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Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market
16 references·3 citing·38 second hop
Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market (2019)Resilience of United Kingdom financial in…Explaining Institutional Change: Ambiguity, Agency and Power (2014)Explaining Institutional Chan…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Political Uncertainty and Corporate Investment Cycles (2012)Political Uncertainty and Cor…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Politics in Time (2004)Politics in TimeGeneral Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Economy of Cities (1969)The Economy of CitiesThe Impact of Financial Resilience and Steady Growth on High-Quality Economic Development—Based on a Heterogeneous Intermediary Effect Analysis (2022)The Impact of Financial Resil…NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION (2022)NETWORK RESILIENCE IN THE FIN…Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics (2022)Corporate credit risk counter…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)A simple panel unit root test in the presence of cross‐section dependence (2007)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The robustness of identified VAR conclusions about money (1998)The Study of Critical Junctures: Theory, Narrative, and Counterfactuals in Historical Institutionalism (2007)A Theory of Gradual Institutional Change (2009)The Handbook of Journalism Studies (2009)Growth in Cities (1992)Buzz: face-to-face contact and the urban economy (2004)Cities and the Creative Class (2005)Extreme Correlation of International Equity Markets (2001)Institutional Change in Advanced Political Economies (2009)Organizing for Crisis Management: Building Governance Capacity and Legitimacy (2016)Toward a Theory of Pernicious Polarization and How It Harms Democracies: Comparative Evidence and Possible Remedies (2018)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2004Politics in Time4,956 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1969The Economy of Cities3,220 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2014Explaining Institutional Change: Ambiguity, Agency and Power2,672 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2012

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Political Uncertainty and Corporate Investment Cycles
2,148 cited

Cited by

  • 2022Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics28 cited
  • 2022NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION27 cited
  • 2022The Impact of Financial Resilience and Steady Growth on High-Quality Economic Development—Based on a Heterogeneous Intermediary Effect Analysis15 cited