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Handbook on Systemic Risk
0 references·16 citing·55 second hopsampled
Handbook on Systemic Risk (2013)Handbook on Systemic RiskWhy do some banks contribute more to global systemic risk? (2018)Why do some banks contribute …Psychology-Based Models of Asset Prices and Trading Volume (2018)Psychology-Based Models of As…House Price Beliefs And Mortgage Leverage Choice (2018)House Price Beliefs And Mortg…A unified approach to systemic risk measures via acceptance sets (2018)A unified approach to systemi…The missing links: A global study on uncovering financial network structures from partial data (2017)The missing links: A global s…Network models of financial systemic risk: a review (2017)Network models of financial s…Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations (2017)Market Segmentation and Diffe…Asset Pricing with Return Extrapolation (2017)Asset Pricing with Return Ext…Interconnectedness as a source of uncertainty in systemic risk (2016)Interconnectedness as a sourc…The Emergence of Global Systemic Risk (2015)The Emergence of Global Syste…Systemic risk spillovers in the European banking and sovereign network (2015)Systemic risk spillovers in t…Mean Field Games and systemic risk (2015)Mean Field Games and systemic…DebtRank: A Microscopic Foundation for Shock Propagation (2015)DebtRank: A Microscopic Found…Finding the core: Network structure in interbank markets (2014)Finding the core: Network str…Dynamical Models of Market Impact and Algorithms for Order Execution (2013)Dynamical Models of Market Im…Adaptive Markets and the New World Order (corrected May 2012) (2012)Adaptive Markets and the New …Systemic Risk in Financial Systems (2001)Basel Committee On Banking Supervision (2010)Systemic risk in banking ecosystems (2011)A Financial Macro-Network Approach to Climate Policy Evaluation (2017)Complexity and the Economics of Climate Change: A Survey and a Look Forward (2017)Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications (2018)Financial Contagion (2000)Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Early-warning signals of topological collapse in interbank networks (2013)Multiplex interbank networks and systemic importance: An application to European data (2016)Risk, Uncertainty and Profit (1921)Risk Society, Towards a New Modernity (1994)Globalization and Social Movements (2018)Diffusion of Innovations 1 (2019)Systemic risk and food security. Emerging trends and future avenues for research (2021)Understanding systemic risk induced by climate change (2021)Bank Runs, Deposit Insurance, and Liquidity (1983)Law and Finance (1998)Dynamic Conditional Correlation (2002)Banks' Non-Interest Income and Systemic Risk (2019)Bank liquidity creation and systemic risk (2020)ESG and systemic risk (2022)Optimal control of execution costs (1998)Market microstructure: A survey (2000)Optimal execution of portfolio transactions (2001)OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (2013)Market Impacts and the Life Cycle of Investors Orders (2015)Optimal order placement in limit order markets (2016)Contagion in financial networks (2010)May's instability in large economies (2019)Systemic risks in supply chains: a need for system-level governance (2022)Climate risk and financial systems: A nonlinear network connectedness analysis (2023)Dynamic Noncooperative Game Theory, 2nd Edition (1998)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games (2007)The Master equation in mean field theory (2014)Mean field games with common noise (2016)Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (2017)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinancing Program (2015)The Economy as an Evolving Complex System II (2018)Segmented Housing Search (2020)RETRACTED: Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters (2021)Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks (2018)Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis (2022)Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness (2022)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds? (2018)Taming the bias zoo (2021)(Re‐)Imag(in)ing Price Trends (2023)
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  • 2015Mean Field Games and systemic risk244 cited
  • 2015The Emergence of Global Systemic Risk238 cited
  • 2018House Price Beliefs And Mortgage Leverage Choice227 cited
  • 2014Finding the core: Network structure in interbank markets220 cited
  • 2018Psychology-Based Models of Asset Prices and Trading Volume218 cited
  • 2017Network models of financial systemic risk: a review156 cited
  • 2018Why do some banks contribute more to global systemic risk?154 cited
  • 2015DebtRank: A Microscopic Foundation for Shock Propagation149 cited
  • 2015Systemic risk spillovers in the European banking and sovereign network146 cited
  • 2013Dynamical Models of Market Impact and Algorithms for Order Execution140 cited
  • 2012Adaptive Markets and the New World Order (corrected May 2012)138 cited
  • 2017The missing links: A global study on uncovering financial network structures from partial data134 cited
  • 2017Asset Pricing with Return Extrapolation120 cited
  • 2016Interconnectedness as a source of uncertainty in systemic risk119 cited
  • 2017Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations

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106 cited
  • 2018A unified approach to systemic risk measures via acceptance sets100 cited