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Interconnectedness of the Banking Sector as a Vulnerability to Crises
16 references·5 citing·46 second hop
Interconnectedness of the Banking Sector as a Vulnerability to Crises (2015)Interconnectedness of the Banking Sector …Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Financial Networks and Contagion (2014)Financial Networks and Contag…Systemic Banking Crises Database (2013)Systemic Banking Crises Datab…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Bank competition and stability: Cross-country heterogeneity (2012)Bank competition and stabilit…Contagion in financial networks (2010)Contagion in financial networ…Liquidity and leverage (2008)Liquidity and leverageTowards a new early warning system of financial crises (2006)Towards a new early warning s…Bank concentration, competition, and crises: First results (2005)Bank concentration, competiti…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…Asset prices, financial and monetary stability: exploring the nexus (2002)Asset prices, financial and m…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…The Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Law and Finance (1998)Law and FinanceThe Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1996)The Twin Crises: The Causes o…The effect of Economic Policy Uncertainty on the credit risk of US commercial banks (2022)The effect of Economic Policy…Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model (2020)Measuring Financial Contagion…CEO overconfidence and bank systemic risk: Evidence from U.S. bank holding companies (2020)CEO overconfidence and bank s…EFFECTIVENESS OF EARLY WARNING MODELS: A CRITICAL REVIEW AND NEW AGENDA FOR FUTURE DIRECTION (2019)EFFECTIVENESS OF EARLY WARNIN…Entangling Credit and Funding Shocks in Interbank Markets (2016)Entangling Credit and Funding…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Risk, uncertainty and monetary policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Bank Runs, Deposit Insurance, and Liquidity (1983)Qualitative Response Models: A Survey (1994)Does deposit insurance increase banking system stability? An empirical investigation (2002)Financial Intermediation and Delegated Monitoring (1984)Legal Determinants of External Finance (1997)Bank Competition and Financial Stability (2008)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)How does capital affect bank performance during financial crises? (2013)A Model of Balance-of-Payments Crises (1979)New Indexes of Coincident and Leading Economic Indicators (1989)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)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)CoVaR (2016)Credit Cycles (1997)Financial Contagion (2000)Games on Networks (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Contagion in Financial Networks (2016)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)Measuring Systemic Risk (2016)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)
this work references cited by second hop

References

  • 1998Law and Finance17,902 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Liquidity and leverage2,557 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 2005Bank concentration, competition, and crises: First results1,414 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2013Systemic Banking Crises Database1,162 cited
  • 2010Contagion in financial networks1,143 cited
  • 2012Bank competition and stability: Cross-country heterogeneity1,026 cited
  • 1996The Twin Crises: The Causes of Banking and Balance-of-Payments Problems950 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus763 cited

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2006
Towards a new early warning system of financial crises
714 cited

Cited by

  • 2022The effect of Economic Policy Uncertainty on the credit risk of US commercial banks32 cited
  • 2016Entangling Credit and Funding Shocks in Interbank Markets31 cited
  • 2020Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model31 cited
  • 2019EFFECTIVENESS OF EARLY WARNING MODELS: A CRITICAL REVIEW AND NEW AGENDA FOR FUTURE DIRECTION30 cited
  • 2020CEO overconfidence and bank systemic risk: Evidence from U.S. bank holding companies27 cited