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Heterogeneous market structure and systemic risk: Evidence from dual banking systems
16 references·16 citing·38 second hopsampled
Heterogeneous market structure and systemic risk: Evidence from dual banking systems (2017)Heterogeneous market structure and system…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …CoVaR (2016)CoVaRSystemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…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…Complexity, concentration and contagion (2011)Complexity, concentration and…THE EFFECTS OF THE GLOBAL CRISIS ON ISLAMIC AND CONVENTIONAL BANKS: A COMPARATIVE STUDY (2010)THE EFFECTS OF THE GLOBAL CRI…Islamic Banks and Financial Stability (2008)Islamic Banks and Financial S…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Gender diversity and risk-taking: evidence from dual banking systems (2023)Gender diversity and risk-tak…Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation (2022)Systemic risk, Islamic banks,…Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions (2022)Regulatory technology (Reg-Te…Impact of fintech over consumer experience and loyalty intentions: an empirical study on Jordanian Islamic Banks (2022)Impact of fintech over consum…Fintech Strategies of Islamic Banks: A Global Empirical Analysis (2022)Fintech Strategies of Islamic…Using Environmental, Social, Governance (ESG) and Financial Indicators to Measure Bank Cost Efficiency in Asia (2021)Using Environmental, Social, …Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets (2021)Up or down? Short-term revers…Tail event-based sovereign credit risk transmission network during COVID-19 pandemic (2021)Tail event-based sovereign cr…Risk spillovers and interconnectedness between systemically important institutions (2021)Risk spillovers and interconn…Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak (2021)Risk spillover from crude oil…New insights into bank asset securitization: The impact of religiosity (2021)New insights into bank asset …Female board representation, risk-taking and performance: Evidence from dual banking systems (2020)Female board representation, …Are bank risk disclosures informative? Evidence from debt markets (2020)Are bank risk disclosures inf…Islamic banks and political risk: International evidence (2018)Islamic banks and political r…Financial data science (2018)Financial data scienceCoRisk: Credit Risk Contagion with Correlation Network Models (2018)CoRisk: Credit Risk Contagion…Monopolistic 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)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)Measuring Systemic Risk (2016)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Networks and Contagion (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)A Monetary History of the United States 1867-1960 (1964)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)The Cross‐Section of Volatility and Expected Returns (2006)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 2000Financial Contagion3,393 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2008Islamic Banks and Financial Stability1,150 cited
  • 2011Complexity, concentration and contagion825 cited

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

  • 2010THE EFFECTS OF THE GLOBAL CRISIS ON ISLAMIC AND CONVENTIONAL BANKS: A COMPARATIVE STUDY769 cited
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    • 2021Using Environmental, Social, Governance (ESG) and Financial Indicators to Measure Bank Cost Efficiency in Asia64 cited
    • 2020Are bank risk disclosures informative? Evidence from debt markets62 cited
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    • 2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets43 cited
    • 2018Financial data science40 cited
    • 2020Female board representation, risk-taking and performance: Evidence from dual banking systems39 cited
    • 2022Fintech Strategies of Islamic Banks: A Global Empirical Analysis36 cited
    • 2023Gender diversity and risk-taking: evidence from dual banking systems35 cited
    • 2021Tail event-based sovereign credit risk transmission network during COVID-19 pandemic35 cited
    • 2018CoRisk: Credit Risk Contagion with Correlation Network Models34 cited
    • 2022Impact of fintech over consumer experience and loyalty intentions: an empirical study on Jordanian Islamic Banks27 cited
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