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Network risk and key players: A structural analysis of interbank liquidity
16 references·5 citing·39 second hop
Network risk and key players: A structural analysis of interbank liquidity (2021)Network risk and key players: A structura…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…The Network Origins of Aggregate Fluctuations (2012)The Network Origins of Aggreg…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Applied Spatial Econometrics: Raising the Bar (2010)Applied Spatial Econometrics:…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…An Introduction to Spatial Econometrics (2008)An Introduction to Spatial Ec…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Social Value of Public Information (2002)Social Value of Public Inform…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Financial Contagion (2000)Financial ContagionSpatial Econometrics: Methods and Models (1988)Spatial Econometrics: Methods…On the mechanics of economic development (1988)On the mechanics of economic …Power and Centrality: A Family of Measures (1987)Power and Centrality: A Famil…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…A New Status Index Derived from Sociometric Analysis (1953)A New Status Index Derived fr…Real-Time Identification and High-Frequency Analysis of Deposits Outflows (2023)Real-Time Identification and …Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network (2022)Research on stock volatility …Intermediation in the interbank lending market (2021)Intermediation in the interba…Financial Contagion in Networks (2016)Financial Contagion in Networ…Network games with incomplete information (2015)Network games with incomplete…Some effects of certain communication patterns on group performance. (1951)Networks as the Pipes and Prisms of the Market (2001)Structural vs. relational embeddedness: social capital and managerial performance (2005)On Network Theory (2011)The Economic Implications of Learning by Doing (1962)Human Capital (1983)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Contribution to the Empirics of Economic Growth (1992)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)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 (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Systemic Risk and Stability in Financial Networks (2015)Factoring and weighting approaches to status scores and clique identification (1972)A computational model of trust and reputation (2003)Dynamics of Dyads in Social Networks: Assortative, Relational, and Proximity Mechanisms (2010)The Analysis of Spatial Association by Use of Distance Statistics (1992)Local Indicators of Spatial Association—LISA (1995)General Diagnostic Tests for Cross Section Dependence in Panels (2004)
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References

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  • 1988Spatial Econometrics: Methods and Models9,595 cited
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  • 1953A New Status Index Derived from Sociometric Analysis3,877 cited
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2010
Applied Spatial Econometrics: Raising the Bar
1,724 cited

Cited by

  • 2021Intermediation in the interbank lending market65 cited
  • 2022Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network60 cited
  • 2016Financial Contagion in Networks59 cited
  • 2023Real-Time Identification and High-Frequency Analysis of Deposits Outflows55 cited
  • 2015Network games with incomplete information52 cited