Vulnerable banksRobin Marc Greenwood, Augustin Landier, David Thesmar2014-12-04articleJournal of Financial Economics492 citationsclosedNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyGlobal Financial Crisis and Policiesfinance, banking, and market dynamicsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 492 citations exist upstream.References1997Credit Cycles2008Market Liquidity and Funding Liquidity1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2008Liquidity and leverage2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2011Securitized banking and the run on repo2005Asset Fire Sales (and Purchases) in Equity Markets2001Systemic Risk in Financial SystemsCited by2019Climate Risk and Financial Stability in the Network of Banks and Investment Funds2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises2017Syndication, interconnectedness, and systemic risk2021Fire‐Sale Spillovers and Systemic Risk2021Systemic Risk in Financial Networks: A Survey2017Network models of financial systemic risk: a review2016Multiplex interbank networks and systemic importance: An application to European data2017Measuring systemic risk in the European banking sector: a copula CoVaR approach