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Identifying Systemically Important Banks: A temporal approach for macroprudential policies
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 2015Systemic Risk and Stability in Financial Networks2,130 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2009Diversification at financial institutions and systemic crises586 cited
  • 2011Vulnerable Banks492 cited
  • 2014Evaluating early warning indicators of banking crises: Satisfying policy requirements446 cited
  • 2011Asset commonality, debt maturity and systemic risk435 cited
  • 2001Procyclicality of the financial system and financial stability: Issues and policy options398 cited
  • 2003Towards a Macroprudential Framework for Financial Supervision and Regulation?382 cited
  • 2013Entangled Financial Systems177 cited
  • 2013Early-warning signals of topological collapse in interbank networks173 cited
  • 2012Interbank lending and the spread of bank failures: A network model of systemic risk164 cited
  • 2008Optimal Fragile Financial Networks83 cited
  • 2011Macroprudential Policy - An Organizing Framework - Background Paper81 cited
  • 2013Monetary Policy and Balance Sheets45 cited

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  • 2012Sovereign debt exposures and banking risks in the current EU financial crisis30 cited
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