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Variation in Systemic Risk at US Banks During 1974-2010
16 references·4 citing·49 second hopsampled
Variation in Systemic Risk at US Banks During 1974-2010 (2012)Variation in Systemic Risk at US Banks Du…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Securitization without risk transfer (2012)Securitization without risk t…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Tails, Fears, and Risk Premia (2011)Tails, Fears, and Risk PremiaCoVaR (2011)CoVaRMeasuring Systemic Risk (2010)Measuring Systemic RiskDeciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Liquidity and leverage (2008)Liquidity and leverageMarket discipline and deposit insurance (2004)Market discipline and deposit…The fiscal cost implications of an accommodating approach to banking crises (2002)The fiscal cost implications …Systemic risk and financial consolidation: Are they related? (2002)Systemic risk and financial c…Financial Contagion (2000)Financial ContagionEffectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994 (2000)Effectiveness of Capital Regu…Forbearance and valuation of deposit insurance as a callable put (1993)Forbearance and valuation of …The S & L insurance mess: how did it happen? (1990)The S & L insurance mess: how…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…CEO overconfidence, firm-specific factors, and systemic risk: evidence from China (2021)CEO overconfidence, firm-spec…Discretionary Loan Loss Provisions and Systemic Risk in the Banking Industry (2016)Discretionary Loan Loss Provi…Derivatives usage, securitization, and the crash sensitivity of bank stocks (2016)Derivatives usage, securitiza…International Evidence on Government Support and Risk Taking in the Banking Sector (2013)International Evidence on Gov…Financial Intermediaries and Liquidity Creation (1990)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does deposit insurance increase banking system stability? An empirical investigation (2002)The Corporate Governance of Banks: A Concise Discussion of Concepts and Evidence (2004)Regulations, competition and bank risk-taking in transition countries (2009)How does competition affect bank systemic risk? (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Loan Sales and the Cost of Bank Capital (1988)Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Prudential Regulation for Banks (1995)The cost of capital, corporation finance and the theory of investment (2008)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Coherent Measures of Risk (1999)Stochastic Integration and Differential Equations (2005)Tail Risk and Asset Prices (2014)Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)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)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Credit Cycles (1997)Dynamic Conditional Correlation (2002)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)Conditional Tail-Risk in Cryptocurrency Markets (2018)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)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Bank lending during the financial crisis of 2008 (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Financial Intermediation and Delegated Monitoring (1984)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)A Crisis of Banks as Liquidity Providers (2014)The “greatest” carry trade ever? Understanding eurozone bank risks (2014)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Financial Network Systemic Risk Contributions (2014)Systemic risk and the macroeconomy: An empirical evaluation (2016)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Systemic Risk and Stability in Financial Networks (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2000Financial Contagion3,393 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2008Liquidity and leverage2,557 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2012Securitization without risk transfer922 cited
  • 2011Tails, Fears, and Risk Premia814 cited
  • 2004Market discipline and deposit insurance662 cited
  • 2011CoVaR546 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 2010Measuring Systemic Risk432 cited
  • 2002The fiscal cost implications of an accommodating approach to banking crises343 cited
  • 1990The S & L insurance mess: how did it happen?294 cited
  • 2002Systemic risk and financial consolidation: Are they related?257 cited
  • 2000Effectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994231 cited
  • 1993Forbearance and valuation of deposit insurance as a callable put142 cited

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Cited by

  • 2021CEO overconfidence, firm-specific factors, and systemic risk: evidence from China21 cited
  • 2013International Evidence on Government Support and Risk Taking in the Banking Sector21 cited
  • 2016Derivatives usage, securitization, and the crash sensitivity of bank stocks21 cited
  • 2016Discretionary Loan Loss Provisions and Systemic Risk in the Banking Industry17 cited