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Systemic Risk, Policies, and Data Needs
16 references·0 citing·34 second hopsampled
Systemic Risk, Policies, and Data Needs (2016)Systemic Risk, Policies, and Data NeedsCoVaR (2016)CoVaRSystemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Financial Intermediaries and the Cross‐Section of Asset Returns (2014)Financial Intermediaries and …Financial Networks and Contagion (2012)Financial Networks and Contag…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Contagion in financial networks (2010)Contagion in financial networ…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionSystemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionA Review of Financial Studies (1) (1994)A Review of Financial Studies…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Monopolistic Competition with Outside Goods (1979)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Limits of Arbitrage (1995)A Survey of Corporate Governance (1997)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial intermediation and growth: Causality and causes (2000)A Monetary History of the United States, 1867-1960 (2017)Mathematical Methods and Theory in Games, Programming, and Economics. (1960)Foundations for Financial Economics. (1989)Interbank Lending and Systemic Risk (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Climate Stress-Test of the Financial System (2016)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Credit Rationing in Markets with Imperfect Information (1981)Continuous Auctions and Insider Trading (1985)A NEW MEASURE OF RANK CORRELATION (1938)Liquidity Risk and Expected Stock Returns (2003)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A conditional capital shortfall measure of systemic risk (2017)A Monetary History of the United States 1867-1960 (1964)The Network Origins of Aggregate Fluctuations (2012)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,760 cited
  • 2008Market Liquidity and Funding Liquidity5,147 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2000Financial Contagion3,419 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,538 cited
  • 2016CoVaR2,490 cited
  • 2015Systemic Risk and Stability in Financial Networks2,130 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2012Financial Networks and Contagion1,270 cited
  • 2010Contagion in financial networks1,163 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2005Liquidity Risk and Contagion930 cited
  • 1994A Review of Financial Studies (1)885 cited
  • 2014Financial Intermediaries and the Cross‐Section of Asset Returns

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