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Systemic risk and financial networks
16 references·0 citing·34 second hopsampled
Systemic risk and financial networks (2024)Systemic risk and financial networksExploring the sources of default clustering (2018)Exploring the sources of defa…The value of trading relations in turbulent times (2017)The value of trading relation…Risk Sharing and Contagion in Networks (2017)Risk Sharing and Contagion in…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Graphical Network Models for International Financial Flows (2015)Graphical Network Models for …Financial and macroeconomic connectedness: a network approach to measurement and monitoring (2015)Financial and macroeconomic c…How likely is contagion in financial networks? (2014)How likely is contagion in fi…A network analysis of global banking: 1978–2010 (2013)A network analysis of global …Financial Networks and Contagion (2012)Financial Networks and Contag…Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions (2012)Efficiency and Stability of a…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Complexity, concentration and contagion (2011)Complexity, concentration and…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Credit Rationing in Markets with Imperfect Information (1981)Financial Contagion (2000)A Macroprudential Approach to Financial Regulation (2011)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial intermediation and growth: Causality and causes (2000)A Monetary History of the United States, 1867-1960 (2017)Mathematical Methods and Theory in Games, Programming, and Economics. (1960)Foundations for Financial Economics. (1989)Interbank Lending and Systemic Risk (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Climate Stress-Test of the Financial System (2016)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Credit Cycles (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)A NEW MEASURE OF RANK CORRELATION (1938)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)The Network Origins of Aggregate Fluctuations (2012)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Power-Law Distributions in Empirical Data (2009)Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome (2010)Syndication, interconnectedness, and systemic risk (2017)Power-law distributions in empirical data (2018)Weaponized Interdependence: How Global Economic Networks Shape State Coercion (2019)Contagion in Financial Networks (2016)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,760 cited
  • 2008Market Liquidity and Funding Liquidity5,147 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,538 cited
  • 2015Systemic Risk and Stability in Financial Networks2,130 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2012Financial Networks and Contagion1,270 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 2013A network analysis of global banking: 1978–2010335 cited
  • 2017The value of trading relations in turbulent times263 cited
  • 2015Financial and macroeconomic connectedness: a network approach to measurement and monitoring253 cited
  • 2018Exploring the sources of default clustering243 cited
  • 2017Risk Sharing and Contagion in Networks196 cited
  • 2012Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions177 cited
  • 2015

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Graphical Network Models for International Financial Flows
135 cited

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