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Citations for "Diversification at financial institutions and systemic crises"

by Wagner, Wolf

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  1. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  2. Tomas Konecny & Oxana Babecka Kucharcukova, 2013. "Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Working Papers 2013/10, Czech National Bank, Research Department.
  3. 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.
  4. Saqib Aziz & Michael Dowling & Jean-Jacques Lilti, 2016. "Bank Acquisitiveness and Financial Crisis Vulnerability," Post-Print halshs-01360952, HAL.
  5. 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.
  6. Tomas Konecny & Oxana Babecka-Kucharcukova, 2016. "Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
  7. 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.
  8. Goodhart, Charles, 2013. "La autoridad macroprudencial: Poderes, alcance y rendición de cuentas," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 9-28.
  9. Tammuz Alraheb & Amine Tarazi, 2016. "Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region," Working Papers 1045, Economic Research Forum, revised 09 Jan 2016.
  10. Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015. "Markets connectivity and financial contagion," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
  11. repec:eee:spacre:v:17:y:2014:i:1:p:78-87 is not listed on IDEAS
  12. Lucchetta, Marcella, 2015. "Does the bank risk concentration freeze the interbank system?," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 149-166.
  13. Francesco Aiello & Graziella Bonanno, 2016. "Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(4), pages 507-526, July.
  14. Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
  15. Butzbach Olivier & von Mettenheim Kurt E., 2015. "Alternative Banking and Theory," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 5(2), pages 105-171, July.
  16. Pejman Abedifar & Paolo Giudici & Shatha Hashem, 2017. "Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems," DEM Working Papers Series 134, University of Pavia, Department of Economics and Management.
  17. Stephanie Chan & Sweder van Wijnbergen, 2014. "Cocos, Contagion and Systemic Risk," Tinbergen Institute Discussion Papers 14-110/VI/DSF79, Tinbergen Institute, revised 29 Oct 2014.
  18. Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Chapters,in: Market Institutions and Financial Market Risk National Bureau of Economic Research, Inc.
  19. Viral V. Acharya & Matthew Richardson, 2012. "Implications of the Dodd-Frank Act," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 1-38, October.
  20. 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.
  21. Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2014. "Understanding bank-run contagion," Working Paper Series 1711, European Central Bank.
  22. Fricke, Daniel, 2016. "Has the banking system become more homogeneous? Evidence from banks’ loan portfolios," Economics Letters, Elsevier, vol. 142(C), pages 45-48.
  23. Leroy, Aurélien & Lucotte, Yannick, 2017. "Is there a competition-stability trade-off in European banking?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 199-215.
  24. Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2013. "Policy in adaptive financial markets—the use of systemic risk early warning tools," Working Paper 1309, Federal Reserve Bank of Cleveland.
  25. Degryse, Hans & Elahi, Muhammad Ather & Penas, Maria Fabiana, 2012. "Determinants of Banking System Fragility: A Regional Perspective," CEPR Discussion Papers 8858, C.E.P.R. Discussion Papers.
  26. 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.).
  27. Aiello, Francesco & Bonanno, Graziella, 2016. "Bank efficiency and local market conditions. Evidence from Italy," Journal of Economics and Business, Elsevier, vol. 83(C), pages 70-90.
  28. De Jonghe, O.G. & Diepstraten, M. & Schepens, G., 2015. "Banks’ size, scope and systemic risk : What role for conflicts of interest?," Other publications TiSEM 87c2f000-51b4-40dd-a4a6-1, Tilburg University, School of Economics and Management.
  29. Jamus Jerome Lim & Terence Tan, 2016. "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, vol. 49(1), pages 56-85, February.
  30. Marco A Espinosa-Vega & Steven Russell, 2015. "Interconnectedness, Systemic Crises and Recessions," IMF Working Papers 15/46, International Monetary Fund.
  31. Weiß, Gregor N.F. & Neumann, Sascha & Bostandzic, Denefa, 2014. "Systemic risk and bank consolidation: International evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 165-181.
  32. Charles Goodhart, 2011. "The Macro-Prudential Authority: Powers, Scope and Accountability," FMG Special Papers sp203, Financial Markets Group.
  33. Lopez, Claude & Markwardt, Donald & Savard, Keith, 2016. "The Asset Management Industry and Systemic Risk: Is There a Connection?," MPRA Paper 72266, University Library of Munich, Germany.
  34. Filson, Darren & Olfati, Saman, 2014. "The impacts of Gramm–Leach–Bliley bank diversification on value and risk," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 209-221.
  35. Maghyereh, Aktham I. & Awartani, Basel, 2014. "Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries," Research in International Business and Finance, Elsevier, vol. 30(C), pages 126-147.
  36. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
  37. Silva Buston, C.F., 2013. "Essays on risk management and systematic risk," Other publications TiSEM 8db7ec6b-6227-4db4-89d0-1, Tilburg University, School of Economics and Management.
  38. Aiello, Francesco & Bonanno, Graziella, 2015. "Multilevel empirics for small banks in local markets," MPRA Paper 64399, University Library of Munich, Germany.
  39. Riccardo Lisa & Stefano Zedda & Francesco Vallascas & Francesca Campolongo & Massimo Marchesi, 2011. "Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 123-141, December.
  40. Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J., 2013. "Valuation and systemic risk consequences of bank opacity," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 693-706.
  41. Fecht, Falko & Inderst, Roman & Pfeil, Sebastian, 2015. "A theory of the boundaries of banks with implications for financial integration and regulation," IMFS Working Paper Series 87, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  42. Calmès, Christian & Théoret, Raymond, 2014. "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 388-402.
  43. Wagner, Wolf, 2008. "The homogenization of the financial system and financial crises," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 330-356, July.
  44. Berdin, Elia & Sottocornolay, Matteo, 2015. "Insurance activities and systemic risk," ICIR Working Paper Series 19/15, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  45. Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2012. "Contagious Bank Runs: Experimental Evidence," Working Papers on Finance 1207, University of St. Gallen, School of Finance.
  46. 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.
  47. Steffen, Sascha, 2014. "Robustness, validity, and significance of the ECB's asset quality review and stress test exercise," SAFE White Paper Series 23, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
  48. Christian Calmès & Raymond Théoret, 2011. "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series UQO-DSA-wp322011, Département des sciences administratives, UQO.
  49. repec:eee:finsta:v:30:y:2017:i:c:p:36-52 is not listed on IDEAS
  50. Mark Mink, 2016. "Aggregate liquidity and banking sector fragility," DNB Working Papers 534, Netherlands Central Bank, Research Department.
  51. Dirk Schoenmaker & Wolf Wagner, 2011. "The Impact of Cross-Border Banking on Financial Stability," Tinbergen Institute Discussion Papers 11-054/2/DSF18, Tinbergen Institute.
  52. Concepción Foronda-Robles & Luis Galindo-Pérez-de-Azpillaga, 2016. "From initial dissemination to consolidated impact: the concept of crisis in the field of tourism," Scientometrics, Springer;Akadémiai Kiadó, vol. 109(1), pages 261-281, October.
  53. Alexander Lipton, 2016. "Modern Monetary Circuit Theory, Stability Of Interconnected Banking Network, And Balance Sheet Optimization For Individual Banks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 01-57.
  54. 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.
  55. Maarten van Oordt, 2012. "Securitization and the dark side of diversification," DNB Working Papers 341, Netherlands Central Bank, Research Department.
  56. Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
  57. Agur, Itai, 2014. "Bank risk within and across equilibria," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 322-333.
  58. Dombret Andreas & Liebig Thilo & Stein Ingrid, 2014. "Trennbankensystem – ein Weg zu mehr Finanzstabilität in Deutschland?," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(1), pages 41-55, February.
  59. Horváth, Bálint, 2015. "Essays in financial stability and public policy," Other publications TiSEM 9e6a078e-4278-4438-8d2c-c, Tilburg University, School of Economics and Management.
  60. Francesco Vallascas & Kevin Keasey, 2013. "The Volatility of European Banking Systems: A Two-Decade Study," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 37-68, February.
  61. repec:mul:jdp901:doi:10.12831/73632:y:2013:i:1:p:36-50 is not listed on IDEAS
  62. Calmès, Christian & Théoret, Raymond, 2010. "The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1719-1728, July.
  63. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.
  64. Berdin, Elia & Sottocornola, Matteo, 2015. "Insurance activities and systemic risk," SAFE Working Paper Series 121, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  65. Christian Calmès & Raymond Théoret, 2012. "Bank systemic risk and the business cycle: Canadian and U.S. evidence," RePAd Working Paper Series UQO-DSA-wp022012, Département des sciences administratives, UQO.
  66. Vander Vennet Rudi & De Jonghe Olivier & De Bruyckere Valerie & Baele Lieven, 2011. "Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism," 2011 Meeting Papers 559, Society for Economic Dynamics.
  67. Andreas M\"uhlbacher & Thomas Guhr, 2017. "Extreme portfolio loss correlations in credit risk," Papers 1706.09809, arXiv.org.
  68. Paul Cavelaars & Joost Passenier, 2012. "Follow the money: what does the literature on banking tell prudential supervisors on bank business models?," DNB Working Papers 336, Netherlands Central Bank, Research Department.
  69. 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.
  70. Jin, Yi & Zeng, Zhixiong, 2014. "Banking risk and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 350-360.
  71. Josef Brechler & Vaclav Hausenblas & Zlatuse Komarkova & Miroslav Plasil, 2014. "Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector," Research and Policy Notes 2014/04, Czech National Bank, Research Department.
  72. Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Discussion Paper 2013-068, Tilburg University, Center for Economic Research.
  73. VanHoose, David, 2011. "Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal," Journal of Financial Transformation, Capco Institute, vol. 33, pages 45-60.
  74. repec:pts:journl:y:2017:i:1:p:60-73 is not listed on IDEAS
  75. repec:eee:dyncon:v:82:y:2017:i:c:p:96-124 is not listed on IDEAS
  76. Calmès, Christian & Théoret, Raymond, 2013. "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 13-34.
  77. 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.
  78. Thorsten V. Koeppl, 2013. "The Limits of Central Counterparty Clearing: Collusive Moral Hazard and Market Liquidity," Working Papers 1312, Queen's University, Department of Economics.
  79. Silva Buston, Consuelo, 2016. "Active risk management and banking stability," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 203-215.
  80. Era Dabla-Norris & Narapong Srivisal, 2013. "Revisiting the Link Between Finance and Macroeconomic Volatility," IMF Working Papers 13/29, International Monetary Fund.
  81. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 3-22.
  82. Grupp, Marcel, 2015. "On the impact of leveraged buyouts on bank systemic risk," SAFE Working Paper Series 101, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  83. De Jonghe, Olivier & Diepstraten, Maaike & Schepens, Glenn, 2015. "Banks’ size, scope and systemic risk: What role for conflicts of interest?," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 3-13.
  84. Molyneux Philip & Yip John, 2013. "Income diversification and performance of Islamic banks," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 47-66, January.
  85. Kyle Moore & Chen Zhou, 2014. "The determinants of systemic importance," LSE Research Online Documents on Economics 59289, London School of Economics and Political Science, LSE Library.
  86. Olivier De Jonghe, 2008. "The impact of revenue diversity on banking system stability," EIEF Working Papers Series 0815, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2008.
  87. Naohisa Hirakata & Yosuke Kido & Jie Liang Thum, 2017. "Empirical Evidence on "Systemic as a Herd": The Case of Japanese Regional Banks," Bank of Japan Working Paper Series 17-E-1, Bank of Japan.
  88. Carl R. Chen & Ying Sophie Huang & Ting Zhang, 2017. "Non-interest Income, Trading, and Bank Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(1), pages 19-53, February.
  89. Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
  90. Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
  91. Lundtofte, Frederik, 2015. "Banks’ pooling of corporate debt: An application of the restated diversification theorem," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 249-263.
  92. Vallascas, Francesco & Keasey, Kevin, 2012. "Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1745-1776.
  93. Saqib Aziz & Michael Dowling & Jean-Jacques Lilti, 2016. "Bank Acquisitiveness and Financial Crisis Vulnerability," Post-Print hal-01393953, HAL.
  94. Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan, 2011. "Diversification disasters," Journal of Financial Economics, Elsevier, vol. 99(2), pages 333-348, February.
  95. Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming, 2017. "Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 48-74.
  96. Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.
  97. Fiordelisi, Franco & Marqués-Ibañez, David, 2013. "Is bank default risk systematic?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2000-2010.
  98. Racicot, François-Éric & Théoret, Raymond, 2016. "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 41-61.
  99. Beck, Thorsten, 2010. "Regulatory Reform After the Crisis: Opportunities and Pitfalls," CEPR Discussion Papers 7733, C.E.P.R. Discussion Papers.
  100. repec:eee:jbfina:v:80:y:2017:i:c:p:203-214 is not listed on IDEAS
  101. Beck, Thorsten & De Jonghe, Olivier & Mulier, Klaas, 2017. "Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks," CEPR Discussion Papers 12009, C.E.P.R. Discussion Papers.
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