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Bank fragility and contagion: Evidence from the bank CDS market

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References

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2000Financial Contagion3,393 cited
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2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
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2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
2003A New Approach to Measuring Financial Contagion1,015 cited
1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
2000Contagion: Understanding How It Spreads812 cited

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2014

A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk

812 cited

2005‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion791 cited

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