SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Contagion in the CDS Market
16 references·0 citing·39 second hop
Contagion in the CDS Market (2016)Contagion in the CDS MarketContagion in Financial Networks (2016)Contagion in Financial Networ…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…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)‘Too interconnected to fail’ …The financial crisis inquiry report: final report of the National Commission on the Causes of the Financial and Economic Crisis in the United States (2011)The financial crisis inquiry …Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Does a Central Clearing Count…Complexity, concentration and contagion (2011)Complexity, concentration and…Contagion in Financial Networks (2010)Contagion in Financial Networ…Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (2002)Estimating Bilateral Exposure…Systemic 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 ContagionMonopolistic Competition with Outside Goods (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Contagion in financial networks (2010)Existence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)Power-Law Distributions in Empirical Data (2009)Default Cascades: When Does Risk Diversification Increase Stability? (2011)Power-law distributions in empirical data (2018)Credit Rationing in Markets with Imperfect Information (1981)Market Liquidity and Funding Liquidity (2008)How likely is contagion in financial networks? (2014)Stability analysis of financial contagion due to overlapping portfolios (2014)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Interconnectedness in the Global Financial Market (2016)Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market (2021)Systemic Risk in Financial Networks: A Survey (2021)Credit Cycles (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten's Theorem (2019)Securities lending, shorting, and pricing (2002)Credit Default Swaps and the Credit Crisis (2010)Credit Default Swaps and the Empty Creditor Problem (2011)Bubbles, Financial Crises, and Systemic Risk (2013)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)TENET: Tail-Event driven NETwork risk (2016)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)
this work references cited by second hop

References

  • 2000Financial Contagion3,393 cited
  • 2011Systemic risk in banking ecosystems1,476 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
  • 2011Complexity, concentration and contagion825 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
  • 2016Contagion in Financial Networks545 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2013Systemic Risk and Stability in Financial Networks471 cited
  • 2011The financial crisis inquiry report: final report of the National Commission on the Causes of the Financial and Economic Crisis in the United States426 cited
  • 2012Failure and Rescue in an Interbank Network410 cited
  • 2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk309 cited
  • 2002Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?254 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2010
Contagion in Financial Networks
211 cited

Cited by

No citing works inside the corpus for this window.