- ---- (2017). “Recommendation of the European Systemic Risk Board of 7 December 2017 on Liquidity and Leverage Risks in Investment Funds.”
Paper not yet in RePEc: Add citation now
- ---- (2020). “Holistic Review of the March Market Turmoil.” November 2020.
Paper not yet in RePEc: Add citation now
- ---- (2021). “Global Monitoring Report on Non-Bank Financial Intermediation 2021.” December 2021.
Paper not yet in RePEc: Add citation now
- Ammer, J., A. Tabova, and C. Wroblewski (2018). “Searching for yield abroad: risktaking through foreign investment in U.S. bonds.” BIS Working Papers, No. 687.
Paper not yet in RePEc: Add citation now
Barucca, P., T. Mahmood, and L. Silvestri (2021). “Common Asset Holdings and Systemic Vulnerability across Multiple Types of Financial Institution.” Journal of Financial Stability, 52, 100810.
- Blocher, J. (2016). “Network Externalities in Mutual Funds.” Journal of Financial Markets, 2016, Vanderbilt Owen Graduate School of Management Research Paper No. 1968488, Available at SSRN: https://ssrn.com/abstract=1968488
Paper not yet in RePEc: Add citation now
Bollerslev, T. (1986). “Generalized Autoregressive Conditional Heteroskedasticity.” Journal of Econometrics, 31(3), pp. 307-327.
- Brave, S. A., and D. Kelley (2017). “Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index.” https://www. chicagofed.org/publications/chicago-fed-letter/2017/386
Paper not yet in RePEc: Add citation now
- Caccioli, F., G. Ferrara, and A. Ramadiah (2020). “Modelling Fire Sale Contagion across Banks and Non-Banks.” Bank of England Staff Working Paper, No. 878.
Paper not yet in RePEc: Add citation now
Cetorelli, N., F. M. Duarte, and T. M. Eisenbach (2016). “Are Asset Managers Vulnerable to Fire Sales?” Federal Reserve Bank of New York, No. 20160218.
Cifuentes, R., G. Ferrucci, and H. Shin (2005). “Liquidity Risk and Contagion.” Journal of the European Economic Association, 3 (2/3), pp. 556–566.
Dell’Ariccia, G., L. Laeven, and G. Suarez (2017). “Bank leverage and monetary policy’s risk-taking channel: evidence from the United States.” Journal of Finance, 72, pp. 613-654.
- Delpini, D., S. Battiston, G. Caldarelli, and M. Riccaboni (2020). “Portfolio Diversification, Differentiation and the Robustness of Holdings Networks.” Applied Network Science, 5(1), pp. 1-20.
Paper not yet in RePEc: Add citation now
- Diebold, F. X., and K. Yilmaz (2014). “On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.” Journal of Econometrics, 182(1), pp. 119-134.
Paper not yet in RePEc: Add citation now
Duarte, F., and T. M. Eisenbach (2021). “Fire-Sale Spillovers and Systemic Risk.” The Journal of Finance, 76(3), pp. 1251-1294.
Engle, R. (2002). “Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.” Journal of Business & Economic Statistics, 20, 3, pp. 339–50.
- European Systemic Risk Board (2016). “Macroprudential Policy beyond Banking: an ESRB Strategy Paper.” July 2016.
Paper not yet in RePEc: Add citation now
- Financial Stability Board (2017). “Policy Recommendations to Address Structural Vulnerabilities from Asset Management Activities.” January 2017.
Paper not yet in RePEc: Add citation now
Fricke, C., and D. Fricke (2021). “Vulnerable Asset Management? The Case of Mutual Funds.” Journal of Financial Stability, 52, 100800.
Fricke, D. (2019). “Are Specialist Funds 'Special'?” Financial Management, 48(2), pp. 441-472.
Grill, M., S. OSullivan, M. Wedow, and C. Weistroffer (2021). “Liquidity Transformation by Investment Funds: Structural Fault Line or Desirable Financial Transformation? A Systemic Perspective.” European Central Bank, Macroprudential Bulletin, April 2021.
Haddad, V., A. Moreira, and T. Muir (2021). “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response.” The Review of Financial Studies, 34(11), pp. 5309-5351.
Hogen, Y., Y. Koide, and Y. Shinozaki (2022). “Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks.” Bank of Japan Working Paper Series, No.22-E-14.
Jimenez, G., S. Ongena, J.-L. Peydro, and J. Saurina (2014). “Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?” Econometrica, 82, pp. 463-505.
Mirza, H., D. Moccero, S. Palligkinis, and C. Pancaro (2020). “Fire Sales by Euro Area Banks and Funds: What is their Asset Price Impact?” Economic Modelling, 93, pp. 430-444.
Pulvino, T. C. (1998). “Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions.” The Journal of Finance, 53(3), pp. 939-978.
Wagner, W. (2010). “Diversification at Financial Institutions and Systemic Crises.” Journal of Financial Intermediation, 19(3), pp. 373–386.