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Measuring the probability of a financial crisis
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Measuring the probability of a financial crisis (2019)Measuring the probability of a financial …Vulnerable Growth (2019)Vulnerable GrowthSRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Systemic risk and the macroeconomy: An empirical evaluation (2016)Systemic risk and the macroec…CoVaR (2016)CoVaRThe financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Procyclical Leverage and Value-at-Risk (2013)Procyclical Leverage and Valu…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…This time is different: eight centuries of financial folly (2010)This time is different: eight…SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …This Time Is Different (2009)This Time Is DifferentCredit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Credit Booms Gone Bust: Monet…Liquidity and leverage (2008)Liquidity and leverageComparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyDeterminants of corporate borrowing (1977)Determinants of corporate bor…Systemic Risk in Financial Networks: A Survey (2020)Systemic Risk in Financial Ne…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Market Liquidity and Funding Liquidity (2008)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)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)From Financial Crash to Debt Crisis (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Credit Cycles (1997)Dynamic Conditional Correlation (2002)Conditional Tail-Risk in Cryptocurrency Markets (2018)Evaluating Interval Forecasts (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)The European Sovereign Debt Crisis (2012)Populism and the economics of globalization (2018)Systemic Banking Crises Database II (2020)Trust and Growth (2001)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Corporate Immunity to the COVID-19 Pandemic (2020)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1977Determinants of corporate borrowing13,160 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2009This Time Is Different3,448 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2008Liquidity and leverage2,557 cited
  • 2016CoVaR2,395 cited
  • 2010This time is different: eight centuries of financial folly1,776 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2019Vulnerable Growth779 cited
  • 2009Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008697 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2013Procyclical Leverage and Value-at-Risk581 cited
  • 2016Systemic risk and the macroeconomy: An empirical evaluation559 cited

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  • 2020Systemic Risk in Financial Networks: A Survey26 cited