IDEAS home Printed from https://ideas.repec.org/r/now/fntfin/0500000025.html
   My bibliography  Save this item

Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. C, Loran & Eckbo, Espen & Lu, Ching-Chih, 2014. "Does Executive Compensation Reflect Default Risk?," UiS Working Papers in Economics and Finance 2014/11, University of Stavanger.
  2. Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
  3. 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.
  4. Shanuka Senarath & Pelma Rajapakse & Jan Job de Vries Robbé & Naveen Wickremeratne & Maduka Subasinghage, 2022. "Being Naked - et Quo hinc ?: Developing a ‘Skin-in-the-Game’ Solution for Credit Default Swaps," IJFS, MDPI, vol. 10(4), pages 1-14, October.
  5. Ing-Haw Cheng & Sahil Raina & Wei Xiong, 2014. "Wall Street and the Housing Bubble," American Economic Review, American Economic Association, vol. 104(9), pages 2797-2829, September.
  6. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," Working Papers 502, Barcelona School of Economics.
  7. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 871-885.
  8. Avdjiev, S. & Giudici, P. & Spelta, A., 2019. "Measuring contagion risk in international banking," Journal of Financial Stability, Elsevier, vol. 42(C), pages 36-51.
  9. Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram, 2020. "Risk-Sharing and the Creation of Systemic Risk," JRFM, MDPI, vol. 13(8), pages 1-38, August.
  10. Paul Embrechts & Alexander Schied & Ruodu Wang, 2018. "Robustness in the Optimization of Risk Measures," Papers 1809.09268, arXiv.org, revised Feb 2021.
  11. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
  12. Julia Giese & Benjamin Nelson & Misa Tanaka & Nikola Tarashev, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
  13. Clark, Brian & Ebrahim, Alireza, 2022. "Risk shifting and regulatory arbitrage: Evidence from operational risk," Journal of Financial Stability, Elsevier, vol. 58(C).
  14. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
  15. Huang, Yichu & Fang, Feifei & Fan, Yaoyao & Ly, Kim Cuong, 2024. "Do ‘Lehman Sisters’ work in China? Women on boards and bank risk," International Review of Financial Analysis, Elsevier, vol. 93(C).
  16. Mr. Lev Ratnovski, 2013. "Competition Policy for Modern Banks," IMF Working Papers 2013/126, International Monetary Fund.
  17. Ábel, István & Mérő, Katalin, 2024. "A bankszabályozás lehetőségei és korlátai az endogén pénzelmélet keretében. A bankok puha költségvetési korlátja [Possibilities and limits of banking regulation in the endogenous money theory frame," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 604-623.
  18. Agarwal, Sumit & Ben-David, Itzhak, 2018. "Loan prospecting and the loss of soft information," Journal of Financial Economics, Elsevier, vol. 129(3), pages 608-628.
  19. Arnoud W. A. Boot & Lev Ratnovski, 2016. "Banking and Trading," Review of Finance, European Finance Association, vol. 20(6), pages 2219-2246.
  20. Filippo Curti & Ibrahim Ergen & Minh Le & Marco Migueis & Rob T. Stewart, 2016. "Benchmarking Operational Risk Models," Finance and Economics Discussion Series 2016-070, Board of Governors of the Federal Reserve System (U.S.).
  21. Korinek, Anton & Kreamer, Jonathan, 2014. "The redistributive effects of financial deregulation," Journal of Monetary Economics, Elsevier, vol. 68(S), pages 55-67.
  22. Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012. "Robust capital regulation," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
  23. Qian Hui & Tiandong Wang, 2025. "Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks," Papers 2503.15534, arXiv.org.
  24. Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob, 2016. "Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries," Economic Modelling, Elsevier, vol. 58(C), pages 83-92.
  25. Nataliya Klimenko, 2013. "Tailoring Bank Capital Regulation for Tail Risk," Working Papers halshs-00796490, HAL.
  26. Srivastav, Abhishek & Keasey, Kevin & Mollah, Sabur & Vallascas, Francesco, 2017. "CEO turnover in large banks: Does tail risk matter?," Journal of Accounting and Economics, Elsevier, vol. 64(1), pages 37-55.
  27. Nataliya Klimenko, 2013. "Tailoring Bank Capital Regulation for Tail Risk," AMSE Working Papers 1310, Aix-Marseille School of Economics, France, revised Feb 2013.
  28. Lagasio, Valentina & Quaranta, Anna Grazia, 2022. "Cluster analysis of bank business models: The connection with performance, efficiency and risk," Finance Research Letters, Elsevier, vol. 47(PA).
  29. Saeed, Abubakr & Sameer, Muhammad, 2017. "Impact of board gender diversity on dividend payments: Evidence from some emerging economies," International Business Review, Elsevier, vol. 26(6), pages 1100-1113.
  30. Yang, Yang & Wang, Guojing & Yao, Jing & Xie, Hengyue, 2025. "A generalized tail mean-variance model for optimal capital allocation," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 157-179.
  31. Mark D. Flood & Phillip Monin, 2016. "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," Working Papers 16-02, Office of Financial Research, US Department of the Treasury.
  32. Liao, Shushu & Nguyen, Nhut H. & Truong, Cameron, 2024. "Does CEO extraversion pay off when in need? Evidence from the global financial crisis," The British Accounting Review, Elsevier, vol. 56(4).
  33. Torsten Ehlers & Steven Kong & Feng Zhu, 2018. "Mapping shadow banking in China: structure and dynamics," BIS Working Papers 701, Bank for International Settlements.
  34. Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
  35. Manganelli, Simone & Altunbas, Yener & Marqués-Ibáñez, David, 2011. "Bank risk during the financial crisis: do business models matter?," Working Paper Series 1394, European Central Bank.
  36. Ahrens, Steffen & Bosch-Rosa, Ciril, 2019. "Heads We Both Win, Tails Only You Lose: the Effect of Limited Liability On Risk-Taking in Financial Decision Making," Rationality and Competition Discussion Paper Series 162, CRC TRR 190 Rationality and Competition.
  37. Hurn, Stan & Shi, Shuping & Wang, Ben, 2022. "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, vol. 134(C).
  38. Clark, Brian & Jones, Jonathan & Malmquist, David, 2023. "Leverage and the cost of capital for U.S. banks," Journal of Banking & Finance, Elsevier, vol. 155(C).
  39. Richard Stanton & Nancy Wallace, 2018. "CMBS Subordination, Ratings Inflation, and Regulatory†Capital Arbitrage," Financial Management, Financial Management Association International, vol. 47(1), pages 175-201, March.
  40. Josef Schroth, 2012. "Financial Crisis Resolution," Staff Working Papers 12-42, Bank of Canada.
  41. Stefan Arping, 2015. "Banks and Market Liquidity," Tinbergen Institute Discussion Papers 15-020/IV, Tinbergen Institute.
  42. Kanas, Angelos & Molyneux, Philip & Zervopoulos, Panagiotis D., 2023. "Systemic risk and CO2 emissions in the U.S," Journal of Financial Stability, Elsevier, vol. 64(C).
  43. repec:spo:wpmain:info:hdl:2441/2lk3hracjf8vip44o7neiujmv7 is not listed on IDEAS
  44. Jihad Dagher, 2018. "Regulatory Cycles: Revisiting the Political Economy of Financial Crises," IMF Working Papers 2018/008, International Monetary Fund.
  45. Esa Jokivuolle & Ilkka Kiema & Timo Vesala, 2014. "Why Do We Need Countercyclical Capital Requirements?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(1), pages 55-76, August.
  46. repec:hal:spmain:info:hdl:2441/2lk3hracjf8vip44o7neiujmv7 is not listed on IDEAS
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.