SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Monitoring indirect contagion · Study

ArticleShelves

ArticleMonitoring indirect contagion

Rama Cont A2019

OA

Articlegreen2019

Monitoring indirect contagion

Rama Cont A · Eric Schaanning

100 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Global Financial Regulation and Crises

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 100 citations exist upstream.

References

2002Illiquidity and stock returns: cross-section and time-series effects 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2016CoVaR 2016Measuring Systemic Risk 2017SRISK: A conditional capital shortfall measure of systemic risk 2006Downside Risk 2001Contagion as a Wealth Effect

Cited by

2021What Drives House Price Cycles? International Experience and Policy Issues 2021Multilayer financial networks and systemic importance: Evidence from China 2021Interconnected banks and systemically important exposures 2024Dynamic clearing and contagion in financial networks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018Empirical Analyses of Networks in Financechapter · 11 shared references 2013Fire-sale Spillovers and Systemic Riskpreprint · 10 shared references 2016Fire Sales, Indirect Contagion and Systemic Stress Testingpreprint · 10 shared references 2017Fire Sales, Indirect Contagion and Systemic Stress Testingpreprint · 9 shared references 2021Vulnerable Asset Management? The Case of Mutual Fundsarticle · 8 shared references 2020Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problemarticle · 8 shared references

Details

Year2019

Typearticle

Published2019-05-08

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations100

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1016/j.jbankfin.2019.04.007

openalex_workW2944304891

Links

Imported from OpenAlex (CC0) — nothing here is generated.