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Systemic Risk and Stability in Financial Networks
16 references·16 citing·44 second hopsampled
Systemic Risk and Stability in Financial Networks (2013)Systemic Risk and Stability in Financial …The Network Origins of Aggregate Fluctuations (2012)The Network Origins of Aggreg…Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Securitized banking and the run on repo (2011)Securitized banking and the r…The subprime credit crisis and contagion in financial markets (2010)The subprime credit crisis an…Slapped by the invisible hand: the panic of 2007 (2010)Slapped by the invisible hand…Inefficient Credit Booms (2008)Inefficient Credit BoomsLiquidity Risk and Contagion (2005)Liquidity Risk and ContagionSystemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionPrivate and Public Supply of Liquidity (1998)Private and Public Supply of …A Strategic Model of Social and Economic Networks (1996)A Strategic Model of Social a…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Aggregate Demand Management in Search Equilibrium (1982)Aggregate Demand Management i…Systemic risk in clearing houses: Evidence from the European repo market (2017)Systemic risk in clearing hou…Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions (2016)Integrated crisis-energy poli…Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (2016)Elimination of systemic risk …An entropy-based early warning indicator for systemic risk (2016)An entropy-based early warnin…Modelling the emergence of the interbank networks (2015)Modelling the emergence of th…Endogenous Market Making and Network Formation (2015)Endogenous Market Making and …Dynamical macroprudential stress testing using network theory (2015)Dynamical macroprudential str…Structure of a Global Network of Financial Companies Based on Transfer Entropy (2014)Structure of a Global Network…Quantifying preferential trading in the e-MID interbank market (2014)Quantifying preferential trad…Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability (2014)Networks of Common Asset Hold…Does financial connectedness predict crises? (2014)Does financial connectedness …An Overview of Macroprudential Policy Tools (2014)An Overview of Macroprudentia…Systemic Risk, Contagion, and Financial Networks: A Survey (2013)Systemic Risk, Contagion, and…Shadow Banking: Economics and Policy (2012)Shadow Banking: Economics and…Externalities and Macroprudential Policy (2012)Externalities and Macropruden…The Formation of Financial Networks (2006)The Formation of Financial Ne…Monopolistic Competition with Outside Goods (1979)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Contagion in financial networks (2010)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)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Limits of Arbitrage (1995)A Survey of Corporate Governance (1997)Expectations and the neutrality of money (1972)Coordinating Coordination Failures in Keynesian Models (1988)The Role of Monetary Policy (1995)Micro-Foundations of Urban Agglomeration Economies (2003)Systemic Risk and Stability in Financial Networks (2015)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)A Monetary History of the United States, 1867-1960 (2017)College Admissions and the Stability of Marriage (1962)Systems Competition and Network Effects (1994)Networks in the Modern Economy: Mexican Migrants in the U. 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2000Financial Contagion3,393 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1996A Strategic Model of Social and Economic Networks2,599 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 1982Aggregate Demand Management in Search Equilibrium1,933 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2008Inefficient Credit Booms804 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2010The subprime credit crisis and contagion in financial markets654 cited
  • 2010Slapped by the invisible hand: the panic of 2007

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597 cited

Cited by

  • 2014Structure of a Global Network of Financial Companies Based on Transfer Entropy139 cited
  • 2012Shadow Banking: Economics and Policy115 cited
  • 2016Elimination of systemic risk in financial networks by means of a systemic risk transaction tax107 cited
  • 2014Does financial connectedness predict crises?85 cited
  • 2015Dynamical macroprudential stress testing using network theory84 cited
  • 2014An Overview of Macroprudential Policy Tools81 cited
  • 2016An entropy-based early warning indicator for systemic risk80 cited
  • 2013Systemic Risk, Contagion, and Financial Networks: A Survey78 cited
  • 2015Endogenous Market Making and Network Formation78 cited
  • 2017Systemic risk in clearing houses: Evidence from the European repo market77 cited
  • 2016Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions75 cited
  • 2006The Formation of Financial Networks73 cited
  • 2014Quantifying preferential trading in the e-MID interbank market71 cited
  • 2014Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability70 cited
  • 2012Externalities and Macroprudential Policy68 cited
  • 2015Modelling the emergence of the interbank networks67 cited