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Citations for "Financial Contagion"

by Franklin Allen & Douglas Gale

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  1. Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro, 2012. "Structural contagion and vulnerability to unexpected liquidity shortfalls," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 83(3), pages 558-569.
  2. Manmohan S. Kumar & Avinash Persaud, 2001. "Pure Contagion and Investors Shifting Risk Appetite," IMF Working Papers, International Monetary Fund 01/134, International Monetary Fund.
  3. Carletti, Elena & Hartmann, Philipp & Spagnolo, Giancarlo, 2003. "Bank mergers, competition and liquidity," Working Paper Series, European Central Bank 0292, European Central Bank.
  4. de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan, 2004. "Fundamentals and Joint Currency Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4338, C.E.P.R. Discussion Papers.
  5. Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 32(3), pages 611-38, August.
  6. Daniel O. Cajueiro & Benjamin M. Tabak, 2007. "The role of banks in the Brazilian Interbank Market: Does bank type matter?," Working Papers Series, Central Bank of Brazil, Research Department 130, Central Bank of Brazil, Research Department.
  7. Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2006. "Banks, Relative Performance, and Sequential Contagion," OFRC Working Papers Series, Oxford Financial Research Centre 2006fe10, Oxford Financial Research Centre.
  8. Marcel Fratzscher, 2000. "On Currency Crises and Contagion," Working Paper Series, Peterson Institute for International Economics WP00-9, Peterson Institute for International Economics.
  9. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, Springer, vol. 14(1), pages 43-70, January.
  10. Mierau, Jochen O. & Mink, Mark, 2013. "Are stock market crises contagious? The role of crisis definitions," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 4765-4776.
  11. Jon R. Moen & Ellis W. Tallman, 2003. "The call loan market in the U.S. financial system prior to the Federal Reserve System," Working Paper, Federal Reserve Bank of Atlanta 2003-43, Federal Reserve Bank of Atlanta.
  12. Ladley, Daniel, 2013. "Contagion and risk-sharing on the inter-bank market," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(7), pages 1384-1400.
  13. Stiglitz Joseph E., 2010. "Contagion, Liberalization, and the Optimal Structure of Globalization," Journal of Globalization and Development, De Gruyter, De Gruyter, vol. 1(2), pages 1-47, December.
  14. Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011. "Null Models of Economic Networks: The Case of the World Trade Web," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2011/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  15. Claudia Buch, 2004. "Cross-border banking and transmission mechanisms in Europe: evidence from German data," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(16), pages 1137-1149.
  16. Claudia M. Buch, 2001. "Cross-Border Banking and Transmission Mechanisms: The Case of Europe," Kiel Working Papers, Kiel Institute for the World Economy 1063, Kiel Institute for the World Economy.
  17. Krause, Andreas & Giansante, Simone, 2012. "Interbank lending and the spread of bank failures: A network model of systemic risk," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 83(3), pages 583-608.
  18. Mahua Barari & Brian Lucey & Svitlana Voronkova, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp078, IIIS.
  19. Philipp Hartmann & Elena Carletti, 2002. "Competition and Stability: What's Special about Banking?," FMG Special Papers, Financial Markets Group sp140, Financial Markets Group.
  20. Benjamin Lorent, 2008. "Raisons Fondamentales d’une Régulation Prudentielle du Secteur des Assurances," Working Papers CEB, ULB -- Universite Libre de Bruxelles 08-020.RS, ULB -- Universite Libre de Bruxelles.
  21. Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko, 2007. "Welfare effects of financial integration," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2007,11, Deutsche Bundesbank, Research Centre.
  22. Piotr Berman & Bhaskar DasGupta & Lakshmi Kaligounder & Marek Karpinski, 2011. "On the Computational Complexity of Measuring Global Stability of Banking Networks," Papers 1110.3546, arXiv.org, revised Mar 2013.
  23. Herrala, Risto, 2003. "The rigidity bias," Research Discussion Papers, Bank of Finland 31/2003, Bank of Finland.
  24. Alin Marius ANDRIES, 2009. "What Role Have Banks in Financial Crises?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 149-159, May.
  25. Giancarlo Corsetti & Bernardo Guimaraes & Nouriel Roubini, 2003. "International Lending of Last Resort and Moral Hazard: A Model of IMF's Catalytic Finance," NBER Working Papers 10125, National Bureau of Economic Research, Inc.
  26. Andreas Lehnert & Wayne Passmore, 1999. "Pricing systemic crises: monetary and fiscal policy when savers are uncertain," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1999-33, Board of Governors of the Federal Reserve System (U.S.).
  27. Paolo Tasca & Stefano Battiston, . "Diversification and Financial Stability," Working Papers, ETH Zurich, Chair of Systems Design CCSS-11-001, ETH Zurich, Chair of Systems Design.
  28. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(8), pages 1626-1640.
  29. Melisso Boschi & Aditya Goenka, 2007. "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 2007-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  30. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak, 2013. "Contagion Risk within Firm-Bank Bivariate Networks," Working Papers Series, Central Bank of Brazil, Research Department 322, Central Bank of Brazil, Research Department.
  31. Zekeriya Eser & Joe Peek, 2006. "Reciprocity and Network Coordination: Evidence from Japanese Banks," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d05-157, Institute of Economic Research, Hitotsubashi University.
  32. repec:acb:camaaa:2007-28 is not listed on IDEAS
  33. Paolo Tasca & Stefano Battiston, . "Market Procyclicality and Systemic Risk," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-12-012, ETH Zurich, Chair of Systems Design.
  34. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 83(3), pages 627-646.
  35. Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A., 2011. "Contagion between United States and european markets during the recent crises," MPRA Paper 35993, University Library of Munich, Germany.
  36. Ernesto Pastén, 2011. "Time - Consistent Bailout Plans," Working Papers Central Bank of Chile, Central Bank of Chile 635, Central Bank of Chile.
  37. Mark Carlson, 2008. "Alternatives for distressed banks and the panics of the Great Depression," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-07, Board of Governors of the Federal Reserve System (U.S.).
  38. Peter Clark & Haizhou Huang, 2006. "International Financial Contagion and the Fund —A Theoretical Framework," Open Economies Review, Springer, Springer, vol. 17(4), pages 399-422, December.
  39. Michael Manz, 2002. "Coordination Failure and Financial Contagion," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0203, Universitaet Bern, Departement Volkswirtschaft.
  40. Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Alberto Russo & Joseph E. Stiglitz, 2008. "Financially Constrained Fluctuations in an Evolving Network Economy," NBER Working Papers 14112, National Bureau of Economic Research, Inc.
  41. Hai-Chin YU & Ming-Chang Huang, 2003. "Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong," Econometrics, EconWPA 0308002, EconWPA, revised 18 Aug 2003.
  42. Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra, 2013. "Insolvency and Contagion in the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department 320, Central Bank of Brazil, Research Department.
  43. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2010. "The financial accelerator in an evolving credit network," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(9), pages 1627-1650, September.
  44. Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
  45. Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012. "Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(8), pages 1121-1141.
  46. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer, Springer, vol. 5(2), pages 111-135, December.
  47. Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra, 2013. "Assessing Systemic Risk in the Brazilian Interbank Market," Working Papers Series, Central Bank of Brazil, Research Department 318, Central Bank of Brazil, Research Department.
  48. Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna, 2011. "The contagious capacity of the international banking network: 1985-2009," University of California at Santa Barbara, Economics Working Paper Series qt0r89f16p, Department of Economics, UC Santa Barbara.