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Asset Price Bubbles and Systemic Risk
16 references·16 citing·40 second hopsampled
Asset Price Bubbles and Systemic Risk (2020)Asset Price Bubbles and Systemic RiskMeasuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRA Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Handbook of the Economics of Finance (2013)Handbook of the Economics of …Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…This Time Is Different (2009)This Time Is DifferentDeciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageChapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Credit Cycles (1997)Credit CyclesThe Limits of Arbitrage (1995)The Limits of ArbitrageLiquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Geopolitical risk, bank regulation, and systemic risk: A cross-country analysis (2025)Geopolitical risk, bank regul…The impact of climate change on banking systemic risk (2023)The impact of climate change …Systemic risk of Chinese financial institutions and asset price bubbles (2023)Systemic risk of Chinese fina…Policy uncertainty and bank systemic risk: A perspective of risk decomposition (2023)Policy uncertainty and bank s…Bank liquidity hoarding and bank systemic risk: The moderating effect of economic policy uncertainty (2023)Bank liquidity hoarding and b…Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability (2023)Backtesting Systemic Risk For…Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies (2022)Operational Risk is More Syst…Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model (2022)Jointly forecasting the value…Economic Policy Uncertainty and Bank Systemic Risk: A Cross-Country Analysis (2022)Economic Policy Uncertainty a…Does bank income diversification affect systemic risk: New evidence from dual banking systems (2022)Does bank income diversificat…Systemic risk and the COVID challenge in the european banking sector (2021)Systemic risk and the COVID c…Default clustering of the nonfinancial sector and systemic risk: Evidence from China (2021)Default clustering of the non…Supervisory Enforcement Actions against Banks and Systemic Risk (2020)Supervisory Enforcement Actio…Forgive Me All My Sins: How Penalties Imposed on Banks Travel Through Markets (2018)Forgive Me All My Sins: How P…Monetary Policy, Inflation and Rational Asset Price Bubbles (2017)Monetary Policy, Inflation an…Cross-Border Bank Flows and Systemic Risk (2017)Cross-Border Bank Flows and S…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)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)A Survey of Corporate Governance (1997)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Debt-Deflation Theory of Great Depressions (1933)Finance and Growth: Schumpeter Might Be Right (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)This Time Is Different (2009)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Determinants of corporate borrowing (1977)Bank lending during the financial crisis of 2008 (2009)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Financial Intermediation, Loanable Funds, and The Real Sector (1997)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1995The Limits of Arbitrage5,282 cited
  • 1997Credit Cycles5,254 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2008Liquidity and leverage2,557 cited
  • 2016CoVaR2,395 cited
  • 2009This Time Is Different2,361 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2013Handbook of the Economics of Finance1,813 cited

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Cited by

  • 2021Systemic risk and the COVID challenge in the european banking sector132 cited
  • 2022Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies86 cited
  • 2023The impact of climate change on banking systemic risk77 cited
  • 2017Cross-Border Bank Flows and Systemic Risk66 cited
  • 2023Systemic risk of Chinese financial institutions and asset price bubbles63 cited
  • 2022Economic Policy Uncertainty and Bank Systemic Risk: A Cross-Country Analysis59 cited
  • 2020Supervisory Enforcement Actions against Banks and Systemic Risk58 cited
  • 2022Does bank income diversification affect systemic risk: New evidence from dual banking systems36 cited
  • 2017Monetary Policy, Inflation and Rational Asset Price Bubbles31 cited
  • 2018Forgive Me All My Sins: How Penalties Imposed on Banks Travel Through Markets31 cited
  • 2025Geopolitical risk, bank regulation, and systemic risk: A cross-country analysis29 cited
  • 2023Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability27 cited
  • 2023Bank liquidity hoarding and bank systemic risk: The moderating effect of economic policy uncertainty26 cited
  • 2023Policy uncertainty and bank systemic risk: A perspective of risk decomposition23 cited
  • 2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China23 cited
  • 2022Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model22 cited