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Contagion and Fire Sales in Banking Networks
16 references·4 citing·36 second hop
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this work references cited by second hop

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000Financial Contagion3,393 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2008Liquidity and leverage2,557 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2015The impact of R&D subsidies on firm innovation866 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited

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Cited by

  • 2019Estimating the money market microstructure with negative and zero interest rates28 cited
  • 2016How Excessive Is Banks’ Maturity Transformation?21 cited
  • 2016Market Timing and Performance Attribution in the ECB Reserve Management Framework20 cited
  • 2016Bank Internationalization and Firm Exports: Evidence from Matched Firm-Bank Data13 cited