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TAXING SYSTEMIC RISK
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TAXING SYSTEMIC RISK (2010)TAXING SYSTEMIC RISKSRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …Measuring Systemic Risk (2010)Measuring Systemic RiskManaging Credit Booms and Busts: A Pigouvian Taxation Approach (2010)Managing Credit Booms and Bus…Attributing Systemic Risk to Individual Institutions (2010)Attributing Systemic Risk to …Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)Towards an Operational Framew…This Time Is Different (2009)This Time Is DifferentLiquidity insurance for systemic crises (2009)Liquidity insurance for syste…Banking Stability Measures (2009)Banking Stability MeasuresA framework for assessing the systemic risk of major financial institutions (2009)A framework for assessing the…Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison (2008)Is the 2007 U.S. Sub-Prime Fi…New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007)New Framework for Measuring a…Measuring systemic risk: A risk management approach (2005)Measuring systemic risk: A ri…Costs of banking system instability: Some empirical evidence (2002)Costs of banking system insta…Controlling the Fiscal Costs of Banking Crises (2000)Controlling the Fiscal Costs …Double Liability of Bank Shareholders: History and Implications (1992)Double Liability of Bank Shar…Risk-shifting incentives of depository institutions: A new perspective on federal deposit insurance reform (1991)Risk-shifting incentives of d…Credit Cycles (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Macroeconomic Model with a Financial Sector (2012)Macroeconomics with Financial Frictions: A Survey (2012)Pecuniary Externalities in Economies with Financial Frictions (2017)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)Testing macroprudential stress tests: The risk of regulatory risk weights (2014)Identifying excessive credit growth and leverage (2017)What Do We Know About the Effects of Macroprudential Policy? (2017)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Modeling and Forecasting Realized Volatility (2003)How does competition affect bank systemic risk? (2013)Network Structure and Systemic Risk in Banking Systems (2013)Bank size, capital, and systemic risk: Some international evidence (2015)17. A Value for n-Person Games (1953)Monotonic solutions of cooperative games (1985)Coherent Measures of Risk (1999)An Axiomatic Approach to Systemic Risk (2013)On dependence consistency of CoVaRand some other systemic risk measures (2014)The systemic risk of European banks during the financial and sovereign debt crises (2015)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Structural causes of the global financial crisis: a critical assessment of the 'new financial architecture' (2009)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Economic Freedom of the World: 2022 Annual Report (2022)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Systemic risk and the macroeconomy: An empirical evaluation (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Bubbles, Financial Crises, and Systemic Risk (2013)TENET: Tail-Event driven NETwork risk (2016)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Cross-Country Empirical Studies of Systemic Bank Distress: A Survey (2005)Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures (2007)Comparing early warning systems for banking crises (2008)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Populism and the economics of globalization (2018)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)
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References

  • 2009This Time Is Different2,361 cited
  • 2008Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison978 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2005Measuring systemic risk: A risk management approach527 cited
  • 2002Costs of banking system instability: Some empirical evidence480 cited
  • 2010Measuring Systemic Risk432 cited
  • 2010Managing Credit Booms and Busts: A Pigouvian Taxation Approach367 cited
  • 2009Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences263 cited
  • 2010Attributing Systemic Risk to Individual Institutions217 cited
  • 2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability203 cited
  • 2000Controlling the Fiscal Costs of Banking Crises199 cited
  • 2009Banking Stability Measures195 cited
  • 1991Risk-shifting incentives of depository institutions: A new perspective on federal deposit insurance reform130 cited
  • 1992Double Liability of Bank Shareholders: History and Implications

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122 cited
  • 2009Liquidity insurance for systemic crises94 cited
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