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Credit default swap spreads and systemic financial risk. (2011). Giglio, Stefano.
In: Proceedings.
RePEc:fip:fedhpr:1122.

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  1. It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin.
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    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626.

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  2. Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria.
    In: Papers.
    RePEc:arx:papers:2202.02254.

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  3. How safe are central counterparties in credit default swap markets?. (2021). Young, Peyton H ; Paddrick, Mark.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:101170.

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  4. How Safe are Central Counterparties in Credit Default Swap Markets?. (2019). Paddrik, Mark ; Young, Peyton H.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:885.

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  5. The Role of Liquidity in Financial Intermediation. (2018). Khan, Muhammad Saifuddin .
    In: PhD Thesis.
    RePEc:uts:finphd:1-2018.

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  6. The role of contagion in the transmission of financial stress. (2018). Herculano, Miguel C.
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  7. The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob.
    In: ADB Economics Working Paper Series.
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  8. How Safe are Central Counterparties in Derivatives Markets?. (2018). Paddrik, Mark ; Young, Peyton.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:934.

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  9. What drives corporate CDS spreads? A comparison across US, UK and EU firms. (2018). Pereira, John ; Nurullah, Mohamed ; Sorwar, Ghulam.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:56:y:2018:i:c:p:188-200.

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  10. Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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  11. Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan.
    In: Working Papers.
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  12. Systemic Risk and the Dependence Structures. (2018). Chang, Yu-Sin.
    In: Papers.
    RePEc:arx:papers:1809.03425.

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  13. How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:826.

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  14. How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H.
    In: Working Papers.
    RePEc:ofr:wpaper:17-06.

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  15. How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:5:p:902-919.

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  16. Credit default swaps and systemic risk. (2016). Minca, Andreea ; Cont, Rama.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-1857-x.

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  17. Counterparty Risk and Counterparty Choice in the Credit Default Swap Market. (2016). Gordy, Michael ; Vega, Clara ; Gadgil, Salil ; Du, Wenxin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-87.

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  18. Measuring systemic risk using vine-copula. (2016). Pourkhanali, Armin ; Alavifard, Farzad ; Tafakori, Laleh ; Kim, Jong-Min.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:63-74.

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  19. Network analysis using EMIR credit default swap data: micro-level evidence from Irish-domiciled special purpose vehicles (SPVs). (2016). Kenny, Oisin ; Killeen, Neill ; Moloney, Kitty.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:41-20.

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  20. Estimating the probability of multiple EU sovereign defaults using CDS and bond data. (2015). Giacometti, R. ; Pianeti, R..
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:1:p:61-78.

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  21. Assessing systemic fragility: A probabilistic perspective. (2014). Radev, Deyan .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:70.

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  22. Unveiling Sovereign Effects in European Banks CDS Spreads Variations. (2014). Pirotte, Hugues ; Peters, Marc .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/174728.

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  23. Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G..
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000040.

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  24. Complex Financial Networks and Systemic Risk: A Review. (2014). Kirman, Alan ; Bougheas, Spiros.
    In: Discussion Papers.
    RePEc:not:notcfc:14/04.

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  25. Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse. (2014). Weidenmier, Marc ; Bernstein, Asaf ; Hughson, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20459.

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  26. Tax News: The Response of Household Spending to Changes in Expected Taxes. (2014). Kueng, Lorenz.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20437.

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  27. Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104.

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  28. Complex Financial Networks and Systemic Risk: A Review. (2014). Kirman, Alan ; Bougheas, Spiros.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4756.

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  29. Identifying and Regulating Systemically Important Financial Institutions. (2014). Nieri, Laura ; Bongini, Paola .
    In: Economic Notes.
    RePEc:bla:ecnote:v:43:y:2014:i:1:p:39-62.

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  30. On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Zinna, Gabriele ; Li, Junye.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_951_14.

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  31. Systemic risk and sovereign debt in the Euro area. (2013). Radev, Deyan .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:37.

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  32. A Model of Shadow Banking. (2013). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W..
    In: Scholarly Articles.
    RePEc:hrv:faseco:11688792.

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  33. CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry. (2013). Song, Frank ; Frank M. Song Author-Workplace-Name: University o, ; Mary L. Z. Ma, ; Li, LI ; Kim, Jeong-Bon.
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    RePEc:hkm:wpaper:182013.

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    In: Working Papers.
    RePEc:hal:wpaper:halshs-00746272.

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  35. Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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  36. A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis. (2013). Wu, Jason ; Aaron, Game .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:163-192:n:2.

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  37. A model of shadow banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1283.

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    In: Faculty Working Papers.
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  39. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

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    In: 2012 Meeting Papers.
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  41. Vulnerable Banks. (2012). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: NBER Working Papers.
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  42. A macroeconomic framework for quantifying systemic risk. (2012). He, Zhiguo ; Krishnamurthy, Arvind.
    In: Working Paper Research.
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  43. Systemic Risk, Banking and Sovereign Debt in the Euro Area. (2012). Radev, Deyan .
    In: Working Papers.
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  44. Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance. (2012). Severo, Tiago.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/194.

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  45. A Model of Shadow Banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert.
    In: Working Papers.
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  46. Vulnerable Banks. (2011). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: TSE Working Papers.
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  47. CoVaR. (2011). Brunnermeier, Markus ; Adrian, Tobias.
    In: NBER Working Papers.
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  48. A Model of Shadow Banking. (2011). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17115.

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  49. Vulnerable Banks. (2011). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:25524.

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  50. Analysing interconnectivity among economies. (2011). Fong, Tom Pak Wing, ; Wong, Alfred Y-T., .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:432-442.

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