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Citations for "Financial Connections and Systemic Risk"

by Franklin Allen & Ana Babus & Elena Carletti

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  1. repec:dgr:uvatin:2012115 is not listed on IDEAS
  2. Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers 11-040/2/DSF15, Tinbergen Institute.
  3. Battiston, Stefano & Gatti, Domenico Delli & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012. "Default cascades: When does risk diversification increase stability?," Journal of Financial Stability, Elsevier, Elsevier, vol. 8(3), pages 138-149.
  4. Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 700, Institut d'Économie Industrielle (IDEI), Toulouse.
  5. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes," Working Papers, Queen's University, Department of Economics 1308, Queen's University, Department of Economics.
  6. Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012. "Ranking systemically important financial institutions," Working Papers, University of Tasmania, School of Economics and Finance 15473, University of Tasmania, School of Economics and Finance, revised 21 Nov 2012.
  7. Nicola Gennaioli, 2012. "A Model of Shadow Banking," 2012 Meeting Papers, Society for Economic Dynamics 89, Society for Economic Dynamics.
  8. Ethan Cohen-Cole & Andrei Kirilenko & Eleonora Patacchini, 2010. "Are Networks Priced? Network Topology and Order Trading Strategies in High Liquidity Markets," EIEF Working Papers Series 1011, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
  9. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  10. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 78(3), pages 396-411, May.
  11. repec:dgr:uvatin:2011040 is not listed on IDEAS
  12. Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011. "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8332, C.E.P.R. Discussion Papers.
  13. Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," NBER Working Papers 17490, National Bureau of Economic Research, Inc.
  14. Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports, Federal Reserve Bank of New York 348, Federal Reserve Bank of New York.
    • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
  15. Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012. "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 02/12, School of Economics and Business Administration, University of Navarra.
  16. Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011. "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper 33715, University Library of Munich, Germany.
  17. International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk," IMF Working Papers 12/46, International Monetary Fund.
  18. Andreas A. Jobst & Dale F. Gray, 2013. "Systemic Contingent Claims Analysis," IMF Working Papers 13/54, International Monetary Fund.
  19. Jihad Dagher & Kazim Kazimov, 2012. "Banks' Liability Structure and Mortgage Lending During the Financial Crisis," IMF Working Papers 12/155, International Monetary Fund.
  20. Masciandaro, Donato & Passarelli, Francesco, 2013. "Financial systemic risk: Taxation or regulation?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(2), pages 587-596.
  21. Mikhail Stolbov, 2014. "International Credit Cycles: A Regional Perspective," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
  22. Franco Peracchi & Claudio Rossetti, 2010. "The heterogeneous thresholds ordered response model: Identification and inference," EIEF Working Papers Series 1012, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2012.
  23. 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.
  24. De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi, 2013. "Bank/sovereign risk spillovers in the European debt crisis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 4793-4809.
  25. V. De Bruyckere & M. Gerhardt & G. Schepens & R. Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 12/828, Ghent University, Faculty of Economics and Business Administration.
  26. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers, University of Guelph, Department of Economics and Finance 1304, University of Guelph, Department of Economics and Finance.
  27. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
  28. Ana Babus, 2011. "Strategic Relationships in Over-the-Counter Markets," 2011 Meeting Papers 1405, Society for Economic Dynamics.
  29. Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, Elsevier, vol. 28(C), pages 112-129.