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Measuring contagion risk in international banking
16 references·12 citing·49 second hop
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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 2000Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States1,189 cited
  • 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements968 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2014Vulnerable banks492 cited
  • 2011The Network Origins of Aggregate Fluctuations441 cited
  • 2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises321 cited
  • 2010Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009152 cited
  • 2016Multiplex interbank networks and systemic importance: An application to European data150 cited
  • 2012Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession141 cited
  • 2011Systemic importance: some simple indicators96 cited
  • 2003The Center and the Periphery: The Globalization of Financial Turmoil

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94 cited
  • 2011Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?89 cited
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    • 2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions82 cited
    • 2021Risk spillovers and interconnectedness between systemically important institutions72 cited
    • 2021Using Environmental, Social, Governance (ESG) and Financial Indicators to Measure Bank Cost Efficiency in Asia64 cited
    • 2022NetVIX — A network volatility index of financial markets60 cited
    • 2021COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market52 cited
    • 2020Credit risk and financial integration: An application of network analysis39 cited
    • 2020Network VAR Models to Measure Financial Contagion37 cited
    • 2018CoRisk: Credit Risk Contagion with Correlation Network Models34 cited
    • 2022Systemic risk and CO2 emissions in the U.S.30 cited
    • 2020Risk contagion in the banking network: New evidence from China25 cited
    • 2022Risk spillover of banking across regions: Evidence from the belt and road countries21 cited
    • 2023Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market18 cited