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Bank interconnectedness and financial stability: The role of bank capital
16 references·1 citing·37 second hopsampled
Bank interconnectedness and financial stability: The role of bank capital (2022)Bank interconnectedness and financial sta…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRSystemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…How likely is contagion in financial networks? (2014)How likely is contagion in fi…Financial Networks and Contagion (2014)Financial Networks and Contag…Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Stronger Risk Controls, Lower…Procyclical Leverage and Value-at-Risk (2013)Procyclical Leverage and Valu…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)The Credit Crisis Around the …Neglected risks, financial innovation, and financial fragility (2011)Neglected risks, financial in…Complexity, concentration and contagion (2011)Complexity, concentration and…The Economics of Structured Finance (2009)The Economics of Structured F…Diversification at financial institutions and systemic crises (2009)Diversification at financial …Network models and financial stability (2007)Network models and financial …Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)Too many to fail—An analysis …Financial integration and banking stability: A post-global crisis assessment (2024)Financial integration and ban…Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)Credit Rationing in Markets with Imperfect Information (1981)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)Stability analysis of financial contagion due to overlapping portfolios (2014)Contagion in Financial Networks (2016)Determinants of corporate borrowing (1977)Law and Finance (1998)The law and economics of self-dealing (2008)Risk management, corporate governance, and bank performance in the financial crisis (2011)How does capital affect bank performance during financial crises? (2013)The Global Crisis and Equity Market Contagion (2014)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)Back to the basics in banking? A micro-analysis of banking system stability (2009)How did increased competition affect credit ratings? (2011)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)Conditional Tail-Risk in Cryptocurrency Markets (2018)Bank Runs, Deposit Insurance, and Liquidity (1983)Games on Networks (2014)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Coherent Measures of Risk (1999)Bank Capital and Lending Relationships (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)
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References

  • 2016CoVaR2,395 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?1,425 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2009The Economics of Structured Finance750 cited
  • 2011Neglected risks, financial innovation, and financial fragility742 cited
  • 2006Too many to fail—An analysis of time-inconsistency in bank closure policies730 cited
  • 2013Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies716 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 2009Diversification at financial institutions and systemic crises586 cited
  • 2013Procyclical Leverage and Value-at-Risk

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  • 2024Financial integration and banking stability: A post-global crisis assessment26 cited