References

• 2008Market Liquidity and Funding Liquidity5,007 cited
• 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
• 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2016CoVaR2,395 cited
• 2016Measuring Systemic Risk1,846 cited
• 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
• 1988Predicting with networks: Nonparametric multiple regression analysis of dyadic data1,060 cited
• 2007Network models and financial stability850 cited
• 2011Complexity, concentration and contagion825 cited
• 2016Relationship and Transaction Lending in a Crisis620 cited
• 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
• 2014Vulnerable banks492 cited
• 2013Systemic sovereign credit risk: Lessons from the U.S. and Europe373 cited
• 2011Principal Components as a Measure of Systemic Risk301 cited
• 2013Fire Sales in a Model of Complexity