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Citations for "Systemic risk, interbank relations and liquidity provision by the Central Bank"

by Xavier Freixas & Bruno Parigi & Jean Charles Rochet

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  1. Jorge Ponce & Marc Rennert, 2012. "Systemic banks and the lender of last resort," Documentos de Trabajo (working papers), Department of Economics - dECON 1812, Department of Economics - dECON.
  2. repec:onb:oenbwp:y::i:170:b:1 is not listed on IDEAS
  3. Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1391, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Bloch, Francis & Genicot, Garance & Ray, Debraj, 2008. "Informal insurance in social networks," Journal of Economic Theory, Elsevier, Elsevier, vol. 143(1), pages 36-58, November.
  5. Charles M. Kahn & João A. C. Santos, 2001. "Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision," BIS Working Papers 102, Bank for International Settlements.
  6. Aldasoro, Iñaki & Angeloni, Ignazio, 2013. "Input-Output-based Measures of Systemic Importance," MPRA Paper 49557, University Library of Munich, Germany.
  7. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1200, Department of Economics and Business, Universitat Pompeu Fabra.
  8. 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.
  9. Ricardo J. Caballero & Alp Simsek, 2013. "Fire Sales in a Model of Complexity," Journal of Finance, American Finance Association, American Finance Association, vol. 68(6), pages 2549-2587, December.
  10. Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2013. "Risk-sharing and contagion in networks," Economics Working Papers we1301, Universidad Carlos III, Departamento de Economía.
  11. Hasman, Augusto & Samartín, Margarita, 2008. "Information acquisition and financial contagion," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(10), pages 2136-2147, October.
  12. Acharya, Viral V., 2009. "A Theory of Systemic Risk and Design of Prudential Bank Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7164, C.E.P.R. Discussion Papers.
  13. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2011. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2011-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  14. G. Wims & D. Martens & M. De Backer, 2011. "Network Models of Financial Contagion: A Definition and Literature Review," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 11/730, Ghent University, Faculty of Economics and Business Administration.
  15. Freixas, Xavier & Parigi, Bruno M. & Rochet, Jean-Charles, 2003. "The lender of last resort: a 21st century approach," Working Paper Series, European Central Bank 0298, European Central Bank.
  16. Degryse, H.A. & Nguyen, G., 2004. "Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System," Discussion Paper, Tilburg University, Center for Economic Research 2004-4, Tilburg University, Center for Economic Research.
  17. Totzek, Alexander, 2009. "Banks and early deposit withdrawals in a new Keynesian framework," Economics Working Papers 2009,08, Christian-Albrechts-University of Kiel, Department of Economics.
  18. Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan, vol. 37(1), pages 6-12.
  19. Fecht, Falko & Nyborg, Kjell G & Rocholl, Jörg, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7794, C.E.P.R. Discussion Papers.
  20. Marius A. Zoican & Lucyna A. Górnycka, 2013. "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers 13-184/VI, Tinbergen Institute.
  21. Friederike Niepmann & Tim Schmidt-Eisenlohr, 2011. "Bank Bailouts, International Linkages and Cooperation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 170, Oesterreichische Nationalbank (Austrian Central Bank).
  22. Reint Gropp & Marco Lo Duca & Jukka Vesala, 2009. "Cross-Border Bank Contagion in Europe," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 97-139, March.
  23. Sandro Brusco & Giuseppe Lopomo & Leslie M. Marx, 2008. "The Economics of Contingent Re-Auctions," Department of Economics Working Papers, Stony Brook University, Department of Economics 08-02, Stony Brook University, Department of Economics.
  24. 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.
  25. E Philip Davis, 2008. "Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?," RBA Annual Conference Volume, Reserve Bank of Australia, in: Paul Bloxham & Christopher Kent (ed.), Lessons from the Financial Turmoil of 2007 and 2008 Reserve Bank of Australia.
  26. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, Springer, vol. 14(1), pages 43-70, January.
  27. Srobona Mitra & Elena Duggar, 2007. "External Linkages and Contagion Risk in Irish Banks," IMF Working Papers 07/44, International Monetary Fund.
  28. Falko Fecht & Hans Grüner, 2008. "Limits to International Banking Consolidation," Open Economies Review, Springer, Springer, vol. 19(5), pages 651-666, November.
  29. Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013. "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper 49616, University Library of Munich, Germany.
  30. Darren Pain, 2003. "The provisioning experience of the major UK banks: a small panel investigation," Bank of England working papers 177, Bank of England.
  31. Franklin Allen & Elena Carletti, 2013. "Financial Markets, Institutions and Liquidity," RBA Annual Conference Volume, Reserve Bank of Australia, in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
  32. Sandro Brusco & Fabio Castiglionesi, 2007. "Liquidity Coinsurance, Moral Hazard, and Financial Contagion," Journal of Finance, American Finance Association, American Finance Association, vol. 62(5), pages 2275-2302, October.
  33. repec:dgr:uvatin:2012115 is not listed on IDEAS
  34. Nils Herger, 2008. "Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?," Working Papers 08.04, Swiss National Bank, Study Center Gerzensee.
  35. Ben Craig & Joseph G. Haubrich, 2006. "Gross loan flows," Working Paper 0604, Federal Reserve Bank of Cleveland.
  36. Claeys, Sophie & Schoors, Koen, 2007. "Bank supervision Russian style: Evidence of conflicts between micro- and macro-prudential concerns," Journal of Comparative Economics, Elsevier, vol. 35(3), pages 630-657, September.
  37. Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers, University of Pennsylvania, Wharton School, Weiss Center 10-20, University of Pennsylvania, Wharton School, Weiss Center.
  38. Bartram, Sohnke M. & Brown, Gregory W. & Hund, John E., 2007. "Estimating systemic risk in the international financial system," Journal of Financial Economics, Elsevier, Elsevier, vol. 86(3), pages 835-869, December.
  39. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, INFORMS, vol. 52(9), pages 1301-1314, September.
  40. de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2634, C.E.P.R. Discussion Papers.
  41. 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.
  42. TCHANA TCHANA, Fulbert, 2008. "Regulation and Banking Stability: A Survey of Empirical Studies," MPRA Paper 9298, University Library of Munich, Germany, revised 30 May 2008.
  43. Wagner, Wolf, 2007. "Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation," Journal of Financial Stability, Elsevier, Elsevier, vol. 3(1), pages 18-32, April.
  44. Jakob Bosma, 2011. "Communicating Bailout Policy and Risk Taking in the Banking Industry," DNB Working Papers, Netherlands Central Bank, Research Department 277, Netherlands Central Bank, Research Department.
  45. Eijffinger, S.C.W. & Nijskens, R.G.M., 2010. "The Lender of Last Resort: Liquidity Provision Versus the Possibility of Bail-out," Discussion Paper, Tilburg University, Center for Economic Research 2010-20, Tilburg University, Center for Economic Research.
  46. Gary B. Gorton, 2012. "Some Reflections on the Recent Financial Crisis," NBER Working Papers 18397, National Bureau of Economic Research, Inc.
  47. Frank Schmielewski, 2012. "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics 229, University of Lüneburg, Institute of Economics.
  48. Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(3), pages 320-329.
  49. Xavier Freixas & Curzio Giannini & Glenn Hoggarth & Farouk Soussa, 2000. "Lender of Last Resort: What Have We Learned Since Bagehot?," Journal of Financial Services Research, Springer, Springer, vol. 18(1), pages 63-84, October.
  50. Carletti, Elena & Hartmann, Philipp & Spagnolo, Giancarlo, 2004. "Bank Mergers, Competition and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4260, C.E.P.R. Discussion Papers.
  51. Rohit Rahi & Jean-Pierre Zigrand, 2007. "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 4764, London School of Economics and Political Science, LSE Library.
  52. Sánchez-Fung, José R., 2008. "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," MPRA Paper 15648, University Library of Munich, Germany.
  53. Mario Eboli, 2013. "A flow network analysis of direct balance-sheet contagion in financial networks," Kiel Working Papers 1862, Kiel Institute for the World Economy.
  54. Freixas, Xavier & Holthausen, Cornelia, 2001. "Interbank market integration under asymmetric information," Working Paper Series, European Central Bank 0074, European Central Bank.
  55. Nobuhiro Kiyotaki & John Moore, 2002. "Balance-Sheet Contagion," American Economic Review, American Economic Association, American Economic Association, vol. 92(2), pages 46-50, May.
  56. Iman van Lelyveld & Franka Liedorp, 2006. "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
  57. Daniel Schmidt & Frank Schmielewski, 2012. "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics 228, University of Lüneburg, Institute of Economics.
  58. Martin F. Grace, 2010. "The Insurance Industry and Systemic Risk: Evidence and Discussion," NFI Policy Briefs 2010-PB-02, Indiana State University, Scott College of Business, Networks Financial Institute.
  59. 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.
  60. Thomas Lux, Daniel Fricke, 2012. "Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform," Kiel Working Papers 1759, Kiel Institute for the World Economy.
  61. Marco A. Espinosa-Vega & Juan Solé, 2011. "Cross-border financial surveillance: a network perspective," Journal of Financial Economic Policy, Emerald Group Publishing, Emerald Group Publishing, vol. 3(3), pages 182-205, August.
  62. repec:dgr:uvatin:2007023 is not listed on IDEAS
  63. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(5), pages 1008-1021, May.
  64. Lee, Seung Hwan, 2013. "Systemic liquidity shortages and interbank network structures," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(1), pages 1-12.
  65. Jackson, Patricia & Perraudin, William R. M., 2002. "Introduction: Banks and systemic risk," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(5), pages 819-823, May.
  66. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Boston College Working Papers in Economics, Boston College Department of Economics 521, Boston College Department of Economics, revised 31 Aug 2008.
  67. Dan Ladley, 2010. "Contagion and risk-sharing on the inter-bank market," Discussion Papers in Economics 11/10, Department of Economics, University of Leicester, revised Jan 2013.
  68. Fecht, Falko & Grüner, Hans Peter, 2005. "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies 2005,11, Deutsche Bundesbank, Research Centre.
  69. Valeriya Dinger & Jürgen Von Hagen, 2009. "Does Interbank Borrowing Reduce Bank Risk?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 41(2-3), pages 491-506, 03.
  70. Prasanna Gai & Sujit Kapadia, 2009. "A Network Model of Super-systemic Crises," Working Papers Central Bank of Chile, Central Bank of Chile 542, Central Bank of Chile.
  71. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012. "Financial Integration, Specialization, and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8854, C.E.P.R. Discussion Papers.
  72. Itai Agur, 2014. "Bank Risk Within and Across Equilibria," IMF Working Papers 14/116, International Monetary Fund.
  73. Fecht, Falko, 2003. "On the Stability of Different Financial Systems," Discussion Paper Series 1: Economic Studies 2003,10, Deutsche Bundesbank, Research Centre.
  74. Ringbom, Staffan & Shy, Oz & Stenbacka, Rune, 2004. "Optimal liquidity management and bail-out policy in the banking industry," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(6), pages 1319-1335, June.
  75. Wang, Lanfang & Wang, Susheng, 2012. "Endogenous networks in investment syndication," Journal of Corporate Finance, Elsevier, Elsevier, vol. 18(3), pages 640-663.
  76. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "An Empirical Analysis of the Network Structure of the Austrian Interbank Market," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 7, pages 77-87.
  77. Matteo Chinazzi & Giorgio Fagiolo & Javier A. Reyes & Stefano Schiavo, 2012. "Post-Mortem Examination of the International Financial Network," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2012/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  78. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013. "Systemic Risk Measures," Working Papers Series, Central Bank of Brazil, Research Department 321, Central Bank of Brazil, Research Department.
  79. Jeannette Müller, 2006. "Interbank Credit Lines as a Channel of Contagion," Journal of Financial Services Research, Springer, Springer, vol. 29(1), pages 37-60, February.
  80. Florian Heider & Marie Hoerova, 2009. "Interbank Lending, Credit-Risk Premia, and Collateral," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 5-43, December.
  81. Vinko Zlati\'c & Giampaolo Gabbi & Hrvoje Abraham, 2014. "Reduction of systemic risk by means of Pigouvian taxation," Papers 1406.5817, arXiv.org.
  82. Georges Dionne, 2003. "The Foundationsof Banks' Risk Regulation: A Review of Literature," THEMA Working Papers 2003-46, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  83. Franklin Allen & Elena Carletti, 2013. "Systemic risk from real estate and macro-prudential regulation," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 28-48.
  84. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005. "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers, Business School - Economics, University of Glasgow 2005_27, Business School - Economics, University of Glasgow.
  85. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, Springer, vol. 9(3), pages 519-541, August.
  86. Mistrulli, Paolo Emilio, 2011. "Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(5), pages 1114-1127, May.
  87. Xavier Freixas, 1999. "Optimal bail out policy, conditionality and constructive ambiguity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 400, Department of Economics and Business, Universitat Pompeu Fabra.
  88. Mariya Teteryatnikova, 2012. "Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems," Vienna Economics Papers, University of Vienna, Department of Economics 1203, University of Vienna, Department of Economics.
  89. 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.
  90. Charles M. Kahn & William Roberds, 2002. "Payments settlement under limited enforcement: Private versus public systems," Working Paper, Federal Reserve Bank of Atlanta 2002-33, Federal Reserve Bank of Atlanta.
  91. Rochet, Jean-Charles, 2004. "Macroeconomic Shocks and Banking Supervision," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 276, Institut d'Économie Industrielle (IDEI), Toulouse.
  92. Nabi, Mahmoud Sami, 2012. "Dual Banking and Financial Contagion," MPRA Paper 49814, University Library of Munich, Germany.
  93. Pagès, H. & Santos, J., 2002. "Optimal Supervisory Policies and Depositor-Preferences Laws," Working papers, Banque de France 91, Banque de France.
  94. Lena Tonzer, 2013. "Cross-Border Interbank Networks, Banking Risk and Contagion," FIW Working Paper series, FIW 129, FIW.
  95. Renato Filosa, 2007. "Stress testing of the stability of the Italian banking system: a VAR approach," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica 0703, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  96. Mark M. Spiegel, 2000. "Solvency runs, sunspot runs, and international bailouts," Working Paper Series, Federal Reserve Bank of San Francisco 2001-05, Federal Reserve Bank of San Francisco.
  97. Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 18(1), pages 1-23, January.
  98. Carol Ann Northcott, 2004. "Competition in Banking: A Review of the Literature," Working Papers, Bank of Canada 04-24, Bank of Canada.
  99. Lev Ratnovski & Rocco Huang, 2010. "The Dark Side of Bank Wholesale Funding," IMF Working Papers 10/170, International Monetary Fund.
  100. Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers, Financial Markets Group dp637, Financial Markets Group.
  101. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Working Papers, Bank of Canada 02-12, Bank of Canada.
  102. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(5), pages 453-470.
  103. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 27(5), pages 978-995, December.
  104. Moheeput, Ashwin, 2008. "Financial Systems, Micro-Systemic Risks and Central Bank Policy : An Analytical Taxonomy of the Literature," The Warwick Economics Research Paper Series (TWERPS) 856, University of Warwick, Department of Economics.
  105. Totzek, Alexander, 2008. "The Bank, the Bank-Run, and the Central Bank: The Impact of Early Deposit Withdrawals in a New Keynesian Framework," Economics Working Papers 2008,20, Christian-Albrechts-University of Kiel, Department of Economics.
  106. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2013. "Systemic Risk and Stability in Financial Networks," NBER Working Papers 18727, National Bureau of Economic Research, Inc.
  107. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Working Papers, Bank of Canada 03-1, Bank of Canada.
  108. Sebastian Sienknecht, 2010. "On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses," Jena Economic Research Papers 2010-005, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  109. Agostino Capponi & Martin Larsson, 2011. "Default and Systemic Risk in Equilibrium," Papers 1108.1133, arXiv.org, revised Dec 2011.
  110. Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM, 2014. "Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System," Iktisat Isletme ve Finans, Bilgesel Yayincilik, Bilgesel Yayincilik, vol. 29(338), pages 39-66.
  111. Michele FRATIANNI, 2008. "Financial Crises, Safety Nets and Regulation," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 13(2), pages 169-208, August.
  112. Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 17(4), pages 562-584, October.
  113. Yellen, Janet L., 2013. "Interconnectedness and Systemic Risk: Lessons from the Financial Crisis and Policy Implications : a speech at the American Economic Association/American Finance Association Joint Luncheon, San Diego, ," Speech, Board of Governors of the Federal Reserve System (U.S.) 631, Board of Governors of the Federal Reserve System (U.S.).
  114. Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Working Paper, Federal Reserve Bank of Atlanta 99-10, Federal Reserve Bank of Atlanta.
  115. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2007. "Welfare Effects of Financial Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6311, C.E.P.R. Discussion Papers.
  116. Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, Elsevier, vol. 7(3), pages 111-125, August.
  117. Sebastian Sienknecht, 2010. "Adjustment Cost-Driven Inflation Inertia," Jena Economic Research Papers 2010-023, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  118. Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers, ROME Network 201317, ROME Network.
  119. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Annual Review of Financial Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 255-296, October.
  120. Marco Pagano, 2014. "Dealing with Financial Crises: How Much Help from Research?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 361, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  121. Massimo Sbracia & Andrea Zaghini, 2001. "The Role of the Banking System in the International Transmission of Shocks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 409, Bank of Italy, Economic Research and International Relations Area.
  122. Ricardo J. Caballero & Alp Simsek, 2009. "Complexity and Financial Panics," NBER Working Papers 14997, National Bureau of Economic Research, Inc.
  123. Jin Cao & Lorán Chollete, 2013. "Central Banking and Financial Stability in the Long Run," CESifo Working Paper Series 4272, CESifo Group Munich.
  124. Ponce, Jorge, 2010. "Lender of last resort policy: What reforms are necessary?," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 19(2), pages 188-206, April.
  125. Keiler, Sebastian & Eder, Armin, 2013. "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers 01/2013, Deutsche Bundesbank, Research Centre.
  126. Xavier Freixas, 2009. "Post crisis challenges to bank regulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1201, Department of Economics and Business, Universitat Pompeu Fabra.
  127. Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank, Research Centre.
  128. 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.
  129. Bhaskar DasGupta & Lakshmi Kaligounder, 2014. "Densely Entangled Financial Systems," Papers 1402.5208, arXiv.org.
  130. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2010. "Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7762, C.E.P.R. Discussion Papers.
  131. repec:dgr:uvatin:2006093 is not listed on IDEAS
  132. Claudia M. Buch, 2001. "Cross-Border Banking and Transmission Mechanisms: The Case of Europe," Kiel Working Papers 1063, Kiel Institute for the World Economy.
  133. Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
  134. Tasca, Paolo & Battiston, Stefano, 2013. "Market Procyclicality and Systemic Risk," MPRA Paper 45156, University Library of Munich, Germany, revised Mar 2013.
  135. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Working Papers, Bank of Canada 07-28, Bank of Canada.
  136. Claeys, Sophie & Lanine, Gleb & Schoors, Koen, 2005. "Bank supervision Russian style: Rules versus enforcement and tacit objectives," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 10/2005, Bank of Finland, Institute for Economies in Transition.
  137. Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2013. "Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity," Journal of Finance, American Finance Association, American Finance Association, vol. 68(3), pages 1179-1228, 06.
  138. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series, European Central Bank 0527, European Central Bank.
  139. Bouaiss, Karima & Refait-Alexandre, Catherine & Alexandre, Hervé, 2010. "Will Bank Transparency really Help Financial Markets and Regulators?," Economics Papers from University Paris Dauphine 123456789/4060, Paris Dauphine University.
  140. Castiglionesi, Fabio, 2007. "Financial contagion and the role of the central bank," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(1), pages 81-101, January.
  141. 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.
  142. Itai Agur, 2009. "Regulatory Competition and Bank Risk Taking," DNB Working Papers, Netherlands Central Bank, Research Department 213, Netherlands Central Bank, Research Department.
  143. 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.
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