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Saqib Jafarey

Personal Details

First Name:Saqib
Middle Name:
Last Name:Jafarey
Suffix:
RePEc Short-ID:pja36
http://www.staff.city.ac.uk/~jafarey/
Department of Economics City University Northampton Square London EC1V 0HB U.K.
44-20-7040-4506

Affiliation

Department of Economics
City University

London, United Kingdom
http://www.city.ac.uk/arts-social-sciences/economics

: +44 (0)20 7040 8500

Social Sciences Building, Whiskin Street, London, EC1R 0JD
RePEc:edi:decituk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. giulia iori and Saqib Jafarey, 2001. "Interbank Lending, reserve requirements and systemic risk," Computing in Economics and Finance 2001 63, Society for Computational Economics.

Articles

  1. Michael Gort & Saqib Jafarey & Peter Rupert, 1999. "Defining capital in growth models," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 19-23.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. giulia iori and Saqib Jafarey, 2001. "Interbank Lending, reserve requirements and systemic risk," Computing in Economics and Finance 2001 63, Society for Computational Economics.

    Cited by:

    1. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(50), pages 242-271, June.
    2. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
    3. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 677-684.
    4. Sever, Can, 2014. "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper 55602, University Library of Munich, Germany.
    5. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.
    6. Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.
    7. Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2016. "Measuring Systemic Stress in European Banking Systems," Discussion Papers in Economics 16/19, Department of Economics, University of Leicester.

Articles

  1. Michael Gort & Saqib Jafarey & Peter Rupert, 1999. "Defining capital in growth models," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 19-23.

    Cited by:

    1. Bouton, L. & Sumlinski, M.A., 2000. "Trends in Private Investment in Developing Countries. Statistics for 1970-1998," Papers 41, World Bank - International Finance Corporation.
    2. Lawrence Bouton & Mariusz A. Sumlinski, 2000. "Trends in Private Investment in Developing Countries : Statistics for 1970-1998," World Bank Publications, The World Bank, number 13986, March.

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Co-authorship network on CollEc

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