion in financial networks? (2014)How likely is contagion in fi…Financial Networks and Contagion (2014)Financial Networks and Contag…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…Failure and Rescue in an Interbank Network (2012)Failure and Rescue in an Inte…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…Complexity, concentration and contagion (2011)Complexity, concentration and…Contagion in financial networks (2010)Contagion in financial networ…Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Towards a New Paradigm in Monetary Economics (2003)Towards a New Paradigm in Mon…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Financial Contagion (2000)Financial ContagionBank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Trading networks (2017)Trading networksExistence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)The Product Space Conditions the Development of Nations (2007)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Climate Risks and Financial Stability (2020)Social physics (2022)Credit Rationing in Markets with Imperfect Information (1981)Market Liquidity and Funding Liquidity (2008)Stability analysis of financial contagion due to overlapping portfolios (2014)Contagion in Financial Networks (2016)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)A Monetary History of the United States, 1867-1960 (2017)Credit Cycles (1997)Games on Networks (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)A comparative analysis of current credit risk models (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Simulation methods to assess the danger of contagion in interbank markets (2010)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)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2000Financial Contagion3,393 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2010Contagion in financial networks1,143 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2006Risk Assessment for Banking Systems636 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2003Towards a New Paradigm in Monetary Economics525 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2013Systemic Risk and Stability in Financial Networks471 cited
  • 2012Failure and Rescue in an Interbank Network410 cited

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  • 2017Trading networks40 cited