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Too Interconnected to Fail: A Survey of the Interbank Networks Literature
16 references·2 citing·38 second hop
Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015)Too Interconnected to Fail: A Survey of t…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…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…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…Complexity, concentration and contagion (2011)Complexity, concentration and…Contagion in financial networks (2010)Contagion in financial networ…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Network models and financial stability (2007)Network models and financial …Market Liquidity and Funding Liquidity (2005)Market Liquidity and Funding …Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionSystemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionA Strategic Model of Social and Economic Networks (1996)A Strategic Model of Social a…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Network Effects of International Shocks and Spillovers (2015)Network Effects of Internatio…Contagion in Financial Networks (2015)Contagion in Financial Networ…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)Existence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)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. S. Labor Market (2003)Job Information Networks, Neighborhood Effects, and Inequality (2004)Credit Rationing in Markets with Imperfect Information (1981)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Credit Cycles (1997)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)CoVaR (2016)Measuring Systemic Risk (2016)SRISK: A conditional capital shortfall measure of systemic risk (2017)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)This Time Is Different (2009)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The Use and Effectiveness of Macroprudential Policies (2015)Systemic Banking Crises Revisited (2018)Systemic Banking Crises Database II (2020)A Monetary History of the United States 1867-1960 (1964)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000Financial Contagion3,393 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
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2013Systemic Banking Crises Database1,162 cited
  • 2010Contagion in financial networks1,143 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited

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Cited by

  • 2015Contagion in Financial Networks36 cited
  • 2015Network Effects of International Shocks and Spillovers27 cited