Nothing Special   »   [go: up one dir, main page]
create a website
Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis. (2006). Liedorp, Franka ; Lelyveld, Iman.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2006:q:2:a:4.

Full description at Econpapers || Download paper

Cited: 139

Citations received by this document

Cites: 19

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou.
    In: Working Papers.
    RePEc:rbz:wpaper:11052.

    Full description at Econpapers || Download paper

  2. The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

    Full description at Econpapers || Download paper

  3. The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280.

    Full description at Econpapers || Download paper

  4. The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

    Full description at Econpapers || Download paper

  5. FinTech and the COVID-19 pandemic: Evidence from electronic payment systems. (2023). Tut, Daniel.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000043.

    Full description at Econpapers || Download paper

  6. Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

    Full description at Econpapers || Download paper

  7. Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:4:d:10.1007_s11403-021-00326-5.

    Full description at Econpapers || Download paper

  8. Research on global natural graphite trade risk countermeasures based on the maximum entropy principle. (2021). Wang, Anjian ; Xing, Wanli ; Zhong, Weiqiong ; Zhu, Depeng ; Li, Huajiao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003767.

    Full description at Econpapers || Download paper

  9. Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

    Full description at Econpapers || Download paper

  10. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

    Full description at Econpapers || Download paper

  11. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel.
    In: Working Papers Series.
    RePEc:bcb:wpaper:557.

    Full description at Econpapers || Download paper

  12. Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232020.

    Full description at Econpapers || Download paper

  13. Risk contagion in the cross‐border banking network: Some new evidence. (2020). Peng, Fei ; Salim, Ruhul ; Chen, Bing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:3:p:475-495.

    Full description at Econpapers || Download paper

  14. Financial networks and systemic risk in Chinas banking system. (2020). Sun, Lixin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930368x.

    Full description at Econpapers || Download paper

  15. Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

    Full description at Econpapers || Download paper

  16. Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:9220.

    Full description at Econpapers || Download paper

  17. Agent-based modeling of systemic risk in the European banking sector. (2019). Teply, Petr ; Klinger, Tomas .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0226-7.

    Full description at Econpapers || Download paper

  18. From sovereigns to banks: evidence on cross-border contagion. (2019). Mateus, Cesario ; Kalbaska, Alesia .
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0068-1.

    Full description at Econpapers || Download paper

  19. Bankruptcy profile of the Islamic and conventional banks in Malaysia: a post-crisis period analysis. (2019). Ur-Rehman, Haseeb ; Shad, Muhammad Kashif ; Marimuthu, Maran ; Jan, Amin ; Zahid, Muhammad.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:52:y:2019:i:1:d:10.1007_s10644-017-9220-7.

    Full description at Econpapers || Download paper

  20. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/102.

    Full description at Econpapers || Download paper

  21. Effect of interbank activities on bank risk: Why is China different?. (2019). Huang, Yu-Li ; Shen, Chung-Hua.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:308-327.

    Full description at Econpapers || Download paper

  22. Do banking groups shape the network structure? Evidence from Turkish interbank market. (2019). Ozyildirim, Suheyla ; Sumer, Tuba Pelin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:66:y:2019:i:c:s1057521919303114.

    Full description at Econpapers || Download paper

  23. A new approach to measure systemic risk: A bivariate copula model for dependent censored data. (2019). Osmetti, Silvia Angela ; Calabrese, Raffaella.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:279:y:2019:i:3:p:1053-1064.

    Full description at Econpapers || Download paper

  24. CoMap: mapping contagion in the euro area banking sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192224.

    Full description at Econpapers || Download paper

  25. Risk management associated with the interbank relationships. (2019). Anghel, Cristian.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:87-98.

    Full description at Econpapers || Download paper

  26. Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201886.

    Full description at Econpapers || Download paper

  27. Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio.
    In: Journal of Computational Social Science.
    RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

    Full description at Econpapers || Download paper

  28. The Application of Macroprudential Capital Requirements in Managing Systemic Risk. (2018). Gao, Qianqian ; Keregero, Chirongo Moses ; Fan, Hong.
    In: Complexity.
    RePEc:hin:complx:4012163.

    Full description at Econpapers || Download paper

  29. The missing links: A global study on uncovering financial network structures from partial data. (2018). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Hansen, IB ; Fique, Jose ; Stancato, Sergio Rubens ; Haaj, Grzegorz ; Friedrich, Soeren ; Banai, Adam ; Rajan, Sriram ; van Lelyveld, Iman ; Nobili, Stefano ; Anand, Kartik ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:107-119.

    Full description at Econpapers || Download

  30. RiskRank: Measuring interconnected risk. (2018). Mezei, Jozsef ; Sarlin, Peter.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:41-50.

    Full description at Econpapers || Download paper

  31. It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications. (2018). Kosenko, Konstantin ; Michelson, Noam.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2018.11.

    Full description at Econpapers || Download paper

  32. The impact of network connectivity on factor exposures, asset pricing and portfolio diversification. (2017). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto Calogero .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:166.

    Full description at Econpapers || Download paper

  33. The missing links: A global study on uncovering financial network structures from partial data. (2017). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Nobili, Stefano ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Fique, José ; Banai, Adam ; Anand, Kartik ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Friedrich, Soeren ; van Lelyveldauthor-Name, Iman ; Rajan, Sriram ; Molina-Borboa, Jose Luis ; Lee, Hwayun.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201751.

    Full description at Econpapers || Download

  34. Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio.
    In: Discussion Papers.
    RePEc:koe:wpaper:1719.

    Full description at Econpapers || Download paper

  35. Global Banking on the Financial Network Modelling: Sectorial Analysis. (2017). Said, Fathin.
    In: Computational Economics.
    RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9556-x.

    Full description at Econpapers || Download paper

  36. Empirical network contagion for U.S. financial institutions. (2017). Duarte, Fernando ; Jones, Collin.
    In: Staff Reports.
    RePEc:fip:fednsr:826.

    Full description at Econpapers || Download paper

  37. Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

    Full description at Econpapers || Download paper

  38. Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

    Full description at Econpapers || Download paper

  39. Agent-Based Risk Assessment Model of the European Banking Network. (2017). Teply, Petr ; Klinger, Tomas .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp602.

    Full description at Econpapers || Download paper

  40. Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0586.

    Full description at Econpapers || Download paper

  41. Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio.
    In: Papers.
    RePEc:arx:papers:1710.11512.

    Full description at Econpapers || Download paper

  42. Systemic Risk, Maximum Entropy and Interbank Contagion. (2017). Andrecut, M.
    In: Papers.
    RePEc:arx:papers:1703.04549.

    Full description at Econpapers || Download paper

  43. Financial contagion with spillover effects: a multiplex network approach. (2016). Crisóstomo, Ricardo ; Crisostomo, Ricardo ; Peralta, Gustavo .
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201632.

    Full description at Econpapers || Download paper

  44. Assessing Interbank Contagion Risk Using Consolidated Data. (2016). Li, Xiaojun ; Dong, Shijun .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:22:y:2016:i:4:d:10.1007_s11294-016-9600-1.

    Full description at Econpapers || Download paper

  45. Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach. (2016). Sakiyama, Toshiyuki ; Yamada, Tetsuya.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:16-e-13.

    Full description at Econpapers || Download paper

  46. Fragility and contagion within European Unions banking system: the network prospective. (2016). Hakeem, Muhammad Mohsin ; Suzuki, Ken-Ichi.
    In: International Journal of Monetary Economics and Finance.
    RePEc:ids:ijmefi:v:9:y:2016:i:2:p:115-131.

    Full description at Econpapers || Download paper

  47. Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Solorzano-Margain, Juan Pablo ; Batiz-Zuk, Enrique ; Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:198-216.

    Full description at Econpapers || Download paper

  48. Capital requirements, liquidity and financial stability: The case of Brazil. (2016). Stancato, Sergio Rubens.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:179-192.

    Full description at Econpapers || Download paper

  49. Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, YE.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

    Full description at Econpapers || Download paper

  50. Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis. (2016). Jan, Amin ; Marimuthu, Maran.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-01-43.

    Full description at Econpapers || Download paper

  51. RiskRank: Measuring interconnected risk. (2016). Sarlin, Peter ; Mezei, J'Ozsef .
    In: Papers.
    RePEc:arx:papers:1601.06204.

    Full description at Econpapers || Download paper

  52. Contagion in Financial Networks. (2016). Young, Peyton H ; Glasserman, Paul.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:54:y:2016:i:3:p:779-831.

    Full description at Econpapers || Download paper

  53. Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:764.

    Full description at Econpapers || Download paper

  54. Contagion in Financial Markets. (2015). Young, Peyton H ; Glasserman, Paul.
    In: Working Papers.
    RePEc:ofr:wpaper:15-21.

    Full description at Econpapers || Download paper

  55. Interconnectedness of Financial Conglomerates. (2015). Heam, Jean-Cyprien ; Hauton, Gael .
    In: Risks.
    RePEc:gam:jrisks:v:3:y:2015:i:2:p:139-163:d:49931.

    Full description at Econpapers || Download paper

  56. Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis. (2015). Straetmans, Stefan ; Chaudhry, Sajid M.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:191-223.

    Full description at Econpapers || Download paper

  57. Contagion in the interbank market: Funding versus regulatory constraints. (2015). Georgescu, Oana-Maria .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:1-18.

    Full description at Econpapers || Download paper

  58. Contagion risk in the Czech financial system: A network analysis and simulation approach. (2015). Hausenblas, Václav ; Kubicova, Ivana ; Leanovska, Jitka .
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:1:p:156-180.

    Full description at Econpapers || Download paper

  59. Diversification and Endogenous Financial Networks. (2015). Koch, Erwan ; Jean-Cyprien H'eam, .
    In: Papers.
    RePEc:arx:papers:1408.4618.

    Full description at Econpapers || Download paper

  60. Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach. (2014). Teply, Petr ; Klinger, Toma .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2014:y:2014:i:1:id:471:p:24-41.

    Full description at Econpapers || Download paper

  61. Tax Treatment of Public and Private Pensions. (2014). Vostatek, Jaroslav .
    In: ACTA VSFS.
    RePEc:prf:journl:v:8:y:2014:i:1:p:7-27.

    Full description at Econpapers || Download paper

  62. Modelling Interconnections in the Global Financial System in the Light of Systemic Risk. (2014). Teply, Petr ; Klinger, Toma .
    In: ACTA VSFS.
    RePEc:prf:journl:v:8:y:2014:i:1:p:64-88.

    Full description at Econpapers || Download paper

  63. Impact of Non-cooperative Oligopoly of the Banking System on Its Pro-cyclicality in the Czech Republic. (2014). Tison, David .
    In: ACTA VSFS.
    RePEc:prf:journl:v:8:y:2014:i:1:p:47-63.

    Full description at Econpapers || Download paper

  64. The Developmnet of the Self-employed Sector in the Czech Republic in the Years 2006 - 2010. (2014). Pavlicek, Tomas .
    In: ACTA VSFS.
    RePEc:prf:journl:v:8:y:2014:i:1:p:28-46.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  66. Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Gabbi, Giampaolo ; Kalbaska, Alesia ; Vercelli, Alessandro.
    In: Working papers.
    RePEc:fes:wpaper:wpaper56.

    Full description at Econpapers || Download paper

  67. The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: EcoMod2014.
    RePEc:ekd:006356:6623.

    Full description at Econpapers || Download paper

  68. The spatial Probit model—An application to the study of banking crises at the end of the 1990’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:415:y:2014:i:c:p:251-260.

    Full description at Econpapers || Download paper

  69. Network analysis and calibration of the “leveraged network-based financial accelerator”. (2014). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro ; Bargigli, Leonardo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:99:y:2014:i:c:p:109-125.

    Full description at Econpapers || Download paper

  70. Finding the core: Network structure in interbank markets. (2014). Lelyveld, Iman ; van Lelyveld, Iman ; in ’t Veld, Daan, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:27-40.

    Full description at Econpapers || Download paper

  71. Macro-Networks: An application to euro area financial accounts. (2014). Rancan, Michela ; Castren, Olli .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:43-58.

    Full description at Econpapers || Download paper

  72. Financial liberalization and contagion with unobservable savings. (2014). Panetti, Ettore.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:36:y:2014:i:c:p:20-35.

    Full description at Econpapers || Download paper

  73. Macroprudential Research: Selected Issues. (2014). Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek ; Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Komarkova, Zlatuse ; Kubicova, Ivana ; Hausenblas, Vaclav ; Vasicek, Borek.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb12/2.

    Full description at Econpapers || Download paper

  74. The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: CEFAGE-UE Working Papers.
    RePEc:cfe:wpcefa:2014_05.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  76. How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?. (2014). Hauton, G. ; J.-C. Heam, .
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:15.

    Full description at Econpapers || Download paper

  77. Capital Requirements, Liquidity and Financial Stability: the case of Brazil. (2014). Sergio R. Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:375.

    Full description at Econpapers || Download paper

  78. Aggregation operators for the measurement of systemic risk. (2014). Sarlin, Peter ; Mezei, Jozsef .
    In: Papers.
    RePEc:arx:papers:1412.5452.

    Full description at Econpapers || Download paper

  79. Modelling cross-border systemic risk in the European banking sector: a copula approach. (2014). Calabrese, Raffaella ; Osmetti, Silvia .
    In: Papers.
    RePEc:arx:papers:1411.1348.

    Full description at Econpapers || Download paper

  80. Reconstructing topological properties of complex networks using the fitness model. (2014). Gabrielli, Andrea ; Squartini, Tiziano ; Battiston, Stefano ; Musmeci, Nicolo ; Puliga, Michelangelo ; Caldarelli, Guido ; Cimini, Giulio ; Garlaschelli, Diego.
    In: Papers.
    RePEc:arx:papers:1410.2121.

    Full description at Econpapers || Download paper

  81. The process of macroprudential oversight in Europe. (2014). Sarlin, Peter ; Nyman, Henrik J..
    In: Papers.
    RePEc:arx:papers:1312.7545.

    Full description at Econpapers || Download paper

  82. .

    Full description at Econpapers || Download paper

  83. Input-output-based measures of systemic importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:29.

    Full description at Econpapers || Download paper

  84. From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011). (2013). Kalbaska, Alesia .
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:680.

    Full description at Econpapers || Download paper

  85. The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn ; Jurca, Pavol .
    In: ESRB Occasional Paper Series.
    RePEc:srk:srkops:201303.

    Full description at Econpapers || Download paper

  86. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Computational Management Science.
    RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

    Full description at Econpapers || Download paper

  87. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
    In: MPRA Paper.
    RePEc:pra:mprapa:49616.

    Full description at Econpapers || Download paper

  88. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: MPRA Paper.
    RePEc:pra:mprapa:49557.

    Full description at Econpapers || Download paper

  89. Russian Interbank Systemic Risks Assessment from the Network Topology Point of View. (2013). Rumyantsev, Evgeny ; Leonidov, A..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2013:i:19:p:65-80.

    Full description at Econpapers || Download paper

  90. Interbank Linkages and Contagion Risk in the Portuguese Banking System. (2013). Borges, Maria ; Lara Monica Machado Fernandes,, .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp232013.

    Full description at Econpapers || Download paper

  91. “How systemic is Spain for Europe?”. (2013). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201301.

    Full description at Econpapers || Download paper

  92. Addressing Interconnectedness; Concepts and Prudential Tools. (2013). Wehrhahn, Rodolfo ; Wilson, Christopher ; Surti, Jay ; Melo, Fabiana ; Holttinen, Eija ; Scarlata, Jodi G ; Pancorbo, Antonio ; Norat, Mohamed ; Arregui, Nicolas ; Yanase, Mamoru .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/199.

    Full description at Econpapers || Download paper

  93. Measuring Systemic Risk. (2013). Caruana, Jaimes .
    In: Chapters.
    RePEc:elg:eechap:15454_9.

    Full description at Econpapers || Download paper

  94. Sytemically Important Banks - Possible Options for Policy Makers. (2013). van Voorden, Hanne ; Klaas H. W. Knot, .
    In: Chapters.
    RePEc:elg:eechap:15454_12.

    Full description at Econpapers || Download paper

  95. Measuring the systemic importance of interconnected banks. (2013). Drehmann, Mathias ; Tarashev, Nikola.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:4:p:586-607.

    Full description at Econpapers || Download paper

  96. Contagion in the interbank market and its determinants. (2013). Memmel, Christoph ; Sachs, Angelika .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:1:p:46-54.

    Full description at Econpapers || Download paper

  97. Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR. (2013). Kok, Christoffer ; Sorensen, Christoffer Kok ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131570.

    Full description at Econpapers || Download paper

  98. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Sorensen, Christoffer Kok ; Haaj, Grzegorz.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131506.

    Full description at Econpapers || Download paper

  99. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2013152.

    Full description at Econpapers || Download paper

  100. Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, Dilyara ; Héam, Jean-Cyprien ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., .
    In: Working papers.
    RePEc:bfr:banfra:432.

    Full description at Econpapers || Download paper

  101. Finding communities in credit networks. (2012). Gallegati, Mauro ; Bargigli, Leonardo.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201241.

    Full description at Econpapers || Download paper

  102. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162012.

    Full description at Econpapers || Download paper

  103. From Stress to Costress; Stress Testing Interconnected Banking Systems. (2012). Tintchev, Kalin I ; Maino, Rodolfo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/053.

    Full description at Econpapers || Download paper

  104. Interbank lending and the spread of bank failures: A network model of systemic risk. (2012). Giansante, Simone ; Krause, Andreas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:583-608.

    Full description at Econpapers || Download paper

  105. Financial integration, specialization, and systemic risk. (2012). Fecht, Falko ; Hartmann, Philipp ; Gruner, Hans Peter.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:1:p:150-161.

    Full description at Econpapers || Download paper

  106. Financial integration, specialization and systemic risk. (2012). Fecht, Falko ; Hartmann, Philipp ; Gruner, Hans Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121425.

    Full description at Econpapers || Download paper

  107. Finding the core: Network structure in interbank markets. (2012). Lelyveld, Iman ; Daan in 't Veld, ; van Lelyveld, Iman.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:348.

    Full description at Econpapers || Download paper

  108. Financial Integration, Specialization, and Systemic Risk. (2012). Fecht, Falko ; Hartmann, Philipp ; Gruner, Hans Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8854.

    Full description at Econpapers || Download paper

  109. Dynamic market selection in EU business services. (2012). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:210.rdf.

    Full description at Econpapers || Download paper

  110. Bootstrapping topology and systemic risk of complex network using the fitness model. (2012). battiston, stefano ; Gabrielli, Andrea ; Nicol'o Musmeci, ; Puliga, Michelangelo ; Caldarelli, Guido.
    In: Papers.
    RePEc:arx:papers:1209.6459.

    Full description at Econpapers || Download paper

  111. Contagion in the interbank market and its determinants. (2011). Memmel, Christoph ; Sachs, Angelika .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:201117.

    Full description at Econpapers || Download paper

  112. Essays on financial fragility. (2011). Elahi, M. A..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:882f55bb-10dc-4e49-95ef-ee184ca8bc1c.

    Full description at Econpapers || Download paper

  113. Approaching Economic Issues through Epidemiology–An Introduction to Business Epidemiology. (2011). BOLOS, Bradut ; Bacarea, Vladimir ; Marusteri, Marius .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2011:i:1:p:257-276.

    Full description at Econpapers || Download paper

  114. Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. (2011). Mistrulli, Paolo Emilio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1114-1127.

    Full description at Econpapers || Download paper

  115. An empirical assessment of reinsurance risk. (2011). Liedorp, Franka ; Lelyveld, Iman ; Kampman, Manuel ; van Lelyveld, Iman.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:4:p:191-203.

    Full description at Econpapers || Download paper

  116. Simulation methods to assess the danger of contagion in interbank markets. (2011). Upper, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:3:p:111-125.

    Full description at Econpapers || Download paper

  117. Macroprudential policy - a literature review. (2011). Moessner, Richhild ; Galati, Gabriele.
    In: BIS Working Papers.
    RePEc:bis:biswps:337.

    Full description at Econpapers || Download paper

  118. Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks. (2010). Sachs, Angelika .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:201008.

    Full description at Econpapers || Download paper

  119. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems. (2010). Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/107.

    Full description at Econpapers || Download paper

  120. The Transaction Network in Japan fs Interbank Money Markets. (2010). Imakubo, Kei ; Soejima, Yutaka .
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:28:y:2010:p:107-150.

    Full description at Econpapers || Download paper

  121. Do Financial Markets Expect Bank Defaults to be Contagious?. (2010). Mink, Mark.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:274.

    Full description at Econpapers || Download paper

  122. Systemic risk in the financial sector; a review and synthesis. (2010). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Document.
    RePEc:cpb:docmnt:210.rdf.

    Full description at Econpapers || Download paper

  123. Contagion in financial networks. (2010). Kapadia, Sujit ; Gai, Prasanna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0383.

    Full description at Econpapers || Download paper

  124. Cross-Border Exposures and Financial Contagion. (2010). Penas, María ; Elahi, Muhammad Ather ; Degryse, Hans.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:10:y:2010:i:s1:p:209-240.

    Full description at Econpapers || Download paper

  125. Shocks at large banks and banking sector distress: the Banking Granular Residual. (2009). Neugebauer, Katja ; Buch, Claudia ; Blank, Sven.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:200904.

    Full description at Econpapers || Download paper

  126. Cross-Border Exposures and Financial Contagion. (2009). Degryse, Hans ; Penas, M F ; Elahi, M A.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:9c71b91d-76f5-4b50-b722-b3d1d8e8dff7.

    Full description at Econpapers || Download paper

  127. Cross-Border Exposures and Financial Contagion. (2009). Penas, María ; Degryse, Hans ; Elahi, M. A..
    In: Discussion Paper.
    RePEc:tiu:tiucen:9c71b91d-76f5-4b50-b722-b3d1d8e8dff7.

    Full description at Econpapers || Download paper

  128. Contagion Risk in the Croatian Banking System. (2009). Krznar, Marko .
    In: Working Papers.
    RePEc:hnb:wpaper:20.

    Full description at Econpapers || Download paper

  129. Shocks at large banks and banking sector distress: The Banking Granular Residual. (2009). Neugebauer, Katja ; Buch, Claudia ; Blank, Sven.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:4:p:353-373.

    Full description at Econpapers || Download paper

  130. A Network Model of Super-systemic Crises. (2009). Kapadia, Sujit ; Gai, Prasanna.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:542.

    Full description at Econpapers || Download paper

  131. The topology of the interbank market: developments in Italy since 1990. (2009). Manna, Michele ; Iazzetta, Carmela .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_711_09.

    Full description at Econpapers || Download paper

  132. Financial integration, specialization and systemic risk. (2008). Hartmann, Philipp ; Fecht, Falko ; Gruner, Hans Peter.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7562.

    Full description at Econpapers || Download paper

  133. The credit crisis and the Dutch economy... in eight frequently asked questions. (2008). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Memorandum.
    RePEc:cpb:memodm:210.rdf.

    Full description at Econpapers || Download paper

  134. Liquidity matters : evidence from the Russian interbank market. (2008). Schoors, Koen ; Karas, Alexei ; Lanine, Gleb.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2008_019.

    Full description at Econpapers || Download paper

  135. Network models and financial stability. (2008). Yorulmazer, Tanju ; Yang, Jing ; Alentorn, Amadeo ; Nier, Erlend .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0346.

    Full description at Econpapers || Download paper

  136. La estructura del mercado interbancario y del riesgo de contagio en Colombia.. (2008). Morales-Acevedo, Paola ; Estrada, Dairo.
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:030.

    Full description at Econpapers || Download paper

  137. Network models and financial stability. (2007). Yorulmazer, Tanju ; Yang, Jing ; Alentorn, Amadeo ; Nier, Erlend .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:2033-2060.

    Full description at Econpapers || Download paper

  138. Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. (2007). Mistrulli, Paolo Emilio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_641_07.

    Full description at Econpapers || Download paper

  139. Contagion effect in banking system - measures based on randomised loss scenarios. (2006). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: MPRA Paper.
    RePEc:pra:mprapa:525.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, F., and D. Gale. 2000. Financial Contagion. Journal of Political Economy 108 (1): 1-33.

  2. Allen, F., and D. Gale. 2004. Financial Fragility, Liquidity, and Asset Prices. Journal of the European Economic Association 2 (6): 1015-48.

  3. Bl~tvarg, M., and P. Nimander. 2002. Interbank Exposures and Systemic Risk. Sveriges Riksbank. Economic Review 2:19-45.
    Paper not yet in RePEc: Add citation now
  4. Blien, U., and F. Graef. 1997. Entropy Optimization Methods for the Estimation of Tables. In Classification, Data Analysis and Data Highways, ed. I. Balderjahn, R. Mathar, and M. Schader.
    Paper not yet in RePEc: Add citation now

  5. Cifuentes, R., G. Ferrucci, and H. S. Shin. 2005. Liquidity Risk and Contagion. Journal of the European Economic Association 3 (2-3): 556-66.

  6. Cocco, J. F., F. J. Gomes, and N. C. Martins. 2003. Lending Relationships in the Interbank Market. IFA Working Paper No.
    Paper not yet in RePEc: Add citation now

  7. Dasgupta, A. 2004. Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics. Journal of the European Economic Association 2 (6): 1049-84.

  8. Degryse, H., and G. Nguyen. 2004. Interbank Exposures: An Empirical Examination of System Risk in the Belgian Banking System. Working Paper No. 43, Nationale Bank van België (March).

  9. Diamond, D., and P. Dybvig. 1983. Bank Runs, Deposit Insurance and Liquidity. Journal of Political Economy 91(3): 401-19.

  10. Elsinger, H., A. Lehar, and M. Summer. Forthcoming. Risk Assessment for Banking Systems. Management Science. Freixas, X., B. M. Parigi, and J.-C. Rochet. 2000. Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. Journal of Money, Credit, and Banking 3 (3): 611-38.

  11. Furfine, C. H. 1999. Interbank Exposures: Quantifying the Risk of Contagion. BIS Working Paper No. 70 (June).

  12. James, C. 1991. The Losses Realized in Bank Failures. The Journal of Finance 46 (4): 1223-42.

  13. Mfiller, J. 2003. Two Approaches to Assess Contagion in the Interbank Market. Swiss National Bank (December).
    Paper not yet in RePEc: Add citation now
  14. Mistrulli, P. E. 2005. Interbank Lending Patterns and Financial Contagion. Mimeo, Banca dItalia.
    Paper not yet in RePEc: Add citation now

  15. Sheldon, G., and M. Maurer. 1998. Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland. Swiss Journal of Economics and Statistics 134 (4.2): 685-704.

  16. Springer Verlag. Censor, Y., and S. A. Zenios. 1997. Parallel Optimization. Oxford University Press.
    Paper not yet in RePEc: Add citation now

  17. Upper, C., and A. Worms. 2004. Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? European Economic Review 48 (4): 827-49.

  18. Vol. 2 No. 2 Interbank Contagion in the Dutch Banking Sector 133 de Bandt, 0., and P. Hartmann. 2000. Systemic Risk: A Survey. CEPR Discussion Paper No. 2634 (December).

  19. Wells, 5. 2004. Financial Interlinkages in the United Kingdoms Interbank Market and the Risk of Contagion. Bank of England Working Paper No. 230 (September).

Cocites

Documents in RePEc which have cited the same bibliography

  1. Banking with nominal deposits and inside money. (2008). Skeie, David.
    In: Staff Reports.
    RePEc:fip:fednsr:242.

    Full description at Econpapers || Download paper

  2. Contagion and firmsinternationalization in Latin America : evidence from Mexico, Brazil, and Chile. (2006). Sakho, Yaye Seynabou .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4076.

    Full description at Econpapers || Download paper

  3. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-254.

    Full description at Econpapers || Download paper

  4. Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

    Full description at Econpapers || Download paper

  5. Brüssel, Frankfurt oder Basel - Wo muss das Problem steigender Staatsschulden in der Europäischen Währungsunion gelöst werden?. (2006). Paulus, Philipp .
    In: Otto-Wolff-Institut Discussion Paper Series.
    RePEc:kln:owiwdp:dp_01_2006.

    Full description at Econpapers || Download paper

  6. Expectations and contagion in self-fulfilling currency attacks. (2006). Keister, Todd.
    In: Staff Reports.
    RePEc:fip:fednsr:249.

    Full description at Econpapers || Download paper

  7. Illiquidity in the interbank payment system following wide-scale disruptions. (2006). Garratt, Rodney ; Bech, Morten.
    In: Staff Reports.
    RePEc:fip:fednsr:239.

    Full description at Econpapers || Download paper

  8. Gross loan flows. (2006). Haubrich, Joseph ; Craig, Ben.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0604.

    Full description at Econpapers || Download paper

  9. Cross-border bank contagion in Europe. (2006). Gropp, Reint ; lo Duca, Marco ; Vesala, Jukka.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006662.

    Full description at Econpapers || Download paper

  10. Credit chains and the propagation of financial distress. (2006). Boissay, Frédéric.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006573.

    Full description at Econpapers || Download paper

  11. A Market Risk Approach to Liquidity Risk and Financial Contagion. (2006). Estrada, Dairo ; Osorio, Daniel.
    In: Borradores de Economia.
    RePEc:bdr:borrec:384.

    Full description at Econpapers || Download paper

  12. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11698.

    Full description at Econpapers || Download paper

  13. Cycles And Banking Crisis. (2005). Lazopoulos, Ioannis.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:15.

    Full description at Econpapers || Download paper

  14. Bank Mergers, Competition and Liquidity. (2005). Spagnolo, Giancarlo ; Hartmann, Philipp ; Carletti, Elena.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0182.

    Full description at Econpapers || Download paper

  15. Banking system stability: a cross-Atlantic perspective. (2005). de Vries, Casper ; Straetmans, Stefan ; Hartmann, Philipp.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005527.

    Full description at Econpapers || Download paper

  16. Expectations and Contagion in Self-Fulfilling Currency Attacks. (2005). Keister, Todd.
    In: Working Papers.
    RePEc:cie:wpaper:0501.

    Full description at Econpapers || Download paper

  17. Extracting Leading Indicators of Bank Fragility from Market Prices – Estonia Focus. (2005). Funke, Michael ; Chen, Yu-Fu ; Mannasoo, Kadri.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1647.

    Full description at Econpapers || Download paper

  18. Liquidity risk and contagion. (2005). Shin, Hyun Song ; FERRUCCI, Gianluigi ; Cifuentes, Rodrigo .
    In: Bank of England working papers.
    RePEc:boe:boeewp:264.

    Full description at Econpapers || Download paper

  19. Econometric Issues in the Analysis of Contagion. (2004). Pesaran, M ; Pick, Andreas.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:67.

    Full description at Econpapers || Download paper

  20. Financial networks: contagion, commitment, and private sector bailouts. (2004). Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:02-9.

    Full description at Econpapers || Download paper

  21. Economics: An Emerging Small World?. (2004). van der Leij, Marco ; Moraga-Gonzalez, Jose ; Goyal, Sanjeev.
    In: Working Papers.
    RePEc:fem:femwpa:2004.84.

    Full description at Econpapers || Download paper

  22. Bank Mergers, Competition and Liquidity. (2004). Spagnolo, Giancarlo ; Hartmann, Philipp ; Carletti, Elena.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4260.

    Full description at Econpapers || Download paper

  23. Economics: An Emerging Small World?. (2004). van der Leij, Marco ; Moraga-Gonzalez, Jose ; Goyal, Sanjeev.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1287.

    Full description at Econpapers || Download paper

  24. Econometric Issues in the Analysis of Contagion. (2004). Pesaran, M ; Pick, Andreas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0402.

    Full description at Econpapers || Download paper

  25. Financial interlinkages in the United Kingdoms interbank market and the risk of contagion. (2004). Wells, Simon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:230.

    Full description at Econpapers || Download paper

  26. Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour. (2004). Taylor, Ashley ; Chui, Michael ; Hall, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:212.

    Full description at Econpapers || Download paper

  27. When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises. (2004). Solomon, Raphael H..
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-18.

    Full description at Econpapers || Download paper

  28. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4207.

    Full description at Econpapers || Download paper

  29. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Finance.
    RePEc:wpa:wuwpfi:0305008.

    Full description at Econpapers || Download paper

  30. Financial Fragility, Liquidity and Asset Prices. (2003). Gale, Douglas ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-37.

    Full description at Econpapers || Download paper

  31. Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002. (2003). Allsopp, Louise .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2003/10.

    Full description at Econpapers || Download paper

  32. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk. (2003). Yorulmazer, Tanju ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3743.

    Full description at Econpapers || Download paper

  33. Bank Portfolio Restrictions and Equilibrium Bank Runs. (2003). Shell, Karl ; Peck, James.
    In: Levine's Bibliography.
    RePEc:cla:levrem:666156000000000077.

    Full description at Econpapers || Download paper

  34. Experiments with Network Formation. (2003). Duffy, John ; Corbae, P. Dean.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:666156000000000319.

    Full description at Econpapers || Download paper

  35. Banking Crises and Contagion: Empirical Evidence. (2003). Santor, Eric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-1.

    Full description at Econpapers || Download paper

  36. Financial globalization : unequal blessings. (2002). Schmukler, Sergio ; Levy Yeyati, Eduardo ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2903.

    Full description at Econpapers || Download paper

  37. Risk Assessment for Banking Systems. (2002). Summer, Martin ; Lehar, Alfred ; Elsinger, Helmut.
    In: Working Papers.
    RePEc:onb:oenbwp:79.

    Full description at Econpapers || Download paper

  38. Firm-Specific Resources, Financial-Market Development and the Growth of U.S. Multinationals. (2002). Phillips, Gordon ; feinberg, susan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9252.

    Full description at Econpapers || Download paper

  39. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

    Full description at Econpapers || Download paper

  40. Liquidity Shortages and Banking Crises. (2002). Rajan, Raghuram ; Diamond, Douglas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8937.

    Full description at Econpapers || Download paper

  41. Estimating Settlement Risk and the Potential for Contagion in Canadas Automated Clearing Settlement System. (2002). Northcott, Carol Ann.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-41.

    Full description at Econpapers || Download paper

  42. Balance-Sheet Contagion. (2002). Moore, John ; Kiyotaki, Nobuhiro.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:2:p:46-50.

    Full description at Econpapers || Download paper

  43. Financial Institutions, Contagious Risks, and Financial Crises. (2001). xu, Chenggang ; Huang, Haizhou.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-444.

    Full description at Econpapers || Download paper

  44. Large-Scale Synchrony, Global Interdependence and Contagion. (2001). Johnson, Simon ; Landsberg, Adam ; Friedman, Eric .
    In: Departmental Working Papers.
    RePEc:rut:rutres:200103.

    Full description at Econpapers || Download paper

  45. Limited enforcement and efficient interbank arrangements. (2001). MacGee, James (Jim) ; Koeppl, Thorsten.
    In: Working Papers.
    RePEc:fip:fedmwp:608.

    Full description at Econpapers || Download paper

  46. Liquidity provision vs. deposit insurance : preventing bank panics without moral hazard?. (2001). Martin, Antoine.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-05.

    Full description at Econpapers || Download paper

  47. Competition and stability in banking. (2001). de Mooij, Ruud ; Lemmen, Jan ; canoy, marcel ; van Dijk, Machiel.
    In: CPB Document.
    RePEc:cpb:docmnt:15.

    Full description at Econpapers || Download paper

  48. Financial Institutions, Financial Contagion, and Financial Crises. (2000). xu, Chenggang ; Huang, Haizhou.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2000-316.

    Full description at Econpapers || Download paper

  49. A New Approach to Measuring Financial Contagion. (2000). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7913.

    Full description at Econpapers || Download paper

  50. A rational expectations model of financial contagion. (1998). Kodres, Laura E. ; Pritsker, Matthew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-48.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-25 00:04:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.