Ana Babus
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.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Babus, Ana & Das, Sanmay & Lee, SangMok, 2020.
"The Optimal Allocation of Covid-19 Vaccines,"
CEPR Discussion Papers
15329, C.E.P.R. Discussion Papers.
- Babus, Ana & Das, Sanmay & Lee, SangMok, 2023. "The optimal allocation of Covid-19 vaccines," Economics Letters, Elsevier, vol. 224(C).
Mentioned in:
Working papers
- Babus, Ana & Hachem, Kinda, 2021.
"Regulation and Security Design in Concentrated Markets,"
CEPR Discussion Papers
15861, C.E.P.R. Discussion Papers.
- Babus, Ana & Hachem, Kinda, 2021. "Regulation and security design in concentrated markets," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 139-151.
- Ana Babus & Kinda Cheryl Hachem, 2021. "Regulation and Security Design in Concentrated Markets," NBER Working Papers 28764, National Bureau of Economic Research, Inc.
Cited by:
- Allen, Franklin & Barbalau, Adelina, 2024. "Security design: A review," Journal of Financial Intermediation, Elsevier, vol. 60(C).
- Ana Babus & Kinda Cheryl Hachem, 2019.
"Markets for Financial Innovation,"
NBER Working Papers
25477, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2019. "Markets for Financial Innovation," CEPR Discussion Papers 13457, C.E.P.R. Discussion Papers.
- Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
- Ana Babus & Kinda Hachem, 2018. "Markets for Financial Innovation," 2018 Meeting Papers 355, Society for Economic Dynamics.
- Rostek, Marzena, 2021. "Comments on “Regulation and security design in concentrated markets” by A. Babus and K. Hachem (2021)," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 152-154.
- Babus, Ana & Farboodi, Maryam, 2020.
"The Hidden Costs of Strategic Opacity,"
CEPR Discussion Papers
15079, C.E.P.R. Discussion Papers.
- Ana Babus & Maryam Farboodi, 2020. "The Hidden Costs of Strategic Opacity," NBER Working Papers 27471, National Bureau of Economic Research, Inc.
- Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
Cited by:
- Allen, Franklin & Barbalau, Adelina, 2024. "Security design: A review," Journal of Financial Intermediation, Elsevier, vol. 60(C).
- Babus, Ana & Das, Sanmay & Lee, SangMok, 2020.
"The Optimal Allocation of Covid-19 Vaccines,"
CEPR Discussion Papers
15329, C.E.P.R. Discussion Papers.
- Babus, Ana & Das, Sanmay & Lee, SangMok, 2023. "The optimal allocation of Covid-19 vaccines," Economics Letters, Elsevier, vol. 224(C).
Cited by:
- Pirayesh, Amir & Asadaraghi, Alireza & Mohammadi, Mehrdad & Siadat, Ali & Battaïa, Olga, 2025. "A dynamic optimization model for vaccine allocation with age considerations: A study inspired by the COVID-19 pandemic," International Journal of Production Economics, Elsevier, vol. 280(C).
- L'aszl'o Czaller & GergH{o} T'oth & Bal'azs Lengyel, 2021. "Vaccine allocation to blue-collar workers," Papers 2104.04639, arXiv.org.
- Ghazal, Ikram & Rachadi, Abdeljalil & Ez-Zahraouy, Hamid, 2022. "Optimal allocation strategies for prioritized geographical vaccination for Covid-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
- González-Parra, Gilberto & Villanueva-Oller, Javier & Navarro-González, F.J. & Ceberio, Josu & Luebben, Giulia, 2024. "A network-based model to assess vaccination strategies for the COVID-19 pandemic by using Bayesian optimization," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
- Emanuele Blasioli & Bahareh Mansouri & Srinivas Subramanya Tamvada & Elkafi Hassini, 2023. "Vaccine Allocation and Distribution: A Review with a Focus on Quantitative Methodologies and Application to Equity, Hesitancy, and COVID-19 Pandemic," SN Operations Research Forum, Springer, vol. 4(2), pages 1-32, June.
- Almagro, Milena & Orane-Hutchinson, Angelo, 2022. "JUE Insight: The determinants of the differential exposure to COVID-19 in New York city and their evolution over time," Journal of Urban Economics, Elsevier, vol. 127(C).
- Hadi Hosseini & Sujoy Sikdar & Rohit Vaish & Lirong Xia, 2022. "Fairly Dividing Mixtures of Goods and Chores under Lexicographic Preferences," Papers 2203.07279, arXiv.org.
- Liang Guo & Wendy Xu, 2023. "“We Are the World”: When More Equality Improves Efficiency and Antipandemic Consumptions Are Intervened," Marketing Science, INFORMS, vol. 42(2), pages 214-232, March.
- Forslid, Rikard & Herzing, Mathias, 2021. "Whom to Vaccinate First - Some Important Trade-offs," CEPR Discussion Papers 15800, C.E.P.R. Discussion Papers.
- Kargar, Bahareh & MohajerAnsari, Pedram & Esra Büyüktahtakın, İ. & Jahani, Hamed & Talluri, Sri, 2024. "Data-driven modeling for designing a sustainable and efficient vaccine supply chain: A COVID-19 case study," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 184(C).
- Rikard Forslid & Mathias Herzing, 2025. "Vaccination strategies for different contact patterns: weighing epidemiological against economic outcomes," International Journal of Health Economics and Management, Springer, vol. 25(1), pages 131-157, March.
- Babus, Ana & Hachem, Kinda, 2019.
"Markets for Financial Innovation,"
CEPR Discussion Papers
13457, C.E.P.R. Discussion Papers.
- Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
- Ana Babus & Kinda Cheryl Hachem, 2019. "Markets for Financial Innovation," NBER Working Papers 25477, National Bureau of Economic Research, Inc.
- Ana Babus & Kinda Hachem, 2018. "Markets for Financial Innovation," 2018 Meeting Papers 355, Society for Economic Dynamics.
Cited by:
- Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019.
"A Theory of Participation in OTC and Centralized Markets,"
CEPR Discussion Papers
14258, C.E.P.R. Discussion Papers.
- Jérôme Dugast & Semih Uslu & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets," Post-Print hal-03962911, HAL.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2019. "A Theory of Participation in OTC and Centralized Markets," NBER Working Papers 25887, National Bureau of Economic Research, Inc.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3223-3266.
- Jiaji An & He Di, 2024. "How Can Financial Innovation Curb Carbon Emissions in China? Exploring the Mediating Role of Industrial Structure Upgrading from a Spatial Perspective," Sustainability, MDPI, vol. 16(11), pages 1-20, May.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016.
"Strategic Fragmented Markets,"
CEPR Discussion Papers
11591, C.E.P.R. Discussion Papers.
- Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
Cited by:
- Ana Babus & Kinda Cheryl Hachem, 2019.
"Markets for Financial Innovation,"
NBER Working Papers
25477, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2019. "Markets for Financial Innovation," CEPR Discussion Papers 13457, C.E.P.R. Discussion Papers.
- Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
- Ana Babus & Kinda Hachem, 2018. "Markets for Financial Innovation," 2018 Meeting Papers 355, Society for Economic Dynamics.
- Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017.
"Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets,"
2017 Meeting Papers
808, Society for Economic Dynamics.
- Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers 22461, National Bureau of Economic Research, Inc.
- Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou, 2024. "Siphoned apart: A portfolio perspective on order flow segmentation," Journal of Financial Economics, Elsevier, vol. 154(C).
- Sarah Draus, 2012. "Market Power on Exchanges: Linking Price Impact to Trading Fees," CSEF Working Papers 490, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marzena Rostek & Ji Hee Yoon, 2021. "Exchange Design and Efficiency," Econometrica, Econometric Society, vol. 89(6), pages 2887-2928, November.
- Babus, Ana & Hu, Tai-Wei, 2015.
"Endogenous Intermediation in Over-the-Counter Markets,"
CEPR Discussion Papers
10708, C.E.P.R. Discussion Papers.
- Babus, Ana & Hu, Tai-Wei, 2017. "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
Cited by:
- guido menzio & Gregor Jarosch & Maryam Farboodi, 2016. "Tough Middlemen," 2016 Meeting Papers 1371, Society for Economic Dynamics.
- BEDAYO, Mikel & MAULEON, Ana & VANNETELBOSCH, Vincent, 2012.
"Bargaining and delay in trading networks,"
LIDAM Discussion Papers CORE
2012046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mikel Bedayo & Ana Mauleon & Vincent Vannetelbosch, 2013. "Bargaining and Delay in Trading Networks," Working Papers 2013.01, Fondazione Eni Enrico Mattei.
- Bedayo, Mikel & Mauleon, Ana & Vannetelbosch, Vincent, 2013. "Bargaining and Delay in Trading Networks," Climate Change and Sustainable Development 146288, Fondazione Eni Enrico Mattei (FEEM).
- Simpson Zhang & Mihaela van der Schaar, 2018. "Reputational Dynamics in Financial Networks During a Crisis," Working Papers 18-03, Office of Financial Research, US Department of the Treasury.
- Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
- Carlos León & Miguel Sarmiento, 2016.
"Liquidity and Counterparty Risks Tradeoff in Money Market Networks,"
Borradores de Economia
936, Banco de la Republica de Colombia.
- León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Discussion Paper 2016-017, Tilburg University, Center for Economic Research.
- León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Other publications TiSEM fa0a957d-4f5b-45dc-9148-a, Tilburg University, School of Economics and Management.
- Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
- Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Alexandra Heath & Gerard Kelly & Mark Manning, 2013. "OTC Derivatives Reform: Netting and Networks," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
- Ben R. Craig & Yiming Ma, 2020. "Intermediation in the Interbank Lending Market," Working Papers 20-09, Federal Reserve Bank of Cleveland.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024.
"Monetary policy transmission in segmented markets,"
Journal of Financial Economics, Elsevier, vol. 151(C).
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
- Jan-Peter Siedlarek, 2025.
"Intermediation in networks,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(3), pages 1083-1105, May.
- Jan-Peter Siedlarek, 2015. "Intermediation in Networks," Working Papers (Old Series) 1518, Federal Reserve Bank of Cleveland.
- Siedlarek, Jan-Peter, 2014. "Intermediation in Networks," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 471, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Siedlarek, Jan-Peter, 2012. "Intermediation in Networks," Climate Change and Sustainable Development 128710, Fondazione Eni Enrico Mattei (FEEM).
- Jan-Peter Siedlarek, 2012. "Intermediation in Networks," Working Papers 2012.42, Fondazione Eni Enrico Mattei.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020.
"OTC premia,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
- Olaizola, Norma & Valenciano, Federico, 2024. "Core–periphery and nested networks emerging from a simple model of network formation," Mathematical Social Sciences, Elsevier, vol. 129(C), pages 42-51.
- Atkeson, Andy & Eisfeldt, Andrea & Weill, Pierre-Olivier, 2013.
"The Market for OTC Derivatives,"
CEPR Discussion Papers
9403, C.E.P.R. Discussion Papers.
- Andrew Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The market for OTC derivatives," Staff Report 479, Federal Reserve Bank of Minneapolis.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The Market for OTC Derivatives," NBER Working Papers 18912, National Bureau of Economic Research, Inc.
- Bedayo, Mikel & Mauleon, Ana & Vannetelbosch, Vincent, 2016.
"Bargaining in endogenous trading networks,"
Mathematical Social Sciences, Elsevier, vol. 80(C), pages 70-82.
- BEDAOY, Mikel & MAULEON, Ana & VANNETELBOSCH, Vincent, 2016. "Bargaining in endogenous trading networks," LIDAM Reprints CORE 2738, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
- Chang, Briana & Zhang, Shengxing, 2015.
"Endogenous market making and network formation,"
LSE Research Online Documents on Economics
86275, London School of Economics and Political Science, LSE Library.
- Briana Chang & Shengxing Zhang, 2015. "Endogenous Market Making and Network Formation," Discussion Papers 1534, Centre for Macroeconomics (CFM).
- Shino Takayama, 2020.
"Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading,"
Discussion Papers Series
621, School of Economics, University of Queensland, Australia.
- Takayama, Shino, 2021. "Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Bougheas, Spiros, 2022. "Contagion in networks: Stability and efficiency," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 64-77.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017.
"Where the Risks Lie: A Survey on Systemic Risk,"
Post-Print
hal-01498631, HAL.
- Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2015. "Where the Risks Lie: A Survey on Systemic Risk," Working Papers hal-02011395, HAL.
- Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series 1088, HEC Paris.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2015. "Where the Risks Lie: A Survey on Systemic Risk," Working Papers halshs-01142014, HAL.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Shino Takayama, 2018. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 603, School of Economics, University of Queensland, Australia.
- Babus, Ana & Hu, Tai-Wei, 2017.
"Endogenous intermediation in over-the-counter markets,"
Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
- Babus, Ana & Hu, Tai-Wei, 2015. "Endogenous Intermediation in Over-the-Counter Markets," CEPR Discussion Papers 10708, C.E.P.R. Discussion Papers.
- Rama Cont & Andreea Minca, 2016. "Credit default swaps and systemic risk," Annals of Operations Research, Springer, vol. 247(2), pages 523-547, December.
- Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Trading Networks and Equilibrium Intermediation," Working Paper Series rwp18-001, Harvard University, John F. Kennedy School of Government.
- Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016.
"Network Centrality and Funding Rates in the e-MID Interbank Market,"
Working Papers
16/08, Department of Economics, City St George's, University of London.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
- Maryam Farboodi & Gregor Jarosch & Robert Shimer, 2020.
"The Emergence of Market Structure,"
Working Papers
2020-40, Princeton University. Economics Department..
- Maryam Farboodi & Gregor Jarosch & Robert Shimer, 2023. "The Emergence of Market Structure," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 261-292.
- Maryam Farboodi & Gregor Jarosch & Robert Shimer, 2017. "The Emergence of Market Structure," NBER Working Papers 23234, National Bureau of Economic Research, Inc.
- Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle, 2018. "Market Structure and Transaction Costs of Index CDSs," Swiss Finance Institute Research Paper Series 18-40, Swiss Finance Institute.
- Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014.
"The formation of a core periphery structure in heterogeneous financial networks,"
CeNDEF Working Papers
14-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2014. "The Formation of a Core Periphery Structure in Heterogeneous Financial Networks," Tinbergen Institute Discussion Papers 14-098/II, Tinbergen Institute, revised 02 May 2019.
- in 't Veld, Daan & van der Leij, Marco & Hommes, Cars, 2020. "The formation of a core-periphery structure in heterogeneous financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.
- Gara M. dup Afonso & Anna Kovner & Antoinette Schoar, 2013. "Trading Partners in the Interbank Lending Market," Staff Reports 620, Federal Reserve Bank of New York.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016.
"A dynamic network model of the unsecured interbank lending market,"
Working Papers
16-3, Federal Reserve Bank of Boston.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Grzegorz Haᴌaj & Christoffer Kok, 2015.
"Modelling the emergence of the interbank networks,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
- Kok, Christoffer & Hałaj, Grzegorz, 2014. "Modeling emergence of the interbank networks," Working Paper Series 1646, European Central Bank.
- Georg, Co-Pierre, 2014.
"Contagious herding and endogenous network formation in financial networks,"
Discussion Papers
23/2014, Deutsche Bundesbank.
- Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Working Paper Series 1700, European Central Bank.
- Artem Neklyudov, 2019.
"Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 57-84, July.
- Artem Neklyudov, 2019. "Code and data files for "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers"," Computer Codes 18-286, Review of Economic Dynamics.
- Sergey Nadtochiy & Mykhaylo Shkolnikov, 2018. "Mean field systems on networks, with singular interaction through hitting times," Papers 1807.02015, arXiv.org, revised Sep 2019.
- Song Han & Kleopatra Nikolaou, 2016. "Trading Relationships in the OTC Market for Secured Claims : Evidence from Triparty Repos," Finance and Economics Discussion Series 2016-064, Board of Governors of the Federal Reserve System (U.S.).
- Craig, Ben & Ma, Yiming, 2022. "Intermediation in the interbank lending market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 179-207.
- Andrea L. Eisfeldt & Bernard Herskovic & Sriram Rajan & Emil Siriwardane, 2018. "OTC Intermediaries," Working Papers 18-05, Office of Financial Research, US Department of the Treasury, revised 24 May 2021.
- Anthropelos, Michail & Kardaras, Constantinos & Vichos, Georgios, 2020.
"Effective risk aversion in thin risk-sharing markets,"
LSE Research Online Documents on Economics
102275, London School of Economics and Political Science, LSE Library.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017. "Effective risk aversion in thin risk-sharing markets," Papers 1707.05096, arXiv.org, revised Jun 2018.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2020. "Effective risk aversion in thin risk‐sharing markets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1565-1590, October.
- Andrea Eisfeldt & Bernard Herskovic & Emil Siriwardane & Sriram Rajan, 2019. "OTC Intermediaries," 2019 Meeting Papers 204, Society for Economic Dynamics.
- Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
- Jean-Sébastien Fontaine & Adrian Walton, 2020. "Contagion in Dealer Networks," Staff Working Papers 20-1, Bank of Canada.
- Kamate, Vidya & Kumar, Abhishek, 2024. "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
- Anand, Kartik & Chapman, James & Gai, Prasanna, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers 2012-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kondor, Péter & Babus, Ana, 2013.
"Trading and information diffusion in OTC markets,"
CEPR Discussion Papers
9271, C.E.P.R. Discussion Papers.
- Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics 88050, London School of Economics and Political Science, LSE Library.
Cited by:
- Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020.
"Heterogeneity in Decentralized Asset Markets,"
CEPR Discussion Papers
14274, C.E.P.R. Discussion Papers.
- Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022. "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, vol. 17(3), July.
- Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Heterogeneity in Decentralized Asset Markets," Working Papers 19-44, Federal Reserve Bank of Philadelphia.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
- Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14014, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
- Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
- Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
- Gadi Barlevy & Fernando Alvarez, 2014.
"Mandatory Disclosure and Financial Contagion,"
2014 Meeting Papers
115, Society for Economic Dynamics.
- Alvarez, Fernando & Barlevy, Gadi, 2021. "Mandatory disclosure and financial contagion," Journal of Economic Theory, Elsevier, vol. 194(C).
- Fernando Alvarez & Gadi Barlevy, 2015. "Mandatory Disclosure and Financial Contagion," NBER Working Papers 21328, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Gadi Barlevy, 2014. "Mandatory Disclosure and Financial Contagion," Working Paper Series WP-2014-4, Federal Reserve Bank of Chicago.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020.
"OTC premia,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
- Syngjoo Choi & Andrea Galeotti & Sanjeev Goyal, 2017.
"Trading in Networks: Theory and Experiments,"
Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 784-817.
- Syngjoo Choi & Andrea Galeotti & Sanjeev Goyal, 2014. "Trading in Networks: Theory and Experiments," Cambridge Working Papers in Economics 1457, Faculty of Economics, University of Cambridge.
- Pierre-Olivier Weill, 2020.
"The search theory of OTC markets,"
NBER Working Papers
27354, National Bureau of Economic Research, Inc.
- Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
- Giovannetti, Andrea & Pipic, Denis, 2023. "Shaking hands with common foes: Clique premium and information diffusion in private equity networks," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Shino Takayama, 2020.
"Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading,"
Discussion Papers Series
621, School of Economics, University of Queensland, Australia.
- Takayama, Shino, 2021. "Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2018. "Inefficiency in a Simple Model of Production and Bilateral Trade," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 137-151.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021.
"OTC discount,"
SAFE Working Paper Series
298, Leibniz Institute for Financial Research SAFE, revised 2021.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
- Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018.
"Frictional Intermediation in Over-the-Counter Markets,"
Swiss Finance Institute Research Paper Series
18-59, Swiss Finance Institute.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-counter Markets," NBER Working Papers 24956, National Bureau of Economic Research, Inc.
- Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-52, Swiss Finance Institute.
- Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin, 2018. "Frictional intermediation in over-the-counter markets," CEPR Discussion Papers 13126, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2020. "Frictional Intermediation in Over-the-Counter Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1432-1469.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Frictional Intermediation in Over-the-Counter Markets," 2019 Meeting Papers 327, Society for Economic Dynamics.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Frictional Intermediation in Over-the-Counter Markets," Working Papers 19-10, Federal Reserve Bank of Philadelphia.
- Laurent Clerc & Gabrieli, S. & Kern, S. & El Omari, Y., 2014. "Monitoring the European CDS Market through Networks: Implications for Contagion Risks," Working papers 477, Banque de France.
- Shino Takayama, 2018. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 603, School of Economics, University of Queensland, Australia.
- Uslu, Semih, 2015.
"Pricing and Liquidity in Decentralized Asset Markets,"
MPRA Paper
73901, University Library of Munich, Germany, revised 21 Sep 2016.
- Semih Uslu, 2016. "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers 128, Society for Economic Dynamics.
- Semih Üslü, 2019. "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, vol. 87(6), pages 2079-2140, November.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016.
"A dynamic network model of the unsecured interbank lending market,"
Working Papers
16-3, Federal Reserve Bank of Boston.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Grzegorz Haᴌaj & Christoffer Kok, 2015.
"Modelling the emergence of the interbank networks,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
- Kok, Christoffer & Hałaj, Grzegorz, 2014. "Modeling emergence of the interbank networks," Working Paper Series 1646, European Central Bank.
- Havran, Dániel & Erb, Tamás, 2015. "Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája [Trading mechanisms and market frictions. Microstructure of the financial markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 229-262.
- Ji Shen & Bin Wei & Hongjun Yan, 2018.
"Financial Intermediation Chains in an OTC Market,"
FRB Atlanta Working Paper
2018-15, Federal Reserve Bank of Atlanta.
- Shen, Ji & Wei, Bin & Yan, Hongjun, 2016. "Financial Intermediation Chains in an OTC Market," MPRA Paper 74925, University Library of Munich, Germany.
- Ji Shen & Bin Wei & Hongjun Yan, 2021. "Financial Intermediation Chains in an Over-the-Counter Market," Management Science, INFORMS, vol. 67(7), pages 4623-4642, July.
- Ana Babus & Péter Kondor, 2012.
"Trading and Information Diffusion in Over-the-Counter Markets,"
CEU Working Papers
2012_19, Department of Economics, Central European University, revised 09 Dec 2012.
- Ana Babus & Péter Kondor, 2018. "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, vol. 86(5), pages 1727-1769, September.
- Peter Kondor & Ana Babus, 2013. "Trading and Information Diffusion in Over-the-Counter Markets," 2013 Meeting Papers 792, Society for Economic Dynamics.
- Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in over-the-counter markets," LSE Research Online Documents on Economics 118939, London School of Economics and Political Science, LSE Library.
Cited by:
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017.
"Relationship Trading in OTC Markets,"
Swiss Finance Institute Research Paper Series
17-30, Swiss Finance Institute.
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
- Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014.
"Equilibrium Pricing and Trading Volume under Preference Uncertainty,"
Post-Print
hal-01097584, HAL.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2013. "Equilibrium Pricing and Trading Volume under Preference Uncertainty," IDEI Working Papers 787, Institut d'Économie Industrielle (IDEI), Toulouse, revised Dec 2013.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2013. "Equilibrium Pricing and Trading Volume under Preference Uncertainty," TSE Working Papers 13-422, Toulouse School of Economics (TSE).
- Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014. "Equilibrium Pricing and Trading Volume under Preference Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1401-1437.
- Songzi Du & Haoxiang Zhu, 2014. "Welfare and Optimal Trading Frequency in Dynamic Double Auctions," NBER Working Papers 20588, National Bureau of Economic Research, Inc.
- Dirk Bergemann & Stephen Morris, 2016.
"Belief-Free Rationalizability and Informational Robustness,"
Working Papers
086_2016, Princeton University, Department of Economics, Econometric Research Program..
- Dirk Bergemann & Stephen Morris, 2016. "Belief-Free Rationalizability and Informational Robustness," Cowles Foundation Discussion Papers 2066, Cowles Foundation for Research in Economics, Yale University.
- Dirk Bergemann & Tibor Heumann & Stephen Morris, 2017. "Belief-Free Rationalizability and Informational Robustness," Cowles Foundation Discussion Papers 2088, Cowles Foundation for Research in Economics, Yale University.
- Bergemann, Dirk & Morris, Stephen, 2017. "Belief-free rationalizability and informational robustness," Games and Economic Behavior, Elsevier, vol. 104(C), pages 744-759.
- Donna, Javier D. & Schenone, Pablo & Veramendi, Gregory F., 2020.
"Networks, frictions, and price dispersion,"
Munich Reprints in Economics
84735, University of Munich, Department of Economics.
- Javier Donna & Pablo Schenone & Gregory Veramendi, 2017. "Networks, Frictions, and Price Dispersion," 2017 Meeting Papers 331, Society for Economic Dynamics.
- Donna, Javier D. & Schenone, Pablo & Veramendi, Gregory F., 2020. "Networks, frictions, and price dispersion," Games and Economic Behavior, Elsevier, vol. 124(C), pages 406-431.
- Donna, Javier & Schenone, Pablo & Veramendi, Gregory, 2015. "Networks, Frictions, and Price Dispersion," MPRA Paper 66999, University Library of Munich, Germany.
- Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Dan LI & Norman SCHUERHOFF, 2014.
"Dealer Networks,"
Swiss Finance Institute Research Paper Series
14-50, Swiss Finance Institute.
- Dan Li & Norman Schurhoff, 2014. "Dealer Networks," Finance and Economics Discussion Series 2014-95, Board of Governors of the Federal Reserve System (U.S.).
- Dan Li & Norman Schürhoff, 2019. "Dealer Networks," Journal of Finance, American Finance Association, vol. 74(1), pages 91-144, February.
- Schürhoff, Norman & Li, Dan, 2014. "Dealer Networks," CEPR Discussion Papers 10237, C.E.P.R. Discussion Papers.
- Shuo Liu, 2024.
"Social Optimal Search Intensity in Over-the-Counter Markets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 224-282, July.
- Shuo Liu, 2024. "Code and data files for "Social Optimal Search Intensity in Over-the-Counter Markets"," Computer Codes 22-80, Review of Economic Dynamics.
- Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo, 2023. "Bank private information in CDS markets," Working Paper Series 2818, European Central Bank.
- Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024.
"Monetary policy transmission in segmented markets,"
Journal of Financial Economics, Elsevier, vol. 151(C).
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
- Marco Di Maggio & Francesco Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," NBER Working Papers 23522, National Bureau of Economic Research, Inc.
- Rahi, Rohit, 2021.
"Information acquisition with heterogeneous valuations,"
LSE Research Online Documents on Economics
107152, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit, 2021. "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, vol. 191(C).
- Manzano, Carolina & Vives, Xavier, 2017.
"Market Power and Welfare in Asymmetric Divisible Good Auctions,"
Working Papers
2072/292436, Universitat Rovira i Virgili, Department of Economics.
- Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
- Carolina Manzano & Xavier Vives, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CESifo Working Paper Series 6261, CESifo.
- Vives, Xavier & Manzano, Carolina, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CEPR Discussion Papers 11731, C.E.P.R. Discussion Papers.
- Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," IESE Research Papers D/1162, IESE Business School.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Robert Czech & Gábor Pintér, 2020.
"Informed trading and the dynamics of client-dealer connections in corporate bond markets,"
Bank of England working papers
895, Bank of England.
- Robert Czech & Gábor Pintér, 2020. "Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets," Discussion Papers 2032, Centre for Macroeconomics (CFM).
- Edoardo Rainone, 2015. "Price transmission in the unsecured money market," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
- Natalie Kessler & Iman van Lelyveld & Ellen van der Woerd, 2024.
"Exclusive Portfolio Dealing and Market Inefficiency,"
Tinbergen Institute Discussion Papers
24-019/IV, Tinbergen Institute.
- Natalie Kessler & Iman van Lelyveld & Ellen van der Woerd, 2024. "Exclusive Portfolio Dealing and Market Inefficiency," Working Papers 802, DNB.
- Atkeson, Andy & Eisfeldt, Andrea & Weill, Pierre-Olivier, 2013.
"The Market for OTC Derivatives,"
CEPR Discussion Papers
9403, C.E.P.R. Discussion Papers.
- Andrew Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The market for OTC derivatives," Staff Report 479, Federal Reserve Bank of Minneapolis.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The Market for OTC Derivatives," NBER Working Papers 18912, National Bureau of Economic Research, Inc.
- Angelo Ranaldo & Fabricius Somogyi, 2018.
"Asymmetric Information Risk in FX Markets,"
Working Papers on Finance
1820, University of St. Gallen, School of Finance, revised Apr 2020.
- Ranaldo, Angelo & Somogyi, Fabricius, 2021. "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
- Mona Mortazian, 2022. "Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM)," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 195-220, June.
- De Silva, Dakshina G. & Gertsberg, Marina & Kosmopoulou, Georgia & Pownall, Rachel A.J., 2022. "Evolution of a dealer trading network and its effects on art auction prices," European Economic Review, Elsevier, vol. 144(C).
- Di Maggio, Marco & Kermani, Amir & Song, Zhaogang, 2017. "The value of trading relations in turbulent times," Journal of Financial Economics, Elsevier, vol. 124(2), pages 266-284.
- Lou, Youcheng & Rahi, Rohit, 2023. "Information, market power and welfare," LSE Research Online Documents on Economics 120479, London School of Economics and Political Science, LSE Library.
- Chang, Briana & Zhang, Shengxing, 2015.
"Endogenous market making and network formation,"
LSE Research Online Documents on Economics
86275, London School of Economics and Political Science, LSE Library.
- Briana Chang & Shengxing Zhang, 2015. "Endogenous Market Making and Network Formation," Discussion Papers 1534, Centre for Macroeconomics (CFM).
- Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
- Friewald, Nils & Nagler, Florian, 2018. "Over-the-Counter Market Frictions and Yield Spread Changes," CEPR Discussion Papers 13345, C.E.P.R. Discussion Papers.
- Rahi, Rohit, 2019. "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics 118929, London School of Economics and Political Science, LSE Library.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019.
"An Information-based Theory of Financial Intermediation,"
2019 Meeting Papers
403, Society for Economic Dynamics.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-Based Theory of Financial Intermediation," Working Paper 19-12, Federal Reserve Bank of Richmond.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2022. "An Information-based Theory of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2381-2444.
- Beckmann, Joscha & Reitz, Stefan, 2020.
"Information rigidities and exchange rate expectations,"
Journal of International Money and Finance, Elsevier, vol. 105(C).
- Beckmann, Joscha & Reitz, Stefan, 2018. "Information Rigidities and Exchange Rate Expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181628, Verein für Socialpolitik / German Economic Association.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021.
"OTC discount,"
SAFE Working Paper Series
298, Leibniz Institute for Financial Research SAFE, revised 2021.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
- Fecht, Falko & Reitz, Stefan, 2015. "Euro money market trading during times of crisis," Kiel Working Papers 2012, Kiel Institute for the World Economy (IfW Kiel).
- Trejos, Alberto & Wright, Randall, 2016.
"Search-based models of money and finance: An integrated approach,"
Journal of Economic Theory, Elsevier, vol. 164(C), pages 10-31.
- Alberto Trejos & Randall Wright, 2014. "Search-Based Models of Money and Finance: An Integrated Approach," Working Papers 709, Federal Reserve Bank of Minneapolis.
- Semyon Malamud & Marzena Rostek, 2012. "Decentralized Exchange," Working Papers 12-18, NET Institute.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017.
"Where the Risks Lie: A Survey on Systemic Risk,"
Post-Print
hal-01498631, HAL.
- Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2015. "Where the Risks Lie: A Survey on Systemic Risk," Working Papers hal-02011395, HAL.
- Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series 1088, HEC Paris.
- Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2015. "Where the Risks Lie: A Survey on Systemic Risk," Working Papers halshs-01142014, HAL.
- Jean‐Edouard Colliard & Thierry Foucault & Peter Hoffmann, 2021. "Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 76(5), pages 2199-2247, October.
- Babus, Ana & Hu, Tai-Wei, 2017.
"Endogenous intermediation in over-the-counter markets,"
Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
- Babus, Ana & Hu, Tai-Wei, 2015. "Endogenous Intermediation in Over-the-Counter Markets," CEPR Discussion Papers 10708, C.E.P.R. Discussion Papers.
- Hu, May & Park, Jason & Chen, Jane & Verhoevenc, Peter, 2022. "Cross-market informed trading in the CDS and option markets," Global Finance Journal, Elsevier, vol. 54(C).
- Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi, 2024.
"Centralized vs decentralized markets: The role of connectivity,"
Economics Working Papers
1877, Department of Economics and Business, Universitat Pompeu Fabra.
- Rohit Rahi & Burcu Kapar & Giulia Iori & Eva Camacho & Simone Alfarano & Albert Banal-Estañol, 2024. "Centralized vs Decentralized Markets: The Role of Connectivity," Working Papers 1420, Barcelona School of Economics.
- Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021.
"Aggregation and design of information in asset markets with adverse selection,"
Journal of Economic Theory, Elsevier, vol. 191(C).
- William Fuchs & Brett Green & Vladimir Asriyan, 2017. "Aggregation and Design of Information in Asset Markets with Adverse Selection," Working Papers 979, Barcelona School of Economics.
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2014.
"Entry and Exit in OTC Derivatives Markets,"
NBER Working Papers
20416, National Bureau of Economic Research, Inc.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015. "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, vol. 83, pages 2231-2292, November.
- Pedersen, Lasse Heje, 2022. "Game on: Social networks and markets," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1097-1119.
- Edoardo Rainone & Francesco Vacirca, 2020.
"Estimating the money market microstructure with negative and zero interest rates,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(2), pages 207-234, February.
- Edoardo Rainone & Francesco Vacirca, 2016. "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers) 1059, Bank of Italy, Economic Research and International Relations Area.
- Batchimeg Sambalaibat & Artem Neklyudov, 2016. "Endogenous Specialization and Dealer Networks," 2016 Meeting Papers 1041, Society for Economic Dynamics.
- Marco Di Maggio & Amir Kermani & Zhaogang Song, 2016. "The Value of Trading Relationships in Turbulent Times," NBER Working Papers 22332, National Bureau of Economic Research, Inc.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018.
"Market-making with Search and Information Frictions,"
NBER Working Papers
24648, National Bureau of Economic Research, Inc.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-20, Federal Reserve Bank of Philadelphia.
- Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2023. "Market-making with search and information frictions," Journal of Economic Theory, Elsevier, vol. 212(C).
- Andrada Bilan & Yalin Gündüz, 2022.
"CDS market structure and bond spreads,"
Working Papers
2022-09, Swiss National Bank.
- Bilan, Andrada & Gündüz, Yalın, 2022. "CDS market structure and bond spreads," Discussion Papers 24/2022, Deutsche Bundesbank.
- Zhuo Zhong & Kei Kawakami, 2016. "The Risk Sharing BenefiÂ…t versus the Collateral Cost: The Formation of the Inter-Dealer Network in Over-the-Counter Trading," 2016 Meeting Papers 822, Society for Economic Dynamics.
- Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle, 2018. "Market Structure and Transaction Costs of Index CDSs," Swiss Finance Institute Research Paper Series 18-40, Swiss Finance Institute.
- Lou, Youcheng & Rahi, Rohit, 2023. "Information, market power and welfare," Journal of Economic Theory, Elsevier, vol. 214(C).
- Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014.
"The formation of a core periphery structure in heterogeneous financial networks,"
CeNDEF Working Papers
14-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2014. "The Formation of a Core Periphery Structure in Heterogeneous Financial Networks," Tinbergen Institute Discussion Papers 14-098/II, Tinbergen Institute, revised 02 May 2019.
- in 't Veld, Daan & van der Leij, Marco & Hommes, Cars, 2020. "The formation of a core-periphery structure in heterogeneous financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Heumann, Tibor, 2021. "Efficiency in trading markets with multi-dimensional signals," Journal of Economic Theory, Elsevier, vol. 191(C).
- Batchimeg Sambalaibat, 2018. "Endogenous Specialization and Dealer Networks," 2018 Meeting Papers 1278, Society for Economic Dynamics.
- Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017.
"Brokers and Order Flow Leakage: Evidence from Fire Sales,"
Swiss Finance Institute Research Paper Series
17-61, Swiss Finance Institute, revised Jun 2018.
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," NBER Working Papers 24089, National Bureau of Economic Research, Inc.
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2019. "Brokers and Order Flow Leakage: Evidence from Fire Sales," Journal of Finance, American Finance Association, vol. 74(6), pages 2707-2749, December.
- Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
- Georg, Co-Pierre, 2014.
"Contagious herding and endogenous network formation in financial networks,"
Discussion Papers
23/2014, Deutsche Bundesbank.
- Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Working Paper Series 1700, European Central Bank.
- Artem Neklyudov, 2019.
"Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 57-84, July.
- Artem Neklyudov, 2019. "Code and data files for "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers"," Computer Codes 18-286, Review of Economic Dynamics.
- Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
- Jerome Dugast & Pierre-Olivier Weill & Semih Uslu, 2018.
"Platform Trading with an OTC Market Fringe,"
2018 Meeting Papers
1002, Society for Economic Dynamics.
- Jérôme Dugast & Semih Uslu & Pierre-Olivier Weil, 2018. "Platform Trading with an OTC Market Fringe," Post-Print hal-02104107, HAL.
- Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012.
"Heterogeneous Beliefs in Over-The-Counter Markets,"
Discussion Papers in Economics
13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
- De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
- Jaskowski, Marcin & Rettl, Daniel A., 2023. "Information acquisition costs and credit spreads," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Andrea L. Eisfeldt & Bernard Herskovic & Sriram Rajan & Emil Siriwardane, 2018. "OTC Intermediaries," Working Papers 18-05, Office of Financial Research, US Department of the Treasury, revised 24 May 2021.
- Foucault, Thierry & Colliard, Jean-Edouard & Hoffmann, Peter, 2018.
"Inventory Management, Dealers' Connections, and Prices in OTC Markets,"
CEPR Discussion Papers
13093, C.E.P.R. Discussion Papers.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2021. "Inventory management, dealers’ connections, and prices in OTC markets," Working Paper Series 2529, European Central Bank.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," HEC Research Papers Series 1286, HEC Paris.
- Jean-Edouard Colliard & Thierry Foucault & Peter Hoffmann, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," Working Papers hal-01933855, HAL.
- Sylvain Mignot & Annick Vignes, 2022. "Network structures of a centralized and a decentralized market. A direct comparison," Post-Print hal-03801324, HAL.
- Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi, 2025. "Centralized vs Decentralized Markets: The Role of Connectivity," Working Papers 2025: 13, Department of Economics, University of Venice "Ca' Foscari".
- Andrea Eisfeldt & Bernard Herskovic & Emil Siriwardane & Sriram Rajan, 2019. "OTC Intermediaries," 2019 Meeting Papers 204, Society for Economic Dynamics.
- Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
- Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
- Wang, Wentao & Zhao, Shangmei & Zhang, Junhuan, 2022. "Multi-asset pricing modeling using holding-based networks in energy markets," Finance Research Letters, Elsevier, vol. 46(PB).
- Jean-Sébastien Fontaine & Adrian Walton, 2020. "Contagion in Dealer Networks," Staff Working Papers 20-1, Bank of Canada.
- Douglas Davis & Oleg Korenok & John Lightle & Edward Simpson Prescott, 2018.
"Liquidity Requirements and the Interbank Loan Market: An Experimental Investigation,"
Working Papers (Old Series)
1810, Federal Reserve Bank of Cleveland.
- Davis, Douglas D. & Korenok, Oleg & Lightle, John P. & Prescott, Edward S., 2020. "Liquidity requirements and the interbank loan market: An experimental investigation," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 113-126.
- Jacopo Di Domenico & Luca Riccetti, 2025. "The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(3), pages 775-815, July.
- Huangfu, Bingchao & Liu, Heng, 2025. "Information spillover in markets with heterogeneous traders," Journal of Economic Theory, Elsevier, vol. 223(C).
- Giannikos, Christos I. & Kyei-Fordjour, Richmond, 2021. "Computing posterior signals and endogenous parameters in a dealer trading network," Economics Letters, Elsevier, vol. 207(C).
- Emil Siriwardane & Bernard Herskovic & Andrea Eisfeldt, 2016. "Risk Reallocation in OTC Derivatives Networks," 2016 Meeting Papers 538, Society for Economic Dynamics.
- Kamate, Vidya & Kumar, Abhishek, 2024. "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Sylvain Mignot & Annick Vignes, 2019. "Trust somebody but choose carefully : an empirical analysis of social relationships on an exchange market," Working Papers hal-02005026, HAL.
- Cerezo Sánchez, David, 2018. "The Valuation of Secrecy and the Privacy Multiplier," MPRA Paper 83954, University Library of Munich, Germany.
- Xian Wu, 2025. "Trading Graph Neural Network," Papers 2504.07923, arXiv.org.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 65105, London School of Economics and Political Science, LSE Library.
- Di Maggio, Marco & Egan, Mark & Franzoni, Francesco, 2022. "The value of intermediation in the stock market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 208-233.
- Semyon Malamud & Marzena Rostek, 2017. "Decentralized Exchange," American Economic Review, American Economic Association, vol. 107(11), pages 3320-3362, November.
- Naomi Boyd & Peter Locke & Li Sun, 2020. "Trader networks and options risk management," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1031-1048, July.
- Ana Babus, 2011.
"Strategic Relationships in Over-the-Counter Markets,"
2011 Meeting Papers
1405, Society for Economic Dynamics.
Cited by:
- Jan-Peter Siedlarek, 2025.
"Intermediation in networks,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(3), pages 1083-1105, May.
- Jan-Peter Siedlarek, 2015. "Intermediation in Networks," Working Papers (Old Series) 1518, Federal Reserve Bank of Cleveland.
- Siedlarek, Jan-Peter, 2014. "Intermediation in Networks," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 471, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Siedlarek, Jan-Peter, 2012. "Intermediation in Networks," Climate Change and Sustainable Development 128710, Fondazione Eni Enrico Mattei (FEEM).
- Jan-Peter Siedlarek, 2012. "Intermediation in Networks," Working Papers 2012.42, Fondazione Eni Enrico Mattei.
- Falk Bräuning & Falko Fecht, 2017.
"Relationship Lending in the Interbank Market and the Price of Liquidity,"
Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
- Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
- Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston.
- Jan-Peter Siedlarek, 2025.
"Intermediation in networks,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(3), pages 1083-1105, May.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011.
"Asset Commonality, Debt Maturity and Systemic Risk,"
CEPR Discussion Papers
8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
Cited by:
- Somnath Chatterjee & Marea Sing, 2021. "Measuring Systemic Risk in South African Banks," Working Papers 11004, South African Reserve Bank.
- Wang, Bo & Xiao, Yang, 2023. "Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Shekhar Hari Kumar & Aakriti Mathur, 2020. "A fistful of dollars: Transmission of global funding shocks to EMs," IHEID Working Papers 04-2020, Economics Section, The Graduate Institute of International Studies, revised 08 Feb 2021.
- Shakya, Shasta, 2022. "Geographic networks and spillovers between banks," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
- Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013.
"The Two Faces of Interbank Correlation,"
Discussion Paper
2013-077, Tilburg University, Center for Economic Research.
- Wagner, Wolf & Schaeck, Klaus & Silva Buston, Consuelo, 2017. "The two faces of interbank correlation," CEPR Discussion Papers 12363, C.E.P.R. Discussion Papers.
- Bargigli, Leonardo & Gallegati, Mauro, 2011.
"Random digraphs with given expected degree sequences: A model for economic networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
- Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.
- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019.
"Interconnectedness in the interbank market,"
Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
- Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
- Haelim Anderson & Selman Erol & Guillermo Ordoñez, 2020.
"Interbank Networks in the Shadows of the Federal Reserve Act,"
NBER Working Papers
27721, National Bureau of Economic Research, Inc.
- Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019. "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers 1285, Society for Economic Dynamics.
- Roland Füss & Daniel Ruf, 2018. "Office Market Interconnectedness and Systemic Risk Exposure," Working Papers on Finance 1830, University of St. Gallen, School of Finance.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021.
"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2018. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Papers 1811.01624, arXiv.org.
- Armstrong, Christopher & Nicoletti, Allison & Zhou, Frank S., 2022. "Executive stock options and systemic risk," Journal of Financial Economics, Elsevier, vol. 146(1), pages 256-276.
- Robin Greenwood & Augustin Landier & David Thesmar, 2012.
"Vulnerable Banks,"
NBER Working Papers
18537, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," IDEI Working Papers 700, Institut d'Économie Industrielle (IDEI), Toulouse.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," TSE Working Papers 11-280, Toulouse School of Economics (TSE).
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2015. "Vulnerable banks," Journal of Financial Economics, Elsevier, vol. 115(3), pages 471-485.
- Chiara Perillo & Stefano Battiston, 2020. "Financialization and unconventional monetary policy: a financial-network analysis," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1385-1428, November.
- Name 1 Dieter Wang Email 1 & Iman (I.P.P.) van Lelyveld & Julia (J.) Schaumburg, 2018.
"Do information contagion and business model similarities explain bank credit risk commonalities?,"
Tinbergen Institute Discussion Papers
18-100/IV, Tinbergen Institute.
- Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia, 2019. "Do information contagion and business model similarities explain bank credit risk commonalities?," ESRB Working Paper Series 94, European Systemic Risk Board.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014.
"Risk-sharing and contagion in networks,"
Working Papers
2014-18, FEDEA.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017. "Risk Sharing and Contagion in Networks," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
- Sabrina Aufiero & Silvia Bartolucci & Fabio Caccioli & Pierpaolo Vivo, 2025. "Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review," Papers 2508.12007, arXiv.org.
- Miao He & Yanhong Guo, 2022. "Systemic Risk Contributions of Financial Institutions during the Stock Market Crash in China," Sustainability, MDPI, vol. 14(9), pages 1-14, April.
- Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021.
"Portfolio similarity and asset liquidation in the insurance industry,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 69-96.
- Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020. "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers 2020:13, Department of Economics, University of Venice "Ca' Foscari".
- Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018. "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series 224, Leibniz Institute for Financial Research SAFE.
- Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014.
"Stability analysis of financial contagion due to overlapping portfolios,"
Journal of Banking & Finance, Elsevier, vol. 46(C), pages 233-245.
- Fabio Caccioli & Munik Shrestha & Cristopher Moore & J. Doyne Farmer, 2012. "Stability analysis of financial contagion due to overlapping portfolios," Papers 1210.5987, arXiv.org.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Toni Ahnert & Christoph Bertsch, 2015.
"A Wake-Up-Call Theory of Contagion,"
Staff Working Papers
15-14, Bank of Canada.
- Toni Ahnert & Christoph Bertsch, 2022. "A Wake-Up Call Theory of Contagion [Asymmetric business cycles: theory and time-series evidence]," Review of Finance, European Finance Association, vol. 26(4), pages 829-854.
- Ahnert, Toni & ,, 2021. "A Wake-Up Call Theory of Contagion," CEPR Discussion Papers 16809, C.E.P.R. Discussion Papers.
- Ahnert, Toni & Bertsch, Christoph, 2022. "A Wake-Up Call Theory of Contagion," Working Paper Series 2658, European Central Bank.
- Ahnert, Toni & Bertsch, Christoph, 2013. "A wake-up call: information contagion and strategic uncertainty," Working Paper Series 282, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
- Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
- Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2013.
"Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion,"
NBER Working Papers
19381, National Bureau of Economic Research, Inc.
- Stavros Panageas & Jianfeng Yu & Nicolae Garleanu, 2014. "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," 2014 Meeting Papers 711, Society for Economic Dynamics.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2015. "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," American Economic Review, American Economic Association, vol. 105(7), pages 1979-2010, July.
- André F. Silva, 2019.
"Strategic Liquidity Mismatch and Financial Sector Stability,"
Finance and Economics Discussion Series
2019-082, Board of Governors of the Federal Reserve System (U.S.).
- André F Silva, 2019. "Strategic Liquidity Mismatch and Financial Sector Stability," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4696-4733.
- Konstantin Kosenko & Noam Michelson, 2018. "It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications," Bank of Israel Working Papers 2018.11, Bank of Israel.
- Dungey, Mardi & Flavin, Thomas J. & Lagoa-Varela, Dolores, 2020.
"Are banking shocks contagious? Evidence from the eurozone,"
Journal of Banking & Finance, Elsevier, vol. 112(C).
- Thomas Flavin & Dolores Lagoa-Varela, 2016. "Are Banking Shocks Contagious? Evidence from the Eurozone," Economics Department Working Paper Series n268-16.pdf, Department of Economics, National University of Ireland - Maynooth.
- Javier Sánchez García & Salvador Cruz Rambaud, 2024. "The network econometrics of financial concentration," Review of Managerial Science, Springer, vol. 18(7), pages 2007-2045, July.
- Moratis, Georgios & Sakellaris, Plutarchos, 2021.
"Measuring the systemic importance of banks,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- Georgios Moratis & Plutarchos Sakellaris, 2017. "Measuring the systemic importance of banks," Working Papers 240, Bank of Greece.
- Spelta, A. & Pecora, N. & Rovira Kaltwasser, P., 2019. "Identifying Systemically Important Banks: A temporal approach for macroprudential policies," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 197-218.
- Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
- Caiazzo, Emmanuel & Zazzaro, Alberto, 2025.
"Bank diversity and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 77(C).
- Emmanuel Caiazzo & Alberto Zazzaro, 2023. "Bank Diversity And Financial Contagion," Mo.Fi.R. Working Papers 178, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Emmanuel Caiazzo & Alberto Zazzaro, 2023. "Bank Diversity and Financial Contagion," CSEF Working Papers 667, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Bostanci, Gorkem & Yilmaz, Kamil, 2020.
"How connected is the global sovereign credit risk network?,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Gorkem Bostanci & Kamil Yilmaz, 2015. "How Connected is the Global Sovereign Credit Risk Network?," Koç University-TUSIAD Economic Research Forum Working Papers 1515, Koc University-TUSIAD Economic Research Forum.
- Mei Li & Frank Milne & Junfeng Qiu, 2016.
"Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1135-1168, September.
- Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper 1308, Economics Department, Queen's University.
- Wang, Weijia, 2019. "A Pareto Criterion on Systemic Risk," MPRA Paper 93699, University Library of Munich, Germany.
- Mikhail Stolbov, 2014.
"International Credit Cycles: A Regional Perspective,"
Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
- Stolbov, Mikhail, 2012. "International credit cycles: a regional perspective," MPRA Paper 37773, University Library of Munich, Germany.
- Chen, Yehning, 2022. "Bank interconnectedness and financial stability: The role of bank capital," Journal of Financial Stability, Elsevier, vol. 61(C).
- Li, Fei & Kang, Hao & Xu, Jingfeng, 2022. "Financial stability and network complexity: A random matrix approach," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 177-185.
- Cañón Salazar Carlos Iván & Gallón Santiago & Olivar Santiago, 2016. "Functional Systemic Risk, Complementarities and Early Warnings," Working Papers 2016-12, Banco de México.
- 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, vol. 37(12), pages 4793-4809.
- Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
- De Bruyckere, V. & Gerhardt, M. & Schepens, G., 2012. "Bank/sovereign Risk Spillovers in the European Debt Crisis," Other publications TiSEM 71b16c7d-81a7-4572-afcb-b, Tilburg University, School of Economics and Management.
- 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 12/828, Ghent University, Faculty of Economics and Business Administration.
- Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
- You Suk Kim & Steven M. Laufer & Karen Pence & Richard Stanton & Nancy Wallace, 2018.
"Liquidity Crises in the Mortgage Market,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(1 (Spring), pages 347-428.
- You Suk Kim & Steven Laufer & Karen M. Pence & Richard Stanton & Nancy Wallace, 2018. "Liquidity Crises in the Mortgage Market," Finance and Economics Discussion Series 2018-016, Board of Governors of the Federal Reserve System (U.S.).
- Nicola Gennaioli, 2012.
"A Model of Shadow Banking,"
2012 Meeting Papers
89, Society for Economic Dynamics.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013. "A Model of Shadow Banking," Journal of Finance, American Finance Association, vol. 68(4), pages 1331-1363, August.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2011. "A model of shadow banking," Economics Working Papers 1283, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, "undated". "A Model of Shadow Banking," Working Paper 19521, Harvard University OpenScholar.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2011. "A Model of Shadow Banking," NBER Working Papers 17115, National Bureau of Economic Research, Inc.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "A Model of Shadow Banking," Working Papers 576, Barcelona School of Economics.
- Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2013. "A Model of Shadow Banking," Scholarly Articles 11688792, Harvard University Department of Economics.
- Arnold Polanski & Evarist Stoja & Ching-Wai (Jeremy) Chiu, 2019. "Tail risk interdependence," Bank of England working papers 815, Bank of England.
- Roncoroni, Alan & Battiston, Stefano & Escobar-Farfán, Luis O.L. & Martinez-Jaramillo, Serafin, 2021. "Climate risk and financial stability in the network of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 54(C).
- Jose Fique, 2016. "A Microfounded Design of Interconnectedness-Based Macroprudential Policy," Staff Working Papers 16-6, Bank of Canada.
- Injun Hwang & Baeho Kim, 2022. "A systemic change of measure from central clearing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1738-1754, September.
- Giuseppe Calafiore & Giulia Fracastoro & Anton Proskurnikov, 2024. "Default Resilience and Worst-Case Effects in Financial Networks," Papers 2403.10631, arXiv.org, revised Oct 2025.
- Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021.
"Time-varying general dynamic factor models and the measurement of financial connectedness,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
- Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA 2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Allen, Franklin & Gu, Xian, 2018. "The Interplay between Regulations and Financial Stability," CEPR Discussion Papers 12862, C.E.P.R. Discussion Papers.
- Weijia Wang & Shaoan Huang, 2021. "Risk sharing and financial stability: a welfare analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 211-228, January.
- Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017.
"Identifying contagion in a banking network,"
Bank of England working papers
642, Bank of England.
- Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017. "Identifying Contagion in a Banking Network," Finance and Economics Discussion Series 2017-082, Board of Governors of the Federal Reserve System (U.S.).
- Anil K. Jain & Robert M. Townsend, 2021. "The economics of platforms in a Walrasian framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 877-924, April.
- Jin, Justin Y. & Ma, Mary L.Z. & Song, Victor & Guo, Mengyang, 2021. "Banks’ loan charge-offs and macro-level risk," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2014.
"Quantifying the impact of leveraging and diversification on systemic risk,"
Journal of Financial Stability, Elsevier, vol. 15(C), pages 43-52.
- Paolo Tasca & Pavlin Mavrodiev & Frank Schweitzer, "undated". "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Working Papers ETH-RC-13-003, ETH Zurich, Chair of Systems Design.
- Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2013. "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Research Program in Finance, Working Paper Series qt7s57834n, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
- Paolo Tasca & Pavlin Mavrodiev & Frank Schweitzer, 2013. "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Papers 1303.5552, arXiv.org.
- Vincent Glode & Christian Opp, 2020. "Renegotiation in Debt Chains," NBER Working Papers 27883, National Bureau of Economic Research, Inc.
- Falk Bräuning & José L. Fillat, 2025. "The Impact of Regulatory Stress Tests on Banks' Portfolio Similarity and Implications for Systemic Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(6), pages 1387-1419, September.
- He, Yi & Wu, Shan & Tong, Mu, 2019. "Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Carlos Ramírez, 2019. "Regulating Financial Networks Under Uncertainty," Finance and Economics Discussion Series 2019-056, Board of Governors of the Federal Reserve System (U.S.).
- Bonfim, D. & Kim, M., 2012.
"Liquidity Risk in Banking : Is there Herding?,"
Other publications TiSEM
6e6df5ea-401b-49a2-b1be-4, Tilburg University, School of Economics and Management.
- Diana Bonfim & Moshe Kim, 2012. "Liquidity risk in banking: is there herding?," Working Papers w201218, Banco de Portugal, Economics and Research Department.
- Ana Babus & Maryam farboodi, 2019.
"The Hidden Costs of Strategic Opacity,"
2019 Meeting Papers
1508, Society for Economic Dynamics.
- Ana Babus & Maryam Farboodi, 2020. "The Hidden Costs of Strategic Opacity," NBER Working Papers 27471, National Bureau of Economic Research, Inc.
- Babus, Ana & Farboodi, Maryam, 2020. "The Hidden Costs of Strategic Opacity," CEPR Discussion Papers 15079, C.E.P.R. Discussion Papers.
- Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid, 2012.
"Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting,"
CEPR Discussion Papers
8822, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Staff Reports 469, Federal Reserve Bank of New York.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2016. "Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(1), pages 36-75.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Working Papers (Old Series) 1024, Federal Reserve Bank of Cleveland.
- Dionisis Philippas & Catalin Dragomirescu-Gaina & Alexandros Leontitsis & Stephanos Papadamou, 2023. "Built-in challenges within the supervisory architecture of the Eurozone," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(1), pages 15-39, March.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011.
"Asset Commonality, Debt Maturity and Systemic Risk,"
CEPR Discussion Papers
8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Margaret Meyer & Bruno Strulovici, 2013. "Beyond Correlation: Measuring Interdependence Through Complementarities," Economics Series Working Papers 655, University of Oxford, Department of Economics.
- Acharya, Viral V. & Thakor, Anjan V., 2016. "The dark side of liquidity creation: Leverage and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 4-21.
- Zornitsa Todorova, 2020. "Network Risk in the European Sovereign CDS Market," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 12(2), pages 137-154, December.
- Bomin Jiang & Roberto Rigobon & Munther A. Dahleh, 2020. "Contingent Linear Financial Networks," NBER Working Papers 26814, National Bureau of Economic Research, Inc.
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Networks," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- P. Tasca & S. Battiston, 2016.
"Market procyclicality and systemic risk,"
Quantitative Finance, Taylor & Francis Journals, vol. 16(8), pages 1219-1235, August.
- Paolo Tasca & Stefano Battiston, "undated". "Market Procyclicality and Systemic Risk," Working Papers ETH-RC-12-012, ETH Zurich, Chair of Systems Design.
- Tasca, Paolo & Battiston, Stefano, 2013. "Market Procyclicality and Systemic Risk," MPRA Paper 45156, University Library of Munich, Germany, revised Mar 2013.
- Arnold Polanski & Evarist Stoja & Ching‐Wai (Jeremy) Chiu, 2021. "Tail risk interdependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5499-5511, October.
- Chalabi-Jabado, Fatima & Ziane, Ydriss, 2024. "Climate risks, financial performance and lending growth: Evidence from the banking industry," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
- Markus K. Brunnermeier & Martin Oehmke, 2012.
"Bubbles, Financial Crises, and Systemic Risk,"
NBER Working Papers
18398, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
- Jozef Barunik & Mattia Bevilacqua & Radu Tunaru, 2022.
"Asymmetric Network Connectedness of Fears,"
The Review of Economics and Statistics, MIT Press, vol. 104(6), pages 1304-1316, November.
- Jozef Barunik & Mattia Bevilacqua & Radu Tunaru, 2018. "Asymmetric Network Connectedness of Fears," Papers 1810.12022, arXiv.org, revised Oct 2020.
- Baruník, Jozef & Bevilacqua, Mattia & Tunaru, Radu, 2022. "Asymmetric network connectedness of fears," LSE Research Online Documents on Economics 108199, London School of Economics and Political Science, LSE Library.
- Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2018.
"The systemic implications of bail-in: A multi-layered network approach,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 81-97.
- Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017. "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series 2010, European Central Bank.
- Alberto Dreassi & Stefano Miani & Andrea Paltrinieri & Alex Sclip, 2018. "Bank-Insurance Risk Spillovers: Evidence from Europe," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 72-96, January.
- Cai, Jian & Eidam, Frederik & Saunders, Anthony & Steffen, Sascha, 2018. "Syndication, interconnectedness, and systemic risk," Journal of Financial Stability, Elsevier, vol. 34(C), pages 105-120.
- Enrico Perotti & Javier Suarez, 2011.
"A Pigovian Approach to Liquidity Regulation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 3-41, December.
- Perotti, Enrico & Suarez, Javier, 2011. "A Pigovian Approach to Liquidity Regulation," CEPR Discussion Papers 8271, C.E.P.R. Discussion Papers.
- Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers 11-040/2/DSF15, Tinbergen Institute.
- Sonia Dissem, 2019. "Asset commonality of European banks," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 1-33, March.
- Albuquerque, Rui & Cabral, Luis & Guedes, Jose, 2016.
"Incentive Pay and Systemic Risk,"
CEPR Discussion Papers
11693, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Luis Cabral & Jose Guedes, 2018. "Incentive Pay and Systemic Risk," Working Papers 18-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Rui Albuquerque & Luís Cabral & José Guedes, 2019. "Incentive Pay and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 32(11), pages 4304-4342.
- Engljähringer, Hannah Katharina & Stracca, Livio, 2020. "Firm-specific shocks and contagion: are banks special?," Working Paper Series 2481, European Central Bank.
- Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017.
"The interbank network across the global financial crisis: Evidence from Italy,"
Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
- Massimiliano Affinito & Alberto Franco Pozzolo, 2017. "The interbank network across the global financial crisis: evidence from Italy," Temi di discussione (Economic working papers) 1118, Bank of Italy, Economic Research and International Relations Area.
- Ana Babus, 2011. "Strategic Relationships in Over-the-Counter Markets," 2011 Meeting Papers 1405, Society for Economic Dynamics.
- Nobel Prize Committee, 2022. "Financial Intermediation and the Economy," Nobel Prize in Economics documents 2022-2, Nobel Prize Committee.
- Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017.
"Credit Market Spillovers: Evidence from a Syndicated Loan Market Network,"
CEPR Discussion Papers
12424, C.E.P.R. Discussion Papers.
- Abhimanyu Gupta & Alex Michaelides & Sotirios Kokas, 2018. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," 2018 Meeting Papers 666, Society for Economic Dynamics.
- Morrison, Alan D. & White, Lucy, 2013. "Reputational contagion and optimal regulatory forbearance," Journal of Financial Economics, Elsevier, vol. 110(3), pages 642-658.
- Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2020. "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics 118850, London School of Economics and Political Science, LSE Library.
- Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021. "Systemic risk shifting in financial networks," Journal of Economic Theory, Elsevier, vol. 191(C).
- Malherbe, Frédéric, 2015.
"Optimal capital requirements over the business and financial cycles,"
CEPR Discussion Papers
10387, C.E.P.R. Discussion Papers.
- Frederic Malherbe, 2020. "Optimal Capital Requirements over the Business and Financial Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 139-174, July.
- Frederic Malherbe, 2015. "Optimal Capital Requirements over the Business and Financial Cycles," 2015 Meeting Papers 1154, Society for Economic Dynamics.
- Malherbe, Frederic, 2015. "Optimal capital requirements over the business and financial cycles," Working Paper Series 1830, European Central Bank.
- X. Zhang & L. D. Valdez & H. E. Stanley & L. A. Braunstein, 2019. "Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach," Complexity, Hindawi, vol. 2019, pages 1-11, December.
- Martin, Reiner & O’Brien, Edward & Peiris, M. Udara & Tsomocos, Dimitrios P., 2025.
"Distressed assets and fiscal-monetary support: are AMCs a third way?,"
Working Paper Series
3023, European Central Bank.
- Reiner Martin & Edward O’Brien & M. Udara Peiris & Dimitrios P. Tsomocos, 2025. "Distressed Assets and Fiscal-Monetary Support: Are AMCs a Third Way?," Working and Discussion Papers WP 2/2025, Research Department, National Bank of Slovakia.
- Carlos León, 2017.
"Banks in Colombia: how homogeneous are they?,"
Borradores de Economia
1022, Banco de la Republica de Colombia.
- Carlos León, 2020. "Banks in Colombia: How Homogeneous Are They?," Revista de Economía del Rosario, Universidad del Rosario, vol. 23(2), pages 1-32.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011.
"Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors,"
Working Papers
2011_21, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012. "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Cañón, Carlos & Margaretic, Paula, 2014. "Correlated bank runs, interbank markets and reserve requirements," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 515-533.
- Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021. "Systemic risk shifting in financial networks," LSE Research Online Documents on Economics 123924, London School of Economics and Political Science, LSE Library.
- Teteryatnikova, Mariya, 2014. "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 186-210.
- Lasse Loepfe & Antonio Cabrales & Angel Sánchez, 2013. "Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-1, October.
- Lena Tonzer, 2013.
"Cross-Border Interbank Networks, Banking Risk and Contagion,"
FIW Working Paper series
129, FIW.
- Tonzer, Lena, 2015. "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, vol. 18(C), pages 19-32.
- Wang, Peiwen & Chen, Minghua & Wu, Ji & Yan, Yuanyun, 2024. "Bank connectedness and excessive risk-taking: Some cross-country evidence," Finance Research Letters, Elsevier, vol. 60(C).
- Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Beck, Thorsten & Da-Rocha-Lopes, Samuel & Silva, Andre F., 2017.
"Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins,"
CEPR Discussion Papers
12058, C.E.P.R. Discussion Papers.
- Thorsten Beck & Samuel Da-Rocha-Lopes & André F Silva & Francesca Cornelli, 2021. "Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins [High wage workers and high wage firms]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1747-1788.
- Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
- Morrison, Alan & White, Lucy, 2013. "Reputational Contagion and Optimal Regulatory Forbearance," CEPR Discussion Papers 9508, C.E.P.R. Discussion Papers.
- Zafer Kanık, 2017. "Rescuing the Financial System: Capabilities, Incentives, and Optimal Interbank Networks," Working Papers 17-17, NET Institute.
- Chui, Andy C.W. & Li, Xiao & Saffar, Walid, 2021. "National culture and the choice between bank debt and public debt," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
- Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2021. "Bank risk-taking and corporate investment: Evidence from the Global Financial Crisis of 2007–2009," Global Finance Journal, Elsevier, vol. 49(C).
- Hagenberg, Thomas C., 2025. "Transaction-level transparency and portfolio mimicking," Journal of Accounting and Economics, Elsevier, vol. 79(1).
- Ms. Camelia Minoiu & Chungwon Kang & V.S. Subrahmanian & Anamaria Berea, 2013.
"Does Financial Connectedness Predict Crises?,"
IMF Working Papers
2013/267, International Monetary Fund.
- Camelia Minoiu & Chanhyun Kang & V.S. Subrahmanian & Anamaria Berea, 2015. "Does financial connectedness predict crises?," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 607-624, April.
- Matthew O. Jackson & Agathe Pernoud, 2020.
"Systemic Risk in Financial Networks: A Survey,"
Papers
2012.12702, arXiv.org.
- Matthew O. Jackson & Agathe Pernoud, 2021. "Systemic Risk in Financial Networks: A Survey," Annual Review of Economics, Annual Reviews, vol. 13(1), pages 171-202, August.
- Jose Fique, 2015. "A Microfounded Design of Interconnectedness-Based Macroprudential Regulation," CAEPR Working Papers 2015-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Francis X. Diebold & Kamil Yilmaz, 2011.
"On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms,"
Koç University-TUSIAD Economic Research Forum Working Papers
1124, Koc University-TUSIAD Economic Research Forum.
- Diebold, Francis X. & Yılmaz, Kamil, 2014. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
- Francis X. Diebold & Kamil Yılmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive 11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Working Papers 11-45, Federal Reserve Bank of Philadelphia.
- Jose Fique & Frank Page, 2013. "Rollover risk and endogenous network dynamics," Computational Management Science, Springer, vol. 10(2), pages 213-230, June.
- Maghyereh, Aktham Issa & Yamani, Ehab, 2022. "Does bank income diversification affect systemic risk: New evidence from dual banking systems," Finance Research Letters, Elsevier, vol. 47(PB).
- Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016.
"Financial fragility and distress propagation in a network of regions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 56-75.
- Stefania Vitali & Stefano Battiston & Mauro Gallegati, "undated". "Financial fragility and distress propagation in a network of regions," Working Papers ETH-RC-12-016, ETH Zurich, Chair of Systems Design.
- Elliott, M. & Georg, C-P. & Hazell, J., 2020. "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics 2068, Faculty of Economics, University of Cambridge.
- Liu, Jiahao & Zhu, Bo & Hu, Xin, 2024. "Systemic risk spillovers among global energy firms: Does geopolitical risk matter?," Energy Economics, Elsevier, vol. 140(C).
- Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020. "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Thakor, Anjan V., 2016. "The highs and the lows: A theory of credit risk assessment and pricing through the business cycle," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 1-29.
- Hryckiewicz, Aneta, 2014. "Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?," MPRA Paper 55118, University Library of Munich, Germany.
- Gabrieli, Silvia & Georg, Co-Pierre, 2014.
"A network view on interbank market freezes,"
Discussion Papers
44/2014, Deutsche Bundesbank.
- Silvia Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
- McLemore, Ping & Mihov, Atanas & Sanz, Leandro, 2022. "Global banks and systemic risk: The dark side of country financial connectedness," Journal of International Money and Finance, Elsevier, vol. 129(C).
- Margaret Meyer & Bruno Strulovici, 2013.
"The Supermodular Stochastic Ordering,"
Discussion Papers
1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Meyer, Margaret & Strulovici, Bruno, 2013. "The Supermodular Stochastic Ordering," CEPR Discussion Papers 9486, C.E.P.R. Discussion Papers.
- Borochin, Paul & Rush, Stephen, 2022. "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009.
"Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk,"
NBER Working Papers
15611, National Bureau of Economic Research, Inc.
- 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, vol. 36(8), pages 1121-1141.
- Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017.
"Credit risk interconnectedness: What does the market really know?,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
- Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
- Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024.
"Trademarks in Banking,"
Wesleyan Economics Working Papers
2024-004, Wesleyan University, Department of Economics.
- Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Finance and Economics Discussion Series 2024-044, Board of Governors of the Federal Reserve System (U.S.).
- Navarro, Noemí & Tran, Dan H., 2018. "Shock Diffusion in Regular Networks: The Role of Transitive Cycles," MPRA Paper 86267, University Library of Munich, Germany.
- Jin, Yi & Zeng, Zhixiong, 2014. "Banking risk and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 350-360.
- Diebold, Francis X. & Yılmaz, Kamil, 2023. "Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 234(S), pages 70-90.
- Stefano Puddu & Andreas Waelchli, 2015. "TAF Effect on Liquidity Risk Exposure," IRENE Working Papers 15-07, IRENE Institute of Economic Research.
- Yin, Libo & Feng, Jiabao & Han, Liyan, 2021. "Systemic risk in international stock markets: Role of the oil market," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 592-619.
- Javier Sánchez-García & Raffaele Mattera & Salvador Cruz-Rambaud & Roy Cerqueti, 2024. "Measuring financial stability in the presence of energy shocks," Post-Print hal-05115049, HAL.
- Ren, Meixu & Zhao, Jingmei & Ke, Konglin & Li, Yidong, 2023. "Bank homogeneity and risk-taking: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 142-154.
- Duan, Yuejiao & Guedhami, Omrane & Li, Xinming & Zhao, Daxuan, 2024. "Individualism and bank financial structure similarity," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Kathleen Weiss Hanley & Gerard Hoberg, 2019. "Dynamic Interpretation of Emerging Risks in the Financial Sector," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4543-4603.
- Tran, Ngoc-Khanh & Vuong, Thao & Zeckhauser, Richard, 2016. "Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes," Working Paper Series 16-030, Harvard University, John F. Kennedy School of Government.
- Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers 1304, University of Guelph, Department of Economics and Finance.
- Falk Bräuning & José Fillat, 2020. "The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences," Working Papers 20-12, Federal Reserve Bank of Boston.
- Wang, Tianxi, 2021. "An Interbank Network Determined by the Real Economy," Economics Discussion Papers 30021, University of Essex, Department of Economics.
- Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013. "The Two Faces of Interbank Correlation," Other publications TiSEM 01f35859-2db3-4c16-8054-e, Tilburg University, School of Economics and Management.
- Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012.
"Ranking systemically important financial institutions,"
Working Papers
15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Merton, Robert C. & Thakor, Richard T., 2019. "Customers and investors: A framework for understanding the evolution of financial institutions," Journal of Financial Intermediation, Elsevier, vol. 39(C), pages 4-18.
- Jihad Dagher & Mr. Kazim Kazimov, 2012. "Banks' Liability Structure and Mortgage Lending During the Financial Crisis," IMF Working Papers 2012/155, International Monetary Fund.
- Anand, Kartik & Gauthier, Céline & Gai, Prasanna S. & Souissi, Moez, 2016. "Capturing information contagion in a stress-testing framework," Discussion Papers 29/2016, Deutsche Bundesbank.
- Matthew S. Jaremski & David C. Wheelock, 2019.
"The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network,"
NBER Working Papers
26034, National Bureau of Economic Research, Inc.
- Jaremski, Matthew & Wheelock, David C., 2020. "The Founding of the Federal Reserve, the Great Depression, and the Evolution of the U.S. Interbank Network," The Journal of Economic History, Cambridge University Press, vol. 80(1), pages 69-99, March.
- Matthew Jaremski & David C. Wheelock, 2019. "The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network," Working Papers 2019-2, Federal Reserve Bank of St. Louis.
- Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023. "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics 119289, London School of Economics and Political Science, LSE Library.
- Peilong Shen & Zhinan Li, 2020. "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 845-865, October.
- Ethan Cohen-Cole & Eleonora Patacchini & Yves Zenou, 2015.
"Static and dynamic networks in interbank markets,"
Post-Print
hal-04329644, HAL.
- Ethan Cohen-Cole & Eleonora Patacchini & Yves Zenou, 2014. "Static and Dynamic Networks in Interbank Markets," EIEF Working Papers Series 1408, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2014.
- Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2015. "Static and dynamic networks in interbank markets," Network Science, Cambridge University Press, vol. 3(1), pages 98-123, March.
- Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin, 2024. "Interconnectedness in the Corporate Bond Market," Finance and Economics Discussion Series 2024-066, Board of Governors of the Federal Reserve System (U.S.).
- Dengbao Yao & Xiaoxing Liu & Xu Zhang, 2016. "Financial contagion in interbank network," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(2), pages 132-148.
- William F. Bassett & David E. Rappoport, 2022. "Enhancing Stress Tests by Adding Macroprudential Elements," Finance and Economics Discussion Series 2022-022, Board of Governors of the Federal Reserve System (U.S.).
- Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2021. "Banks funding, leverage, and investment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 148-171.
- Oh, Frederick Dongchuhl, 2013. "Contagion of a liquidity crisis between two firms," Journal of Financial Economics, Elsevier, vol. 107(2), pages 386-400.
- Toni Ahnert & Co-Pierre Georg, 2017.
"Information Contagion and Systemic Risk,"
Staff Working Papers
17-29, Bank of Canada.
- Ahnert, Toni & Georg, Co-Pierre, 2018. "Information contagion and systemic risk," Journal of Financial Stability, Elsevier, vol. 35(C), pages 159-171.
- Füss, Roland & Ruf, Daniel, 2021. "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Paolo Tasca, "undated". "Overlapping Correlation Coefficient," Working Papers ETH-RC-13-004, ETH Zurich, Chair of Systems Design.
- Lei Chen & Hui Li & Frank Hong Liu & Yue Zhou, 2021. "Bank regulation and systemic risk: cross country evidence," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 353-387, July.
- Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024. "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, vol. 139(C).
- Vithessonthi, Chaiporn, 2023.
"The consequences of bank loan growth: Evidence from Asia,"
International Review of Economics & Finance, Elsevier, vol. 83(C), pages 252-270.
- Chaiporn Vithessonthi, 2016. "Consequences of Bank Loan Growth: Evidence from Asia," PIER Discussion Papers 19, Puey Ungphakorn Institute for Economic Research.
- Topalog̃lu Bozkurt, Ayça & Özyıldırım, Süheyla, 2025. "Firm commonality, bank connectedness and portfolio riskiness," International Review of Economics & Finance, Elsevier, vol. 97(C).
- Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis, 2015. "Transmission channels of systemic risk and contagion in the European financial network," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 36-52.
- Craig, Ben & Karamysheva, Madina & Salakhova, Dilyara, 2023. "Do market-based networks reflect true exposures between banks?," Working Paper Series 2867, European Central Bank.
- Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2017. "Bank systemic risk and corporate investment: Evidence from the US," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 151-163.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015.
"Systemic Risk and Stability in Financial Networks,"
American Economic Review, American Economic Association, vol. 105(2), pages 564-608, February.
- 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.
- Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018.
"Insurers as asset managers and systemic risk,"
ESRB Working Paper Series
75, European Systemic Risk Board.
- Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022. "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5483-5534.
- Wagner, Wolf & Kartasheva, Anastasia & Chotibhak, Jotikasthira & Ellul, Andrew & Lundblad, Christian, 2018. "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers 12849, C.E.P.R. Discussion Papers.
- Yi Zheng & S. Drew Peabody, 2025. "Bank Funding Dynamics Between Retail Deposits and Wholesale Funds: Implications for Regulations," Journal of Financial Services Research, Springer;Western Finance Association, vol. 68(1), pages 75-122, August.
- Yajing Huang & Taoxiong Liu, 2023. "Diversification and Systemic Risk of Networks Holding Common Assets," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 341-388, January.
- Franklin Allen & Xian Gu, 2018. "The Interplay between Regulations and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 233-248, June.
- Lai, Yujie & Hu, Yibo, 2021. "A study of systemic risk of global stock markets under COVID-19 based on complex financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
- Kristin Forbes, 2012. "The "Big C": Identifying Contagion," NBER Working Papers 18465, National Bureau of Economic Research, Inc.
- Bernardo P. Marques & Carlos F. Alves, 2024. "Heterogeneity of business models and banking sector resilience," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 256-271, September.
- Steffen, Sascha, 2014. "Robustness, validity, and significance of the ECB's asset quality review and stress test exercise," SAFE White Paper Series 23, Leibniz Institute for Financial Research SAFE.
- Sanjeev Goyal, 2015. "Networks in Economics: A Perspective on the Literature," Cambridge Working Papers in Economics 1548, Faculty of Economics, University of Cambridge.
- Goldstein, Itay & Kopytov, Alexandr & Shen, Lin & Xiang, Haotian, 2024. "Bank heterogeneity and financial stability," Journal of Financial Economics, Elsevier, vol. 162(C).
- Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2017.
"Drivers of systemic risk: Do national and European perspectives differ?,"
Discussion Papers
09/2017, Deutsche Bundesbank.
- Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2019. "Drivers of systemic risk: Do national and European perspectives differ?," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 160-176.
- Krause, Thomas & Buch, Claudia M. & Tonzer, Lena, 2015. "Drivers of Systemic Risk: Do National and European Perspectives Differ?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113103, Verein für Socialpolitik / German Economic Association.
- He, Hongbo & Chen, Yiqing & Ou, Jinghua & Yao, Shujie, 2025. "Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
- Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
- Cai, Jin, 2022. "Bank herding and systemic risk," Economic Systems, Elsevier, vol. 46(4).
- Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020. "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 311-326.
- Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
- Akhter, Selim & Daly, Kevin, 2017. "Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events," Economic Modelling, Elsevier, vol. 63(C), pages 191-205.
- Markus Merz, 2021. "Contemporaneous financial intermediation," Digital Finance, Springer, vol. 3(1), pages 25-44, March.
- Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
- Silva, Thiago Christiano & Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2017.
"Monitoring vulnerability and impact diffusion in financial networks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 109-135.
- Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015. "Monitoring Vulnerability and Impact Diffusion in Financial Networks," Working Papers Series 392, Central Bank of Brazil, Research Department.
- Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
- Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023. "Options-based systemic risk, financial distress, and macroeconomic downturns," Journal of Financial Markets, Elsevier, vol. 65(C).
- Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021. "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Stanley Fischer, 2015. "Financial Stability and Shadow Banks: What We Don't Know Could Hurt Us: a speech at the \"Financial Stability: Policy Analysis and Data Needs\" 2015 Financial Stability Conference sponsored ," Speech 885, Board of Governors of the Federal Reserve System (U.S.).
- Hsu, S. & Li, J. & Qin, Y., 2013. "Shadow Banking and Systemic Risk in Europe and China," CITYPERC Working Paper Series 2013-02, Department of International Politics, City St George's, University of London.
- Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 119000, London School of Economics and Political Science, LSE Library.
- Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013. "The Two Faces of Interbank Correlation," Other publications TiSEM 20f96e3f-e3fb-428f-83de-2, Tilburg University, School of Economics and Management.
- Golec, Pascal & Perotti, Enrico, 2017. "Safe assets: a review," Working Paper Series 2035, European Central Bank.
- Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
- Thakor, Anjan V., 2012. "Incentives to innovate and financial crises," Journal of Financial Economics, Elsevier, vol. 103(1), pages 130-148.
- Pablo Rovira Kaltwasser & Alessandro Spelta, 2019. "Identifying systemically important financial institutions: a network approach," Computational Management Science, Springer, vol. 16(1), pages 155-185, February.
- Bülbül, Dilek, 2013. "Determinants of trust in banking networks," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 236-248.
- Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 68068, London School of Economics and Political Science, LSE Library.
- Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2013. "Policy in adaptive financial markets—the use of systemic risk early warning tools," Working Papers (Old Series) 1309, Federal Reserve Bank of Cleveland.
- Eross, Andrea & Urquhart, Andrew & Wolfe, Simon, 2016. "Liquidity risk contagion in the interbank market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 142-155.
- van Oordt, Maarten R.C., 2014. "Securitization and the dark side of diversification," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 214-231.
- Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 66042, London School of Economics and Political Science, LSE Library.
- Tian, Sihua & Li, Shaofang & Gu, Qinen, 2023. "Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Xuewen Liu, 2018. "Diversification and Systemic Bank Runs," 2018 Meeting Papers 739, Society for Economic Dynamics.
- Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2013. "CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry," Working Papers 182013, Hong Kong Institute for Monetary Research.
- Liang, Qi & Lu, Yanchen & Li, Zheng, 2020. "Business connectedness or market risk? Evidence from financial institutions in China," China Economic Review, Elsevier, vol. 62(C).
- Pedro Cadenas & Henryk Gzyl, 2021. "Diversification Can Control Probability of Default or Risk, but Not Both," JRFM, MDPI, vol. 14(2), pages 1-10, February.
- Andrew Ellul & Dasol Kim, 2022. "Counterparty Choice, Bank Interconnectedness, and Bank Risk-taking," Working Papers 22-06, Office of Financial Research, US Department of the Treasury.
- Anil K. Jain & Robert M. Townsend, 2020. "The Economics of Platforms in a Walrasian Framework," International Finance Discussion Papers 1280, Board of Governors of the Federal Reserve System (U.S.).
- Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Meg Adachi-Sato & Chaiporn Vithessonthi, 2016. "Bank Systemic Risk and Corporate Investment," PIER Discussion Papers 17, Puey Ungphakorn Institute for Economic Research.
- Biswas, Swarnava S. & Gómez, Fabiana, 2018. "Contagion through common borrowers," Journal of Financial Stability, Elsevier, vol. 39(C), pages 125-132.
- Wald Nowotny, 2013. "The Economics of Financial Regulation," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 15, Edward Elgar Publishing.
- Dagher, Jihad & Kazimov, Kazim, 2015. "Banks׳ liability structure and mortgage lending during the financial crisis," Journal of Financial Economics, Elsevier, vol. 116(3), pages 565-582.
- Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018. "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, vol. 71(C), pages 305-315.
- Matthew Elliott & Benjamin Golub & Matthew O. Jackson, 2014. "Financial Networks and Contagion," American Economic Review, American Economic Association, vol. 104(10), pages 3115-3153, October.
- Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017. "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics 70769, London School of Economics and Political Science, LSE Library.
- Jin-Wook Chang & Elizabeth C. Klee & Vladimir Yankov, 2025. "Rewiring repo," Finance and Economics Discussion Series 2025-013, Board of Governors of the Federal Reserve System (U.S.).
- Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 485-504.
- Lopomo Beteto Wegner, Danilo, 2020. "Liquidity policies and financial fragility," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 135-153.
- Kenta Toyofuku, 2022. "Risk sharing and asset commonality in the financial sector," Economics Bulletin, AccessEcon, vol. 42(1), pages 30-40.
- Bevilacqua, Mattia & Duygun, Meryem & Vioto, Davide, 2023. "The impact of COVID-19 related policy interventions on international systemic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Mary L. Z. Ma & Victor Song, 2016. "Discretionary Loan Loss Provisions and Systemic Risk in the Banking Industry," Accounting Perspectives, John Wiley & Sons, vol. 15(2), pages 89-130, June.
- Anginer, Deniz & Demirgüç-Kunt, Asli & Mare, Davide S., 2018. "Bank capital, institutional environment and systemic stability," Journal of Financial Stability, Elsevier, vol. 37(C), pages 97-106.
- Ramírez, Carlos, 2020. "Regulating financial networks under uncertainty," ESRB Working Paper Series 107, European Systemic Risk Board.
- Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
- Bonner, Clemens & Wedow, Michael & Budnik, Katarzyna & Koban, Anne & Kok, Christoffer & Laliotis, Dimitrios & Meller, Barbara & Melo, Ana Sofia & Moldovan, Iulia & Schmitz, Stefan & Couaillier, Cyril , 2018. "Systemic liquidity concept, measurement and macroprudential instruments," Occasional Paper Series 214, European Central Bank.
- Cheol Eun & Lingling Wang & Tim Zhang, 2022. "House Price Growth Synchronization and Business Cycle Alignment," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 675-710, November.
- Bakkar, Yassine & Nyola, Annick Pamen, 2021. "Internationalization, foreign complexity and systemic risk: Evidence from European banks," Journal of Financial Stability, Elsevier, vol. 55(C).
- Diana Bonfim & Moshe Kim, 2012. "Systemic Liquidity Risk," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Oh, Frederick Dongchuhl & Park, Junghum, 2023. "A large creditor in contagious liquidity crises," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Bing Zhu & René-Ojas Woltering, 2021. "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 544-571, July.
- Glasserman, Paul & Young, H. Peyton, 2015. "How likely is contagion in financial networks?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 383-399.
- De Caux, Robert & McGroarty, Frank & Brede, Markus, 2017. "The evolution of risk and bailout strategy in banking systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 109-118.
- Bojaj, Martin M. & Djurovic, Gordana & Fabris, Nikola & Milovic, Nikola, 2023. "Top 1% and inequality connectedness in the EMU and WB," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 139-155.
- Ana Babus & Casper G. de Vries, 2010.
"Global Stochastic Properties of Dynamic Models and their Linear Approximations,"
Tinbergen Institute Discussion Papers
10-081/2, Tinbergen Institute.
- Babus, Ana & de Vries, Casper G., 2010. "Global stochastic properties of dynamic models and their linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 817-824, May.
Cited by:
- Loretti I. Dobrescu & Mihaela Neamtu & Dumitru Opris, 2011. "A Discrete--Delay Dynamic Model for the Stock Market," Discussion Papers 2012-11, School of Economics, The University of New South Wales.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2010.
"Financial Connections and Systemic Risk,"
Working Papers
10-20, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
Cited by:
- Somnath Chatterjee & Marea Sing, 2021. "Measuring Systemic Risk in South African Banks," Working Papers 11004, South African Reserve Bank.
- Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
- Bargigli, Leonardo & Gallegati, Mauro, 2011.
"Random digraphs with given expected degree sequences: A model for economic networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
- Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.
- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019.
"Interconnectedness in the interbank market,"
Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
- Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
- Robin Greenwood & Augustin Landier & David Thesmar, 2012.
"Vulnerable Banks,"
NBER Working Papers
18537, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," IDEI Working Papers 700, Institut d'Économie Industrielle (IDEI), Toulouse.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," TSE Working Papers 11-280, Toulouse School of Economics (TSE).
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2015. "Vulnerable banks," Journal of Financial Economics, Elsevier, vol. 115(3), pages 471-485.
- Tobias Adrian & Markus K. Brunnermeier, 2008.
"CoVaR,"
Staff Reports
348, Federal Reserve Bank of New York.
- Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
- Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Beck, T.H.L., 2011.
"The Role of Finance in Economic Development : Benefits, Risks, and Politics,"
Discussion Paper
2011-141, Tilburg University, Center for Economic Research.
- Beck, T.H.L., 2011. "The Role of Finance in Economic Development : Benefits, Risks, and Politics," Other publications TiSEM f9c81fe6-f2cd-4fa7-b598-e, Tilburg University, School of Economics and Management.
- Beck, T.H.L., 2011. "The Role of Finance in Economic Development : Benefits, Risks, and Politics," Other publications TiSEM aeeeb28f-152e-40dc-a1b7-5, Tilburg University, School of Economics and Management.
- Mei Li & Frank Milne & Junfeng Qiu, 2016.
"Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1135-1168, September.
- Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper 1308, Economics Department, Queen's University.
- Mikhail Stolbov, 2014.
"International Credit Cycles: A Regional Perspective,"
Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
- Stolbov, Mikhail, 2012. "International credit cycles: a regional perspective," MPRA Paper 37773, University Library of Munich, Germany.
- Zbigniew Korzeb, 2014. "Influence Of The Economic And Financial Condition Of Strategic Shareholders Upon The Market Value Of Commercial Banks In The Polish Banking Sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(2), pages 38-43, August.
- Cañón Salazar Carlos Iván & Gallón Santiago & Olivar Santiago, 2016. "Functional Systemic Risk, Complementarities and Early Warnings," Working Papers 2016-12, Banco de México.
- 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, vol. 37(12), pages 4793-4809.
- Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
- De Bruyckere, V. & Gerhardt, M. & Schepens, G., 2012. "Bank/sovereign Risk Spillovers in the European Debt Crisis," Other publications TiSEM 71b16c7d-81a7-4572-afcb-b, Tilburg University, School of Economics and Management.
- 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 12/828, Ghent University, Faculty of Economics and Business Administration.
- Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
- Nicola Gennaioli, 2012.
"A Model of Shadow Banking,"
2012 Meeting Papers
89, Society for Economic Dynamics.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013. "A Model of Shadow Banking," Journal of Finance, American Finance Association, vol. 68(4), pages 1331-1363, August.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2011. "A model of shadow banking," Economics Working Papers 1283, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, "undated". "A Model of Shadow Banking," Working Paper 19521, Harvard University OpenScholar.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2011. "A Model of Shadow Banking," NBER Working Papers 17115, National Bureau of Economic Research, Inc.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "A Model of Shadow Banking," Working Papers 576, Barcelona School of Economics.
- Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2013. "A Model of Shadow Banking," Scholarly Articles 11688792, Harvard University Department of Economics.
- Andreas Jobst & Mr. Dale F Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
- Spiros Bougheas & Alan Kirman, 2014.
"Complex Financial Networks and Systemic Risk: A Review,"
Discussion Papers
2014/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 115-139, Springer.
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Post-Print hal-01505785, HAL.
- Spiros Bougheas & Alan P. Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," CESifo Working Paper Series 4756, CESifo.
- He, Yi & Wu, Shan & Tong, Mu, 2019. "Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Zornitsa Todorova, 2020. "Network Risk in the European Sovereign CDS Market," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 12(2), pages 137-154, December.
- Bo Sun & Yujia Liu, 2025. "A SEIQRS Model for Interbank Financial Risk Contagion and Rescue Strategies in Complex Networks," Mathematics, MDPI, vol. 13(19), pages 1-16, September.
- Dawei Cheng & Zhibin Niu & Yi Tu & Liqing Zhang, 2017. "Prediction defaults for networked-guarantee loans," Papers 1702.04642, arXiv.org, revised Jun 2020.
- Alberto Dreassi & Stefano Miani & Andrea Paltrinieri & Alex Sclip, 2018. "Bank-Insurance Risk Spillovers: Evidence from Europe," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 72-96, January.
- Enrico Perotti & Javier Suarez, 2011.
"A Pigovian Approach to Liquidity Regulation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 3-41, December.
- Perotti, Enrico & Suarez, Javier, 2011. "A Pigovian Approach to Liquidity Regulation," CEPR Discussion Papers 8271, C.E.P.R. Discussion Papers.
- Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers 11-040/2/DSF15, Tinbergen Institute.
- Xiaoyu Liu & Xiaoli Chen, 2021. "Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(3), pages 26-54, May.
- Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011.
"Leveraged Network-Based Financial Accelerator,"
Working Papers
371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1626-1640.
- Ana Babus, 2011. "Strategic Relationships in Over-the-Counter Markets," 2011 Meeting Papers 1405, Society for Economic Dynamics.
- Donato Masciandaro, Francesco Passarelli, 2011.
"Financial Systemic Risk: Taxation or Regulation?,"
ISLA Working Papers
41, ISLA, Centre for research on Latin American Studies and Transition Economies, Universita' Bocconi, Milano, Italy.
- Masciandaro, Donato & Passarelli, Francesco, 2013. "Financial systemic risk: Taxation or regulation?," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 587-596.
- Cañón, Carlos & Margaretic, Paula, 2014. "Correlated bank runs, interbank markets and reserve requirements," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 515-533.
- Somnath Chatterjee & Andreas Jobst, 2019. "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers 823, Bank of England.
- Teteryatnikova, Mariya, 2014. "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 186-210.
- Lasse Loepfe & Antonio Cabrales & Angel Sánchez, 2013. "Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-1, October.
- Hitoshi Hayakawa, 2020. "Liquidity in Financial Networks," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 253-301, January.
- Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012.
"Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach,"
Faculty Working Papers
02/12, School of Economics and Business Administration, University of Navarra.
- López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2012. "Short-term wholesale funding and systemic risk: A global CoVaR approach," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3150-3162.
- Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.
- Tamás Sebestyén & Balázs Szabó, 2022.
"Market interaction structure and equilibrium price heterogeneity in monopolistic competition,"
Netnomics, Springer, vol. 22(2), pages 259-282, October.
- Tamás Sebestyén & Balázs Szabó, 2021. "Market interaction structure and equilibrium price heterogeneity in monopolistic competition," Netnomics, Springer, vol. 22(2), pages 259-282, December.
- Lv, Jiamin & Ben, Shenglin & Huang, Wenli & Xu, Yueling, 2023. "How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
- Francis X. Diebold & Kamil Yilmaz, 2011.
"On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms,"
Koç University-TUSIAD Economic Research Forum Working Papers
1124, Koc University-TUSIAD Economic Research Forum.
- Diebold, Francis X. & Yılmaz, Kamil, 2014. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
- Francis X. Diebold & Kamil Yılmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive 11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Working Papers 11-45, Federal Reserve Bank of Philadelphia.
- Simone LENZU & Gabriele TEDESCHI, 2012.
"Systemic risk on different interbank network topologies,"
Working Papers
375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Lenzu, Simone & Tedeschi, Gabriele, 2012. "Systemic risk on different interbank network topologies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4331-4341.
- 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.
- Franco Peracchi & Claudio Rossetti, 2013. "The heterogeneous thresholds ordered response model: identification and inference," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 703-722, June.
- Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017.
"Credit risk interconnectedness: What does the market really know?,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
- Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
- Stefano Puddu & Andreas Waelchli, 2015. "TAF Effect on Liquidity Risk Exposure," IRENE Working Papers 15-07, IRENE Institute of Economic Research.
- Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Joseph E. Stiglitz, "undated".
"Default Cascades: When Does Risk Diversification Increase Stability?,"
Working Papers
ETH-RC-11-006, ETH Zurich, Chair of Systems Design.
- 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, vol. 8(3), pages 138-149.
- Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers 1304, University of Guelph, Department of Economics and Finance.
- Yichen Zhou & Honggang Li, 2019. "Asset diversification and systemic risk in the financial system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 247-272, June.
- Tamás Sebestyén & Dóra Longauer, 2018. "Network structure, equilibrium and dynamics in a monopolistically competitive economy," Netnomics, Springer, vol. 19(3), pages 131-157, December.
- Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012.
"Ranking systemically important financial institutions,"
Working Papers
15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018.
"Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression,"
NBER Working Papers
25405, National Bureau of Economic Research, Inc.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018. "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CESifo Working Paper Series 7425, CESifo.
- Jihad Dagher & Mr. Kazim Kazimov, 2012. "Banks' Liability Structure and Mortgage Lending During the Financial Crisis," IMF Working Papers 2012/155, International Monetary Fund.
- Matthew S. Jaremski & David C. Wheelock, 2019.
"The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network,"
NBER Working Papers
26034, National Bureau of Economic Research, Inc.
- Jaremski, Matthew & Wheelock, David C., 2020. "The Founding of the Federal Reserve, the Great Depression, and the Evolution of the U.S. Interbank Network," The Journal of Economic History, Cambridge University Press, vol. 80(1), pages 69-99, March.
- Matthew Jaremski & David C. Wheelock, 2019. "The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network," Working Papers 2019-2, Federal Reserve Bank of St. Louis.
- Stiglitz Joseph E., 2010. "Contagion, Liberalization, and the Optimal Structure of Globalization," Journal of Globalization and Development, De Gruyter, vol. 1(2), pages 1-47, December.
- Richard W. Booser, 2018. "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(1), pages 1-3.
- Georg, Co-Pierre, 2011. "The effect of the interbank network structure on contagion and common shocks," Discussion Paper Series 2: Banking and Financial Studies 2011,12, Deutsche Bundesbank.
- 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.
- Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020. "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 311-326.
- Ronald Fischer & Nicolás Inostroza & Felipe J. Ramírez, 2015. "Banking Competition and Economic Stability," Documentos de Trabajo 320, Centro de Economía Aplicada, Universidad de Chile.
- Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
- Andrea Eross & Andrew Urquhart & Simon Wolfe, 2019. "Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets," The European Journal of Finance, Taylor & Francis Journals, vol. 25(1), pages 35-53, January.
- Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
- Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012.
"Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market,"
CEIS Research Paper
240, Tor Vergata University, CEIS, revised 11 Jul 2012.
- 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.
- Bülbül, Dilek, 2013. "Determinants of trust in banking networks," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 236-248.
- Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach," IMF Working Papers 2012/046, International Monetary Fund.
- Eross, Andrea & Urquhart, Andrew & Wolfe, Simon, 2016. "Liquidity risk contagion in the interbank market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 142-155.
- Perry Warjiyo, 2016. "Central Bank Policy Mix: Key Concepts and Indonesia’s Experience," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 18(4), pages 397-408, April.
- Wald Nowotny, 2013. "The Economics of Financial Regulation," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 15, Edward Elgar Publishing.
- Dagher, Jihad & Kazimov, Kazim, 2015. "Banks׳ liability structure and mortgage lending during the financial crisis," Journal of Financial Economics, Elsevier, vol. 116(3), pages 565-582.
- Mitchener, Kris & Das, Sanjiv & Vossmeyer, Angela, 2018. "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CEPR Discussion Papers 13416, C.E.P.R. Discussion Papers.
- Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017. "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics 70769, London School of Economics and Political Science, LSE Library.
- ZELDEA, Cristina Georgiana, 2019. "Systemic Risk: An Overview," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(3), pages 34-48, September.
- Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011.
"Systemic Risk and Network Formation in the Interbank Market,"
Research Papers in Economics
2011:6, Stockholm University, Department of Economics.
- Zenou, Yves & Patacchini, Eleonora & Cohen-Cole, Ethan, 2011. "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers 8332, C.E.P.R. Discussion Papers.
- Hitoshi Hayakawa, 2014. "Complexity of Payment Network," CARF F-Series CARF-F-345, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Bing Zhu & René-Ojas Woltering, 2021. "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 544-571, July.
- Babus, Ana, 2007.
"The Formation of Financial Networks,"
Coalition Theory Network Working Papers
9100, Fondazione Eni Enrico Mattei (FEEM).
- Ana Babus, 2016. "The formation of financial networks," RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 239-272, May.
- Ana Babus, 2007. "The Formation of Financial Networks," Working Papers 2007.69, Fondazione Eni Enrico Mattei.
- Ana Babus, 2006. "The Formation of Financial Networks," Tinbergen Institute Discussion Papers 06-093/2, Tinbergen Institute.
Cited by:
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017.
"Relationship Trading in OTC Markets,"
Swiss Finance Institute Research Paper Series
17-30, Swiss Finance Institute.
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
- Gabriel Pino & Subhash C. Sharma, 2019. "On the Contagion Effect in the US Banking Sector," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 261-280, February.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015.
"Estimating Global Bank Network Connectedness,"
PIER Working Paper Archive
15-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Jul 2015.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017. "Estimating Global Bank Network Connectedness," NBER Working Papers 23140, National Bureau of Economic Research, Inc.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Estimating global bank network connectedness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," Koç University-TUSIAD Economic Research Forum Working Papers 1512, Koc University-TUSIAD Economic Research Forum.
- Franklin Allen & Ana Babus & Elena Carletti, 2010.
"Financial Connections and Systemic Risk,"
Economics Working Papers
ECO2010/26, European University Institute.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
- Mejía Cubillos, Javier, 2012. "Propuesta metodológica para el cálculo del riesgo sistémico financiero en estudios de Historia Económica: Aplicación para el caso de la banca libre en Antioquia, 1888 [A methodology for assessing f," MPRA Paper 35460, University Library of Munich, Germany.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014.
"Risk-sharing and contagion in networks,"
Working Papers
2014-18, FEDEA.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017. "Risk Sharing and Contagion in Networks," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
- Castiglionesi, Fabio & Wagner, Wolf, 2013. "On the efficiency of bilateral interbank insurance," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 177-200.
- Craig, Ben R. & von Peter, Goetz, 2010.
"Interbank tiering and money center banks,"
Discussion Paper Series 2: Banking and Financial Studies
2010,12, Deutsche Bundesbank.
- Ben Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," BIS Working Papers 322, Bank for International Settlements.
- Ben R. Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," Working Papers (Old Series) 1014, Federal Reserve Bank of Cleveland.
- Ben R. Craig & Goetz von Peter, 2009. "Interbank tiering and money center banks," Working Papers (Old Series) 0912, Federal Reserve Bank of Cleveland.
- Craig, Ben & von Peter, Goetz, 2014. "Interbank tiering and money center banks," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 322-347.
- Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020.
"Spillovers and diversification potential of bank equity returns from developed and emerging America,"
The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print hal-02966894, HAL.
- Dakshina Garfield De Silva & Marina Gertsberg & Georgia Kosmopoulou & Rachel Pownall, 2017. "Dealer Networks in the World of Art," Working Papers 198144199, Lancaster University Management School, Economics Department.
- Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
- Asako Chiba, 2020. "Financial Contagion in Core–Periphery Networks and Real Economy," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 779-800, March.
- De Silva, Dakshina G. & Kosmopoulou, Georgia & Pownall, Rachel & Press, Robert, 2023. "Surviving in the marketplace: The importance of network connectivity for art dealers," Economics Letters, Elsevier, vol. 231(C).
- Małgorzata Zaleska, 2023. "Bezpieczeństwo depozytów bankowych w Polsce w czasie wieloletniego kryzysu," Bank i Kredyt, Narodowy Bank Polski, vol. 54(5), pages 459-474.
- C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012.
"Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil,"
Working Papers
wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
- Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
- Ladley, Daniel, 2013.
"Contagion and risk-sharing on the inter-bank market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1384-1400.
- Dan Ladley, 2010. "Contagion and risk-sharing on the inter-bank market," Discussion Papers in Economics 11/10, Division of Economics, School of Business, University of Leicester, revised Jan 2013.
- Samitas, Aristeidis & Kampouris, Elias & Polyzos, Stathis, 2022. "Covid-19 pandemic and spillover effects in stock markets: A financial network approach," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Arun Chandrasekhar & Robert Townsend & Juan Pablo Pablo Xandri, 2019. "Financial Centrality and the Value of Key Players," Working Papers 2019-26, Princeton University. Economics Department..
- Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
- Matt V. Leduc & Stefan Thurner, 2016.
"Incentivizing Resilience in Financial Networks,"
Papers
1606.03595, arXiv.org, revised Jun 2017.
- Leduc, Matt V. & Thurner, Stefan, 2017. "Incentivizing resilience in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 44-66.
- Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
- Chukwudi Henry Dike, 2020. "Strategic Interactions in Financial Networks," 2020 Papers pdi579, Job Market Papers.
- You Suk Kim & Steven M. Laufer & Karen Pence & Richard Stanton & Nancy Wallace, 2018.
"Liquidity Crises in the Mortgage Market,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(1 (Spring), pages 347-428.
- You Suk Kim & Steven Laufer & Karen M. Pence & Richard Stanton & Nancy Wallace, 2018. "Liquidity Crises in the Mortgage Market," Finance and Economics Discussion Series 2018-016, Board of Governors of the Federal Reserve System (U.S.).
- Spiros Bougheas & Adam Hal Spencer, 2022.
"Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach,"
CESifo Working Paper Series
10111, CESifo.
- Spiros Bougheas & Adam Spencer, 2022. "Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach," National Institute of Economic and Social Research (NIESR) Discussion Papers 544, National Institute of Economic and Social Research.
- Spiros Bougheas & Adam Hal Spencer, 2022. "Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach," Discussion Papers 2022/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020.
"Risk Spillovers and Interconnectedness between Systemically Important Institutions,"
Swiss Finance Institute Research Paper Series
20-40, Swiss Finance Institute.
- Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022. "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, vol. 58(C).
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Giuseppe Calafiore & Giulia Fracastoro & Anton Proskurnikov, 2024. "Default Resilience and Worst-Case Effects in Financial Networks," Papers 2403.10631, arXiv.org, revised Oct 2025.
- Daron Acemoglu & Asuman E. Ozdaglar & Alireza Tahbaz Salehi, 2015.
"Networks, Shocks, and Systemic Risk,"
Levine's Bibliography
786969000000001187, UCLA Department of Economics.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015. "Networks, Shocks, and Systemic Risk," NBER Working Papers 20931, National Bureau of Economic Research, Inc.
- Shi Chen & Wolfgang Karl Hardle & Brenda L'opez Cabrera, 2020. "Regularization Approach for Network Modeling of German Power Derivative Market," Papers 2009.09739, arXiv.org.
- Allen, Franklin & Gu, Xian, 2018. "The Interplay between Regulations and Financial Stability," CEPR Discussion Papers 12862, C.E.P.R. Discussion Papers.
- Spiros Bougheas, 2017.
"Contagion in stable networks,"
Discussion Papers
2017/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Bougheas, Spiros, "undated". "Contagion in Stable Networks," ETA: Economic Theory and Applications 263489, Fondazione Eni Enrico Mattei (FEEM).
- Spiros Bougheas, 2017. "Contagion in Stable Networks," CESifo Working Paper Series 6682, CESifo.
- Spiros Bougheas, 2017. "Contagion in Stable Networks," Working Papers 2017.50, Fondazione Eni Enrico Mattei.
- Mohamed Mostagir & James Siderius, 2023. "Social Inequality and the Spread of Misinformation," Management Science, INFORMS, vol. 69(2), pages 968-995, February.
- Arun G. Chandrasekhar & Robert Townsend & Juan Pablo Xandri, 2018. "Financial Centrality and Liquidity Provision," NBER Working Papers 24406, National Bureau of Economic Research, Inc.
- Spiros Bougheas & Alan Kirman, 2014.
"Complex Financial Networks and Systemic Risk: A Review,"
Discussion Papers
2014/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 115-139, Springer.
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Post-Print hal-01505785, HAL.
- Spiros Bougheas & Alan P. Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," CESifo Working Paper Series 4756, CESifo.
- Bramoullé, Yann & Bene, Tizié & Deroïan, Frédéric, 2021.
"Formal insurance and altruism networks,"
CEPR Discussion Papers
16621, C.E.P.R. Discussion Papers.
- Bene, Tizié & Bramoullé, Yann & Deroïan, Frédéric, 2024. "Formal insurance and altruism networks," Journal of Development Economics, Elsevier, vol. 171(C).
- Tizié Bene & Yann Bramoullé & Frédéric Deroïan, 2021. "Formal insurance and altruism networks," Working Papers halshs-03355219, HAL.
- Tizié Bene & Yann Bramoullé & Frédéric Deroïan, 2021. "Formal insurance and altruism networks," AMSE Working Papers 2140, Aix-Marseille School of Economics, France.
- Tizié Bene & Yann Bramoullé & Frédéric Deroïan, 2024. "Formal insurance and altruism networks," Post-Print hal-04717990, HAL.
- Téllez-León, Isela-Elizabeth & Martínez-Jaramillo, Serafín & O. L. Escobar-Farfán, Luis & Hochreiter, Ronald, 2021. "How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?," Journal of Financial Stability, Elsevier, vol. 55(C).
- Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011.
"Asset Commonality, Debt Maturity and Systemic Risk,"
CEPR Discussion Papers
8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- De Silva, Dakshina G. & Gertsberg, Marina & Kosmopoulou, Georgia & Pownall, Rachel A.J., 2022. "Evolution of a dealer trading network and its effects on art auction prices," European Economic Review, Elsevier, vol. 144(C).
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Networks," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- Di Maggio, Marco & Kermani, Amir & Song, Zhaogang, 2017. "The value of trading relations in turbulent times," Journal of Financial Economics, Elsevier, vol. 124(2), pages 266-284.
- Ms. Sheri M. Markose, 2012. "Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax," IMF Working Papers 2012/282, International Monetary Fund.
- Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014.
"Network Risk and Key Players: A Structural Analysis of Interbank Liquidity,"
FMG Discussion Papers
dp734, Financial Markets Group.
- Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2018. "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," Working Paper Series 2018-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Denbee, Edward & Julliard, Christian & Yepremyan, Liana & Yuan, Kathy, 2014. "Network risk and key players: a structural analysis of interbank liquidity," LSE Research Online Documents on Economics 119028, London School of Economics and Political Science, LSE Library.
- Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021. "Network risk and key players: A structural analysis of interbank liquidity," Journal of Financial Economics, Elsevier, vol. 141(3), pages 831-859.
- Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021. "Network risk and key players: a structural analysis of interbank liquidity," LSE Research Online Documents on Economics 106280, London School of Economics and Political Science, LSE Library.
- Noémie NAVARRO & Fabio CASTIGLIONESI, 2016.
"(In)Efficient Interbank Networks,"
Cahiers du GREThA (2007-2019)
2016-13, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Fabio Castiglionesi & Noemi Navarro, 2020. "(In)Efficient Interbank Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 365-407, March.
- Fabio Castiglionesi & Noemi Navarro, 2019. "(In)Efficient Interbank Networks," Post-Print hal-02873109, HAL.
- Fabio Castiglionesi & Noemi Navarro, 2019. "(In)Efficient Interbank Networks," Post-Print hal-05113108, HAL.
- Yun Feng & Xin Li, 2021. "Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model," Empirical Economics, Springer, vol. 61(6), pages 3213-3237, December.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 119005, London School of Economics and Political Science, LSE Library.
- D'Errico, Marco & Roukny, Tarik, 2017. "Compressing over-the-counter markets," ESRB Working Paper Series 44, European Systemic Risk Board.
- Chang, Briana & Zhang, Shengxing, 2015.
"Endogenous market making and network formation,"
LSE Research Online Documents on Economics
86275, London School of Economics and Political Science, LSE Library.
- Briana Chang & Shengxing Zhang, 2015. "Endogenous Market Making and Network Formation," Discussion Papers 1534, Centre for Macroeconomics (CFM).
- Grahame Thompson, 2011. "Financial Globalization? History, Conditions and Prospects," Chapters, in: Jonathan Michie (ed.), The Handbook of Globalisation, Second Edition, chapter 2, Edward Elgar Publishing.
- Marco Pelliccia, 2013. "Ambiguous Networks," Birkbeck Working Papers in Economics and Finance 1303, Birkbeck, Department of Economics, Mathematics & Statistics.
- Erol, Selman & Vohra, Rakesh, 2022. "Network formation and systemic risk," European Economic Review, Elsevier, vol. 148(C).
- Tingqiang Chen & Binqing Xiao & Haifei Liu, 2018. "Credit Risk Contagion in an Evolving Network Model Integrating Spillover Effects and Behavioral Interventions," Complexity, Hindawi, vol. 2018, pages 1-16, March.
- Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021. "Systemic risk shifting in financial networks," Journal of Economic Theory, Elsevier, vol. 191(C).
- Vuillemey, G. & R gis Breton, 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
- Edoardo Gaffeo & Massimo Molinari, 2017.
"A functional perspective on financial networks,"
Working Papers in Public Economics
181, Department of Economics and Law, Sapienza University of Roma.
- Edoardo Gaffeo & Massimo Molinari, 2016. "A functional perspective to financial networks," DEM Working Papers 2016/06, Department of Economics and Management.
- Edoardo Gaffeo & Massimo Molinari, 2018. "A functional perspective on financial networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 51-79, April.
- Bougheas, Spiros, 2022. "Contagion in networks: Stability and efficiency," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 64-77.
- Silva, Cinthya & Pino, Gabriel, 2021. "Does direction of the transmission of bank risk matter? An application to the Chilean banking sector," Finance Research Letters, Elsevier, vol. 38(C).
- Eliza-Olivia Lungu, 2013. "Connections between Frontier Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(48), pages 121-140, June.
- Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021. "Systemic risk shifting in financial networks," LSE Research Online Documents on Economics 123924, London School of Economics and Political Science, LSE Library.
- Alamá-Sabater, Luisa & Heid, Benedikt & Jiménez-Fernández, Eduardo & Márquez-Ramos, Laura, 2016. "What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt," Economic Modelling, Elsevier, vol. 58(C), pages 466-474.
- Lena Tonzer, 2013.
"Cross-Border Interbank Networks, Banking Risk and Contagion,"
FIW Working Paper series
129, FIW.
- Tonzer, Lena, 2015. "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, vol. 18(C), pages 19-32.
- Shouwei Li & Jianmin He, 2012. "The Impact Of Bank Activities On Contagion Risk In Interbank Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-20.
- Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Working Papers 033, COMISEF.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
- Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
- Gençay, Ramazan & Pang, Hao & Tseng, Michael C. & Xue, Yi, 2020. "Contagion in a network of heterogeneous banks," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Paul Glasserman & H. Peyton Young, 2016. "Contagion in Financial Networks," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 779-831, September.
- Elliott, M. & Georg, C-P. & Hazell, J., 2020. "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics 2068, Faculty of Economics, University of Cambridge.
- Rama Cont & Andreea Minca, 2016. "Credit default swaps and systemic risk," Annals of Operations Research, Springer, vol. 247(2), pages 523-547, December.
- Gabrieli, Silvia & Georg, Co-Pierre, 2014.
"A network view on interbank market freezes,"
Discussion Papers
44/2014, Deutsche Bundesbank.
- Silvia Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
- Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Trading Networks and Equilibrium Intermediation," Working Paper Series rwp18-001, Harvard University, John F. Kennedy School of Government.
- Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016.
"Network Centrality and Funding Rates in the e-MID Interbank Market,"
Working Papers
16/08, Department of Economics, City St George's, University of London.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
- Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
- Castiglionesi, F. & Navarro, N., 2007.
"Optimal Fragile Financial Networks,"
Other publications TiSEM
ba4eec21-b8d3-4eb3-9cca-4, Tilburg University, School of Economics and Management.
- Castiglionesi, F. & Navarro, N., 2007. "Optimal Fragile Financial Networks," Discussion Paper 2007-100, Tilburg University, Center for Economic Research.
- Samitas, Aristeidis & Kampouris, Elias & Kenourgios, Dimitris, 2020. "Machine learning as an early warning system to predict financial crisis," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "Measuring financial soundness around the world: A machine learning approach," International Review of Financial Analysis, Elsevier, vol. 85(C).
- Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014.
"The formation of a core periphery structure in heterogeneous financial networks,"
CeNDEF Working Papers
14-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2014. "The Formation of a Core Periphery Structure in Heterogeneous Financial Networks," Tinbergen Institute Discussion Papers 14-098/II, Tinbergen Institute, revised 02 May 2019.
- in 't Veld, Daan & van der Leij, Marco & Hommes, Cars, 2020. "The formation of a core-periphery structure in heterogeneous financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
- Marco D'Errico & Tarik Roukny, 2017. "Compressing Over-the-Counter Markets," Papers 1705.07155, arXiv.org, revised Jun 2019.
- Tran, Ngoc-Khanh & Vuong, Thao & Zeckhauser, Richard, 2016. "Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes," Working Paper Series 16-030, Harvard University, John F. Kennedy School of Government.
- Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
- Peilong Shen & Zhinan Li, 2020. "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 845-865, October.
- Pino, Gabriel & Herrera, Rodrigo & Rodríguez, Alejandro, 2019. "Geographical spillovers on the relation between risk-taking and market power in the US banking sector," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 351-364.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "Relationship Trading in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 683-734, April.
- Sanhita Sucharita, 2013. "Factors Affecting Female Labor Force Participation in India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(48), pages 155-178, June.
- Jiang, Bo & Tzavellas, Hector, 2023. "Optimal liquidity allocation in an equity network," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 286-294.
- Michele Bonollo & Irene Crimaldi & Andrea Flori & Fabio Pammolli & Massimo Riccaboni, 2014. "Systemic importance of financial institutions: regulations, research, open issues, proposals," Working Papers 2/2014, IMT School for Advanced Studies Lucca, revised Mar 2014.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
- Hong Chen & Tan Wang & David D. Yao, 2021. "Financial Network and Systemic Risk—A Dynamic Model," Production and Operations Management, Production and Operations Management Society, vol. 30(8), pages 2441-2466, August.
- 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.
- Goyal, S., 2016. "Networks and Markets," Cambridge Working Papers in Economics 1652, Faculty of Economics, University of Cambridge.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015.
"Systemic Risk and Stability in Financial Networks,"
American Economic Review, American Economic Association, vol. 105(2), pages 564-608, February.
- 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.
- Anthropelos, Michail & Kardaras, Constantinos & Vichos, Georgios, 2020.
"Effective risk aversion in thin risk-sharing markets,"
LSE Research Online Documents on Economics
102275, London School of Economics and Political Science, LSE Library.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017. "Effective risk aversion in thin risk-sharing markets," Papers 1707.05096, arXiv.org, revised Jun 2018.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2020. "Effective risk aversion in thin risk‐sharing markets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1565-1590, October.
- Franklin Allen & Xian Gu, 2018. "The Interplay between Regulations and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 233-248, June.
- Sanjeev Goyal, 2015. "Networks in Economics: A Perspective on the Literature," Cambridge Working Papers in Economics 1548, Faculty of Economics, University of Cambridge.
- Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
- Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
- Selman Erol & Rakesh Vohra, 2014. "Network Formation and Systemic Risk," PIER Working Paper Archive 14-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jean-Cyprien H'eam & Erwan Koch, 2014. "Diversification and Endogenous Financial Networks," Papers 1408.4618, arXiv.org, revised Feb 2015.
- Shengxing Zhang & Briana Chang, 2015. "Endogenous Market-making and Formation of Trading Links," 2015 Meeting Papers 1227, Society for Economic Dynamics.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- Chen, Shi & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2018. "Regularization Approach for Network Modeling of German Energy Market," IRTG 1792 Discussion Papers 2018-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
- Pablo Rovira Kaltwasser & Alessandro Spelta, 2019. "Identifying systemically important financial institutions: a network approach," Computational Management Science, Springer, vol. 16(1), pages 155-185, February.
- Bülbül, Dilek, 2013. "Determinants of trust in banking networks," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 236-248.
- Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Fabio Castiglionesi, 2008. "Optimal Fragile Financial Networks," 2008 Meeting Papers 658, Society for Economic Dynamics.
- José Pedro Fique, 2011. "Endogenous Response to the ‘Network Tax’," FEP Working Papers 408, Universidade do Porto, Faculdade de Economia do Porto.
- Patrick Coen & Jamie Coen, 2019. "A structural model of interbank network formation and contagion," Bank of England working papers 833, Bank of England.
- Bhaskar DasGupta & Lakshmi Kaligounder, 2014. "Densely Entangled Financial Systems," Papers 1402.5208, arXiv.org.
- Weihuan Huang, 2023. "Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method," Papers 2310.18658, arXiv.org.
- Andrew Ellul & Dasol Kim, 2022. "Counterparty Choice, Bank Interconnectedness, and Bank Risk-taking," Working Papers 22-06, Office of Financial Research, US Department of the Treasury.
- Yapatake Kossele Thales Pacific & Ngaba Mbai-Akem Gabriella Magalie, 2023. "One Bad Turn Deserves Another: How Energy Production, Financial Instability, and Political Governance Crisis Sustain the Decline of FDI Inflows in the Central African Republic," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 831-853, June.
- Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015.
"Networked relationships in the e-MID interbank market: A trading model with memory,"
Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 98-116.
- Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014. "Networked relationships in the e-MID Interbank market: A trading model with memory," Papers 1403.3638, arXiv.org.
- Mitja Steinbacher & Timotej Jagrič, 2020. "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 471-499, April.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 65105, London School of Economics and Political Science, LSE Library.
- Nistor Simona, 2017. "Banks’ Vulnerability and Financial Openness across Central and Eastern Europe," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 62(3), pages 47-66, December.
- Lopomo Beteto Wegner, Danilo, 2020. "Liquidity policies and financial fragility," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 135-153.
- Mauro Aliano & Lucianna Cananà & Greta Cestari & Stefania Ragni, 2023. "A Dynamical Model with Time Delay for Risk Contagion," Mathematics, MDPI, vol. 11(2), pages 1-19, January.
- Daniel E. Rigobon & Ronnie Sircar, 2022. "Formation of Optimal Interbank Networks under Liquidity Shocks," Papers 2211.12404, arXiv.org, revised Oct 2024.
- Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
- Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2020. "Credit risk and financial integration: An application of network analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Glasserman, Paul & Young, H. Peyton, 2016. "Contagion in financial networks," LSE Research Online Documents on Economics 68681, London School of Economics and Political Science, LSE Library.
- Alesia Kalbaska, 2013. "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena 680, Department of Economics, University of Siena.
- Franklin Allen & Ana Babus & Elena Carletti, 2009. "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 97-116, November.
- Naomi Boyd & Peter Locke & Li Sun, 2020. "Trader networks and options risk management," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1031-1048, July.
- Shouwei Li, 2011. "Contagion Risk In An Evolving Network Model Of Banking Systems," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(05), pages 673-690.
Articles
- Babus, Ana & Hachem, Kinda, 2023.
"Markets for financial innovation,"
Journal of Economic Theory, Elsevier, vol. 208(C).
See citations under working paper version above.
- Ana Babus & Kinda Cheryl Hachem, 2019. "Markets for Financial Innovation," NBER Working Papers 25477, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2019. "Markets for Financial Innovation," CEPR Discussion Papers 13457, C.E.P.R. Discussion Papers.
- Ana Babus & Kinda Hachem, 2018. "Markets for Financial Innovation," 2018 Meeting Papers 355, Society for Economic Dynamics.
- Babus, Ana & Das, Sanmay & Lee, SangMok, 2023.
"The optimal allocation of Covid-19 vaccines,"
Economics Letters, Elsevier, vol. 224(C).
See citations under working paper version above.
- Babus, Ana & Das, Sanmay & Lee, SangMok, 2020. "The Optimal Allocation of Covid-19 Vaccines," CEPR Discussion Papers 15329, C.E.P.R. Discussion Papers.
- Babus, Ana & Parlatore, Cecilia, 2022.
"Strategic fragmented markets,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
See citations under working paper version above.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2021.
"Regulation and security design in concentrated markets,"
Journal of Monetary Economics, Elsevier, vol. 121(C), pages 139-151.
See citations under working paper version above.
- Ana Babus & Kinda Cheryl Hachem, 2021. "Regulation and Security Design in Concentrated Markets," NBER Working Papers 28764, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2021. "Regulation and Security Design in Concentrated Markets," CEPR Discussion Papers 15861, C.E.P.R. Discussion Papers.
- Ana Babus & Péter Kondor, 2018.
"Trading and Information Diffusion in Over‐the‐Counter Markets,"
Econometrica, Econometric Society, vol. 86(5), pages 1727-1769, September.
- Ana Babus & Péter Kondor & Yilin Wang, 2020. "Corrigendum to “Trading and Information Diffusion in Over‐the‐Counter Markets”," Econometrica, Econometric Society, vol. 88(5), pages 2221-2228, September.
See citations under working paper version above.- Peter Kondor & Ana Babus, 2013. "Trading and Information Diffusion in Over-the-Counter Markets," 2013 Meeting Papers 792, Society for Economic Dynamics.
- Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in over-the-counter markets," LSE Research Online Documents on Economics 118939, London School of Economics and Political Science, LSE Library.
- Ana Babus & Péter Kondor, 2012. "Trading and Information Diffusion in Over-the-Counter Markets," CEU Working Papers 2012_19, Department of Economics, Central European University, revised 09 Dec 2012.
- Babus, Ana & Hu, Tai-Wei, 2017.
"Endogenous intermediation in over-the-counter markets,"
Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
See citations under working paper version above.
- Babus, Ana & Hu, Tai-Wei, 2015. "Endogenous Intermediation in Over-the-Counter Markets," CEPR Discussion Papers 10708, C.E.P.R. Discussion Papers.
- Ana Babus, 2016.
"The formation of financial networks,"
RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 239-272, May.
See citations under working paper version above.
- Ana Babus, 2007. "The Formation of Financial Networks," Working Papers 2007.69, Fondazione Eni Enrico Mattei.
- Ana Babus, 2006. "The Formation of Financial Networks," Tinbergen Institute Discussion Papers 06-093/2, Tinbergen Institute.
- Babus, Ana, 2007. "The Formation of Financial Networks," Coalition Theory Network Working Papers 9100, Fondazione Eni Enrico Mattei (FEEM).
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012.
"Asset commonality, debt maturity and systemic risk,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers 8476, C.E.P.R. Discussion Papers.
- Babus, Ana & de Vries, Casper G., 2010.
"Global stochastic properties of dynamic models and their linear approximations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 817-824, May.
See citations under working paper version above.
- Ana Babus & Casper G. de Vries, 2010. "Global Stochastic Properties of Dynamic Models and their Linear Approximations," Tinbergen Institute Discussion Papers 10-081/2, Tinbergen Institute.
- Franklin Allen & Ana Babus & Elena Carletti, 2009.
"Financial Crises: Theory and Evidence,"
Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 97-116, November.
Cited by:
- Timmermann, Allan & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
- Chao, Xiangrui & Ran, Qin & Chen, Jia & Li, Tie & Qian, Qian & Ergu, Daji, 2022. "Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Reale, Jessica & Biondo, Alessio Emanuele, 2025. "Cultural values and interbank markets: An agent-based stock-flow consistent model," Economic Modelling, Elsevier, vol. 147(C).
- Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016.
"The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles,"
NBER Working Papers
22148, National Bureau of Economic Research, Inc.
- Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2017. "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 317-365.
- Franklin Allen & Ana Babus & Elena Carletti, 2010.
"Financial Connections and Systemic Risk,"
Economics Working Papers
ECO2010/26, European University Institute.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
- İbrahim Özmen & Mihai Mutascu, 2024. "Public Debt and Growth: New Insights," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 8706-8736, June.
- Claessens, Stijn & Kose, M. Ayhan, 2013.
"Financial Crises: Explanations, Types, and Implications,"
CEPR Discussion Papers
9329, C.E.P.R. Discussion Papers.
- Mr. Stijn Claessens & Mr. Ayhan Kose, 2013. "Financial Crises Explanations, Types, and Implications," IMF Working Papers 2013/028, International Monetary Fund.
- Stijn Claessens & M. Ayhan Kose, 2013. "Financial Crises: Explanations, Types and Implications," CAMA Working Papers 2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sezer Bozkus Kahyaoglu & M. Vedat Pazarlioglu, 2014. "Hedging Strategy for Electricity Market Price Volatility: The Case of Turkish Electricity Market," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 196-210, March.
- Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
- Maurice Obstfeld & Kenneth Rogoff, 2004.
"The Unsustainable US Current Account Position Revisited,"
NBER Working Papers
10869, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Rogoff, Kenneth S, 2005. "The Unsustainable US Current Account Position Revisited," Center for International and Development Economics Research, Working Paper Series qt4f63x50j, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld & Kenneth Rogoff, 2007. "The Unsustainable US Current Account Position Revisited," NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 339-376, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Rogoff, Kenneth S, 2005. "The Unsustainable US Current Account Position Revisited," Department of Economics, Working Paper Series qt4f63x50j, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld & Kenneth Rogoff & Richard Clarida, "undated". "The Unsustainable U S Current Account Position Revisited," Working Paper 14901, Harvard University OpenScholar.
- Rogoff, Kenneth & Obstfeld, Maurice, 2005. "The Unsustainable US Current Account Position Revisited," CEPR Discussion Papers 5416, C.E.P.R. Discussion Papers.
- Arun Chandrasekhar & Robert Townsend & Juan Pablo Pablo Xandri, 2019. "Financial Centrality and the Value of Key Players," Working Papers 2019-26, Princeton University. Economics Department..
- Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
- Jia, Junyi & Chen, Jingwei & Yang, Yao, 2025. "Bond default of super-large real estate company and government debt risk," International Review of Financial Analysis, Elsevier, vol. 103(C).
- Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
- 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, vol. 37(12), pages 4793-4809.
- Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
- De Bruyckere, V. & Gerhardt, M. & Schepens, G., 2012. "Bank/sovereign Risk Spillovers in the European Debt Crisis," Other publications TiSEM 71b16c7d-81a7-4572-afcb-b, Tilburg University, School of Economics and Management.
- 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 12/828, Ghent University, Faculty of Economics and Business Administration.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009.
"The Aftermath of Financial Crises,"
NBER Working Papers
14656, National Bureau of Economic Research, Inc.
- Rogoff, Kenneth & Reinhart, Carmen, 2009. "The Aftermath of Financial Crises," CEPR Discussion Papers 7209, C.E.P.R. Discussion Papers.
- Reinhart, Carmen M. & Rogoff, Kenneth S., 2009. "The Aftermath of Financial Crises," Scholarly Articles 11129155, Harvard University Department of Economics.
- Reinhart, Carmen & Rogoff, Kenneth, 2008. "Las secuelas de las crisis financieras [The aftermath of financial crisis]," MPRA Paper 13695, University Library of Munich, Germany.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
- Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros, 2011. "Too Big to Fail Perception by Depositors: an empirical investigation," Working Papers Series 233, Central Bank of Brazil, Research Department.
- Ana Carolina Garriga, 2017. "Regulatory lags, liberalization, and vulnerability to banking crises," Regulation & Governance, John Wiley & Sons, vol. 11(2), pages 143-165, June.
- Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014. "Inflation Dynamics and Business Cycles," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 121-129, March.
- Allen, Franklin & Gu, Xian, 2018. "The Interplay between Regulations and Financial Stability," CEPR Discussion Papers 12862, C.E.P.R. Discussion Papers.
- Mr. Itai Agur & Ms. Maria Demertzis, 2013.
"Leaning Against the Wind and the Timing of Monetary Policy,"
IMF Working Papers
2013/086, International Monetary Fund.
- Agur, Itai & Demertzis, Maria, 2013. "“Leaning against the wind” and the timing of monetary policy," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 179-194.
- Arun G. Chandrasekhar & Robert Townsend & Juan Pablo Xandri, 2018. "Financial Centrality and Liquidity Provision," NBER Working Papers 24406, National Bureau of Economic Research, Inc.
- Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2022.
"Swing Pricing and Fragility in Open-End Mutual Funds,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 1-50.
- Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," IMF Working Papers 2019/227, International Monetary Fund.
- Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
- Palea, Vera, 2013. "The Politics of Fair Value Reporting and the Governance of the Standards-Setting Process: Critical Issues and Pitfalls from a European Perspective," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201353, University of Turin.
- Chabot, Miia & Bertrand, Jean-Louis, 2021. "Complexity, interconnectedness and stability: New perspectives applied to the European banking system," Journal of Business Research, Elsevier, vol. 129(C), pages 784-800.
- Eric Qian, 2023. "Heterogeneity-robust granular instruments," Papers 2304.01273, arXiv.org, revised Jun 2024.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011.
"Asset Commonality, Debt Maturity and Systemic Risk,"
CEPR Discussion Papers
8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Fu, Ruonan, 2025. "Essays on Ambiguity, Market Incompleteness, and Asset Pricing," Other publications TiSEM 5aac93d9-052e-4db2-a7e7-9, Tilburg University, School of Economics and Management.
- Garita, Gus, 2011. "The reciprocal relationship between systemic risk and real economic activity," MPRA Paper 33135, University Library of Munich, Germany.
- Matteo Smerlak & Brady Stoll & Agam Gupta & James S. Magdanz, 2014.
"Mapping systemic risk: critical degree and failures distribution in financial networks,"
Papers
1402.4783, arXiv.org, revised Mar 2014.
- Matteo Smerlak & Brady Stoll & Agam Gupta & James S Magdanz, 2015. "Mapping Systemic Risk: Critical Degree and Failures Distribution in Financial Networks," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-15, July.
- Ahmet Duran & Burhaneddin Izgi, 2014. "Comovement and Polarization of Interest Rate and Stock Market in Turkey," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 130-141, March.
- Shengguo Li & Jiaqi Liu & Jichang Dong & Xuerong Li, 2021. "20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
- Luc Laeven, 2011. "Banking Crises: A Review," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 17-40, December.
- Panizza, Ugo, 2021.
"State-Owned Commercial Banks,"
CEPR Discussion Papers
16259, C.E.P.R. Discussion Papers.
- Ugo Panizza, 2021. "State-Owned Commercial Banks," IHEID Working Papers 09-2021, Economics Section, The Graduate Institute of International Studies.
- Ugo Panizza, 2023. "State-owned commercial banks," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 26(1), pages 44-66, January.
- Guembel, Alexander & Sussman, Oren, 2010.
"Liquidity, Contagion and Financial Crisis,"
IDEI Working Papers
664, Institut d'Économie Industrielle (IDEI), Toulouse.
- Guembel, Alexander & Sussman, Oren, 2010. "Liquidity, Contagion and Financial Crisis," TSE Working Papers 10-240, Toulouse School of Economics (TSE).
- Alberto Dreassi & Stefano Miani & Andrea Paltrinieri & Alex Sclip, 2018. "Bank-Insurance Risk Spillovers: Evidence from Europe," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 72-96, January.
- Kühnhausen, Fabian, 2014. "Financial Innovation and Fragility," Discussion Papers in Economics 21173, University of Munich, Department of Economics.
- Cai, Jian & Eidam, Frederik & Saunders, Anthony & Steffen, Sascha, 2018. "Syndication, interconnectedness, and systemic risk," Journal of Financial Stability, Elsevier, vol. 34(C), pages 105-120.
- Hamid Mohtadi & Stefan Ruediger, 2014. "Volatility and Transparency of Financial Markets in the MENA Region," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 173-195, March.
- Mehmet Balcilar & Riza Demirer, 2014. "The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 142-172, March.
- Antonio Pacifico, 2019. "International Co-movements and Business Cycles Synchronization Across Advanced Economies: A SPBVAR Evidence," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(4), pages 68-84, July.
- Bandyopadhyay, Satiprasad & Jha, Ranjini & Kennedy, Duane, 2017. "The effect of the US subprime crisis on Canadian banks," Advances in accounting, Elsevier, vol. 36(C), pages 58-74.
- Alberto BUCCI & Simone MARSIGLIO, 2016.
"Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics,"
Departmental Working Papers
2016-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Alberto Bucci & Simone Marsiglio, 2019. "Financial development and economic growth: long‐run equilibrium and transitional dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(3), pages 331-359, July.
- Man Xu & Qing Shi, 2018. "A Theoretic Approach to China's Housing Market Boom and Down Payment Loans," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 265-278, May.
- Grodecka, Anna & Kenny, Seán & Ögren, Anders, 2018.
"Predictors of Bank Distress: The 1907 Crisis in Sweden,"
Lund Papers in Economic History
180, Lund University, Department of Economic History.
- Grodecka-Messi, Anna & Kenny, Seán & Ögren, Anders, 2021. "Predictors of bank distress: The 1907 crisis in Sweden," Explorations in Economic History, Elsevier, vol. 80(C).
- Grodecka, Anna & Kenny, Seán & Ögren, Anders, 2018. "Predictors of Bank Distress:The 1907 Crisis in Sweden," Working Paper Series 358, Sveriges Riksbank (Central Bank of Sweden).
- Michael Junho Lee, 2018. "Uncertain booms and fragility," Staff Reports 861, Federal Reserve Bank of New York.
- Dirk Schoenmaker & Wolf Wagner, 2011. "The Impact of Cross-Border Banking on Financial Stability," Tinbergen Institute Discussion Papers 11-054/2/DSF18, Tinbergen Institute.
- Lena Tonzer, 2013.
"Cross-Border Interbank Networks, Banking Risk and Contagion,"
FIW Working Paper series
129, FIW.
- Tonzer, Lena, 2015. "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, vol. 18(C), pages 19-32.
- Leszek Lesniewski, 2015. "Gospodarki Danii, Finlandii i Szwecji a globalny kryzys finansowy / The Global Financial Crisis in Denmark, Finland and Sweden," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 9, pages 5-22, March.
- Ricardo Reis, 2010.
"Interpreting the Unconventional U.S. Monetary Policy of 2007-09,"
NBER Working Papers
15662, National Bureau of Economic Research, Inc.
- Ricardo Reis, 2009. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 119-182.
- Orhan Erdem & Evren Arik & Serkan Yuksel, 2014. "Trading Puzzle," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 66-81, March.
- Agur, Itai, 2014.
"Bank risk within and across equilibria,"
Journal of Banking & Finance, Elsevier, vol. 48(C), pages 322-333.
- Mr. Itai Agur, 2014. "Bank Risk Within and Across Equilibria," IMF Working Papers 2014/116, International Monetary Fund.
- Oparah Felix Chukwudi & James Tumba Henry, 2020. "Monetary Policy and Financial Stability in the Nigerian Banking Industry," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(1), pages 82-114, January.
- Viktar Fedaseyeu & Vitaliy Strohush, 2012. "Loans from the Government, Overinvestment by Households, and Asset Bubbles," Working Papers 443, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Bartram, Söhnke M. & Bodnar, Gordon M., 2009. "No place to hide: The global crisis in equity markets in 2008/2009," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1246-1292, December.
- Wermers, Russ, 2012.
"Runs on money market mutual funds,"
CFR Working Papers
12-05, University of Cologne, Centre for Financial Research (CFR).
- Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016. "Runs on Money Market Mutual Funds," American Economic Review, American Economic Association, vol. 106(9), pages 2625-2657, September.
- Franklin Allen & Elena Carletti, 2013. "What Is Systemic Risk?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s1), pages 121-127, August.
- zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang, 2014. "Determinants of financial distress in u.s. large bank holding companies," MPRA Paper 53545, University Library of Munich, Germany.
- Lartey, Theophilus & James, Gregory A. & Danso, Albert & Boateng, Agyenim, 2023. "Interbank market structure, bank conduct, and performance: Evidence from the UK," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 1-25.
- Minoiu, Camelia & Reyes, Javier A., 2013. "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, vol. 9(2), pages 168-184.
- Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
- Vincent BouvatierBy, 2017.
"The frequency of banking crises in a dynamic setting: a discrete-time duration approach,"
Oxford Economic Papers, Oxford University Press, vol. 69(4), pages 1078-1100.
- Vincent Bouvatier, 2017. "The frequency of banking crises in a dynamic setting: a discrete-time duration approach," Post-Print hal-01549788, HAL.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014.
"Systemic risk in an interconnected banking system with endogenous asset markets,"
SAFE Working Paper Series
48, Leibniz Institute for Financial Research SAFE.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," Journal of Financial Stability, Elsevier, vol. 13(C), pages 75-94.
- Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017. "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 52-68.
- Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
- Daniela Marchettini & Mr. Rodolfo Maino, 2015. "Systemic Risk Assessment in Low Income Countries: Balancing Financial Stability and Development," IMF Working Papers 2015/190, International Monetary Fund.
- Zhang, Xiaoyuan & Zhang, Tianqi, 2022. "Dynamic credit contagion and aggregate loss in networks," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Garriga, Ana Carolina, 2011. "Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises," MPRA Paper 59154, University Library of Munich, Germany.
- Mekki Hamdaoui, 2017. "RETRACTED ARTICLE: Liberalization, Regulatory Delays and Vulnerability to Systemic Banking Crisis," International Economic Journal, Taylor & Francis Journals, vol. 31(4), pages 490-534, October.
- Agur, I. & Demertzis, M., 2010.
"Monetary Policy and Excessive Bank Risk Taking,"
Other publications TiSEM
ed82a0e9-77c4-469a-95dc-b, Tilburg University, School of Economics and Management.
- Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM abeb4545-a3fb-4a46-8595-f, Tilburg University, School of Economics and Management.
- Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
- Qingmin Hao & Jim Huangnan Shen & Chien-Chiang Lee, 2023. "Risk contagion of bank-firm loan network: evidence from China," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 341-361, June.
- Clark, Ephraim & Jokung, Octave, 2015.
"The role of regulatory credibility in effective bank regulation,"
Journal of Banking & Finance, Elsevier, vol. 50(C), pages 506-513.
- Ephraim Clark & Octave Jokung-Nguena, 2015. "The role of regulatory credibility in effective bank regulation," Post-Print hal-03003034, HAL.
- Fabian Kuehnhausen, 2014. "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 211-239, March.
- Garita, Gus, 2010. "An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"," MPRA Paper 25996, University Library of Munich, Germany.
- Franklin Allen & Elena Carletti, 2013. "Financial Markets, Institutions and Liquidity," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
- Clemens Jobst & Kilian Rieder, 2016. "Principles, circumstances and constraints: the Nationalbank as lender of last resort from 1816 to 1931," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 140-162.
- Grout, Paul A. & Zalewska, Anna, 2016. "Stock market risk in the financial crisis," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 326-345.
- Ogun, Oluremi & Makinde, Olutomilola, 2018. "Explaining Financial Crises in an African Open Economy," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 27(01), April.
- Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
- Mr. Pragyan Deb, 2016. "Market Frictions, Interbank Linkages and Excessive Interconnections," IMF Working Papers 2016/180, International Monetary Fund.
- Franklin Allen & Elena Carletti, 2010. "Financial Regulation Going Forward," IMES Discussion Paper Series 10-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
- Franklin Allen & Xian Gu, 2018. "The Interplay between Regulations and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 233-248, June.
- Kristin Forbes, 2012. "The "Big C": Identifying Contagion," NBER Working Papers 18465, National Bureau of Economic Research, Inc.
- Guzin Gulsun Akin & Ahmet Faruk Aysan & Gültekin Gollu & Levent Yildiran, 2014. "Formal and Informal Regulations for Credit Card Payment Services," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 1-33, March.
- Hazar Altınbaş & Vincenzo Pacelli & Edgardo Sica, 2022. "An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 8(2), pages 339-371, July.
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Szász Erzsébet, 2018. "About the Similarities and Common Roots of Two Consecutive Financial Crises," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 64-69, December.
- Nderitu Kingori, 2016. "Market Structure, Macroeconomic Shocks, and Banking Risk in Kenya," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(2), pages 81-113, December.
- Octavian Jula, 2010. "Public Policies And Economic Crises," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 6, pages 335-349.
- Andrew Ang & Francis A. Longstaff, 2011.
"Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe,"
NBER Working Papers
16982, National Bureau of Economic Research, Inc.
- Ang, Andrew & Longstaff, Francis A., 2013. "Systemic sovereign credit risk: Lessons from the U.S. and Europe," Journal of Monetary Economics, Elsevier, vol. 60(5), pages 493-510.
- Allen, Franklin & Carletti, Elena, 2011.
"New Theories to Underpin Financial Reform,"
Working Papers
11-40, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Carletti, Elena, 2013. "New theories to underpin financial reform," Journal of Financial Stability, Elsevier, vol. 9(2), pages 242-249.
- Bengtsson, Elias, 2013. "Shadow banking and financial stability: European money market funds in the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 579-594.
- Chen Zhou, 2010. "Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 205-250, December.
- Garita, Gus, 2009. "Risk-Factor Portfolios and Financial Stability," MPRA Paper 19611, University Library of Munich, Germany, revised 11 Dec 2009.
- Eross, Andrea & Urquhart, Andrew & Wolfe, Simon, 2016. "Liquidity risk contagion in the interbank market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 142-155.
- Her-Jiun Sheu & Chien-Ling Cheng, 2011. "Systemic risk in Taiwan stock market," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(5), pages 895-914, August.
- Patrick Coen & Jamie Coen, 2019. "A structural model of interbank network formation and contagion," Bank of England working papers 833, Bank of England.
- Palea, Vera, 2014. "Financial Reporting for Varieties of Capitalism: The Case Against a Single Set of International Financial Reporting Standards," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201442, University of Turin.
- Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023. "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, vol. 55(C).
- Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).
- Bai, Ye & Weiss, Pia & Murinde, Victor & Green, Christopher J., 2023. "Bank stability in the uncollateralised overnight interbank market: A topological analysis," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 1223-1246.
- Leony, Larissa & Romeu, Rafael, 2011. "A model of bank lending in the global financial crisis and the case of Korea," Journal of Asian Economics, Elsevier, vol. 22(4), pages 322-334, August.
- Fredrik Hansen, 2013. "The efficient-markets hypothesis after the crisis: a methodological analysis of the evidence," Chapters, in: Mats Benner (ed.), Before and Beyond the Global Economic Crisis, chapter 3, pages 55-71, Edward Elgar Publishing.
- Sadettin Haluk Citci, 2014. "Agency and Transparency in Financial Markets," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 110-120, March.
- Basso, Henrique S., 2022.
"Asset holdings, information aggregation in secondary markets and credit cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Henrique S. Basso, 2022. "Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles," Working Papers 2214, Banco de España.
- 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 229, University of Lüneburg, Institute of Economics.
- Palea, Vera & Biancone, Paolo Pietro, 2017. "Which Accounting Rules for Economic and Social Sustainable Development? Engaging Critically with IFRS Adoption in the EU," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201733, University of Turin.
- Hamdaoui, Mekki & Maktouf, Samir, 2020. "Financial reforms and banking system vulnerability: The role of regulatory frameworks," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 184-205.
- Fernandes, Leonardo H.S. & Figueirôa, José R.A. & Martins, Caleb M.F. & Martins, Adriel M.F., 2025. "The battle of informational efficiency: Cryptocurrencies vs. classical assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 664(C).
- Opie, Wei & Riddiough, Steven J., 2020. "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, vol. 136(3), pages 780-805.
- Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros, 2015. "Depositors’ Perception of "Too-Big-to-Fail"," Review of Finance, European Finance Association, vol. 19(1), pages 191-227.
- Ewa Miklaszewska & Krzysztof Kil & Marcin Idzik, 2021. "How the COVID-19 Pandemic Affects Bank Risks and Returns: Evidence from EU Members in Central, Eastern, and Northern Europe," Risks, MDPI, vol. 9(10), pages 1-22, October.
- Ege Yazgan, 2014. "The effect of investors' confidence on monetary policy- economic growth relationship: a Multivariate GARCH approach," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 82-109, March.
- Ágnes Csiszárik-Kocsir & András Medve, 2014. "How Conscious are the Youngsters Financially according to a Questionnaire Research," Proceedings- 11th International Conference on Mangement, Enterprise and Benchmarking (MEB 2014),, Óbuda University, Keleti Faculty of Business and Management.
- Gangzheng Guo & Yixiao Sun & Shaoping Wang, 2019. "Testing for moderate explosiveness," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 73-95.
- Franklin Allen & Elena Carletti & Agnese Leonello, 2011. "Deposit insurance and risk taking," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 27(3), pages 464-478.
- Mekki Hamdaoui & Samir Maktouf, 2019. "Overall effects of financial liberalization: financial crisis versus economic growth," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 568-595, July.
- Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.
- Koralai Kirabaeva, 2010. "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers 10-32, Bank of Canada.
- Palea, Vera, 2015. "The political economy of fair value reporting and the governance of the standards-setting process: Critical issues and pitfalls from a continental European union perspective," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 29(C), pages 1-15.
- Guo, Gangzheng & Wang, Shaoping & Sun, Yixiao, 2018. "Testing for Moderate Explosiveness in the Presence of Drift," University of California at San Diego, Economics Working Paper Series qt2k26h10n, Department of Economics, UC San Diego.
- Antonina Waszczuk, 2014. "Assembling International Equity Datasets – Review of Studies on the Cross-Section of Common Stocks," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 34-65, March.
Chapters
- Franklin Allen & Ana Babus & Elena Carletti, 2010.
"Asset Commonality, Debt Maturity, and Systemic Risk,"
NBER Chapters, in: Market Institutions and Financial Market Risk,
National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers 8476, C.E.P.R. Discussion Papers.
Printed from https://ideas.repec.org/f/c/pba397.html