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The Life Cycle of Systemic Risk and Crises
16 references·0 citing·33 second hop
The Life Cycle of Systemic Risk and Crises (2024)The Life Cycle of Systemic Risk and CrisesSRISK: 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 does capital affect bank performance during financial crises? (2013)How does capital affect bank …Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Bank Liquidity Creation (2009)Bank Liquidity CreationLiquidity and leverage (2008)Liquidity and leverageNo Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Contemporary Banking Theory (1993)Contemporary Banking TheoryBank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…The Theory of Economic Regulation (1971)The Theory of Economic Regula…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)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)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)Debt Maturity Structure and Liquidity Risk (1991)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Default and Renegotiation: A Dynamic Model of Debt (1998)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Financial Contagion (2000)Financial Networks and Contagion (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Bank lending during the financial crisis of 2008 (2009)Coherent Measures of Risk (1999)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Evaluating Interval Forecasts (1998)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The Regulation of Entry (2000)The great reversals: the politics of financial development in the twentieth century (2003)Testing Theories of American Politics: Elites, Interest Groups, and Average Citizens (2014)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1971The Theory of Economic Regulation8,084 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 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
  • 2016CoVaR2,395 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2009The Aftermath of Financial Crises1,509 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2009Bank Liquidity Creation1,308 cited
  • 1993Contemporary Banking Theory1,251 cited

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