1. Impact of macroprudential policy on economic growth in Indonesia: a growth-at-risk approach. (2023). Maran, Raluca.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00236-w.

   Full description at Econpapers || Download paper

2. Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model. (2022). Çevik, Emrah ; Dibooglu, Sel ; Hassan, Hussein A ; Cevik, Emrah I.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:75:y:2022:i:c:p:396-411.

   Full description at Econpapers || Download paper

3. A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Yang, Xin ; Cao, Jinde ; Huang, Chuangxia.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125.

   Full description at Econpapers || Download paper

1. Adrian, T. ; Brunnermeier, M.K. CoVaR. 2011 Natl. Bur. Econ. Res. No. w17454. -
   Paper not yet in RePEc: Add citation now
   
2. Allen, F. ; Babus, A. Networks in finance. 2009 Soc. Sci. Electron. Publ.. 6 383-419
   Paper not yet in RePEc: Add citation now
   
3. Allen, F. ; Beck, T. ; Carletti, E. ; Lane, P. ; Schoenmaker, D. ; Wagner, W. Cross-Border Banking in Europe: Implications For Financial Stability And Macroeconomic Policies. 2011 Center for Economic and policy Research: London
   Paper not yet in RePEc: Add citation now
   

4. Allen, F. ; Gale, D. Financial contagion. 2000 J. Political Econ.. 108 1-33

5. Berger, A. ; El Ghoul, S ; Guedhami, O ; Roman, R Internationalization and bank risk. 2017 Manag. Sci.. 63 2283-2301

6. Blume, L ; Easley, D ; Kleinberg, J ; Tardos, É. Network formation in the presence of contagious risk. 2013 Acm Trans. Econ. Comput.. 1 6-29
   Paper not yet in RePEc: Add citation now
   

7. Bremus, F.M. Cross-border banking, bank market structures and market power: theory and cross-country evidence. 2015 J. Bank. Financ.. 50 242-259

8. Freixas, X. ; Parigi, B.M. Rochet J C. Systemic risk, interbank relations, and liquidity provision by the central bank. 2000 J. Money Credit Bank. 32 611-638

9. Glasserman, P. ; Young, H.P. How likely is contagion in financial networks?. 2015 J. Bank. Financ.. 50 383-399

10. Gray, D.F. ; Jobst, A. ; Malone, S. Quantifying systemic risk and reconceptualizing the role of finance for economic growth. 2010 J. Invest. Manag.. 8 90-110
    Paper not yet in RePEc: Add citation now
    

11. Gray, D.F. ; Merton, R.C. ; Bodie, Z. New Framework For Measuring And Managing Macrofinancial Risk And Financial Stability. 2009 Central Bank of Chile: Santiago

12. Gulamhussen, M.A. ; Pinheiro, C. ; Pozzolo, A.F. International diversification and risk of multinational banks: evidence from the pre-crisis period. 2014 Journal of Financial Stability. 13 30-43

13. Karolyi, G.A. ; Sedunov, J ; Taboada, A.G. Cross-border bank flows and systemic risk. 2018 Soc. Sci. Electron. Publ... -
    Paper not yet in RePEc: Add citation now
    
14. Li, Z.H. ; Li, Y. ; Li, Z. Research on systemic risk monitoring in China's banking industry: realization and optimization based on SCCA technology. 2016 J. Financ. Res.. -
    Paper not yet in RePEc: Add citation now
    
15. Liu, C. ; Arunkumar, N. Risk prediction and evaluation of transnational transmission of financial crisis based on complex network. 2019 Clust. Comput.. 22 4307-4313
    Paper not yet in RePEc: Add citation now
    
16. Müller, J. Interbank credit lines as a channel of contagion. 2006 J. Financ. Serv. Res.. 29 37-60
    Paper not yet in RePEc: Add citation now
    

17. Roukny, T. ; Battiston, S. ; Stiglitz, J.E. Interconnectedness as a source of uncertainty in systemic risk. 2018 J. Financ. Stab.. 35 93-106

18. Sasidevan, V. ; Bertschinger, N. Systemic Risk: Fire-walling financial systems using network-based approaches. 2019 Springer: Singapore

19. Xu, Q. ; Li, M. ; Jiang, C. ; He, Y. Interconnectedness and systemic risk network of Chinese financial institutions: a LASSO-CoVaR approach. 2019 Phys. A: Stat. Mech. Appl.. 534 -

1. Household Wealth and Resilience to Financial Shocks in Italy. (2018). Garcia-Macia, Daniel.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/196.

   Full description at Econpapers || Download paper

2. A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN). (2018). Malik, Sheheryar ; Lindner, Peter ; Segoviano, Miguel A ; Cortes, Fabio.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/014.

   Full description at Econpapers || Download paper

3. Understanding the shift from micro to macro-prudential thinking: A discursive network analysis. (2016). Thiemann, Matthias ; Ibrocevic, Edin ; Aldegwy, Mohamed.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:136.

   Full description at Econpapers || Download paper

4. Interbank intermediation. (2016). Krahnen, Jan ; Georg, Co-Pierre ; Bluhm, Marcel.
   In: Discussion Papers.
   RePEc:zbw:bubdps:162016.

   Full description at Econpapers || Download paper

5. Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tumer.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2016/091.

   Full description at Econpapers || Download paper

6. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Zhuang, Xin-Tian ; Uryasev, Stan ; Yao, Shuang.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

   Full description at Econpapers || Download paper

7. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20161898.

   Full description at Econpapers || Download paper

8. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; Alexandre, Michel ; da Silva, Michel Alexandre.
   In: Working Papers Series.
   RePEc:bcb:wpaper:438.

   Full description at Econpapers || Download paper

9. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
   In: Discussion Paper.
   RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

   Full description at Econpapers || Download paper

10. Crises and contagion in Asia Pacific — Islamic v/s conventional markets. (2015). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:315-326.

    Full description at Econpapers || Download paper

11. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

    Full description at Econpapers || Download paper

12. Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1534.

    Full description at Econpapers || Download paper

13. Market Procyclicality and Systemic Risk. (2013). Tasca, Paolo ; battiston, stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:45156.

    Full description at Econpapers || Download paper

14. Contagion Risk within Firm-Bank Bivariate Networks. (2013). Tabak, Benjamin ; Rodrigo Cesar de Castro Miranda, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:322.

    Full description at Econpapers || Download paper

15. Insolvency and Contagion in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:320.

    Full description at Econpapers || Download paper

16. Assessing Systemic Risk in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:318.

    Full description at Econpapers || Download paper

17. On the Computational Complexity of Measuring Global Stability of Banking Networks. (2013). Berman, Piotr ; Karpinski, Marek ; Kaligounder, Lakshmi ; Dasgupta, Bhaskar.
    In: Papers.
    RePEc:arx:papers:1110.3546.

    Full description at Econpapers || Download paper

18. ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646.

    Full description at Econpapers || Download paper

19. 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

20. Structural contagion and vulnerability to unexpected liquidity shortfalls. (2012). Sordi, Serena ; Giansante, Simone ; Chiarella, Carl ; Vercelli, Alessandro.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:558-569.

    Full description at Econpapers || Download paper

21. Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk. (2012). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1121-1141.

    Full description at Econpapers || Download paper

22. Relative risk aversion and the transmission of financial crises. (2012). Goenka, Aditya ; Boschi, Melisso.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:1:p:85-99.

    Full description at Econpapers || Download paper

23. Contagion between United States and european markets during the recent crises. (2011). Márquez Cebrián, M.Dolores ; Muoz, Pilar M ; Marquez, Maria Dolores ; Sanchez, Josep A..
    In: MPRA Paper.
    RePEc:pra:mprapa:35993.

    Full description at Econpapers || Download paper

24. The contagious capacity of the international banking network: 1985-2009. (2011). Svirydzenka, Katsiaryna ; Mahadeva, Lavan ; Garratt, Rodney.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt0r89f16p.

    Full description at Econpapers || Download paper

25. Leveraged Network-Based Financial Accelerator. (2011). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro.
    In: Working Papers.
    RePEc:anc:wpaper:371.

    Full description at Econpapers || Download paper

26. Complex agent-based macroeconomics: a manifesto for a new paradigm. (2010). Gaffeo, Edoardo ; Gallegati, Mauro ; Gatti, Domenico.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:5:y:2010:i:2:p:111-135.

    Full description at Econpapers || Download paper

27. The financial accelerator in an evolving credit network. (2010). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1627-1650.

    Full description at Econpapers || Download paper

28. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk. (2009). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15611.

    Full description at Econpapers || Download paper

29. Dynamic Debt Runs. (2009). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15482.

    Full description at Econpapers || Download paper

30. Measuring Stock Market Contagion with an Application to the Sub-prime Crisis. (2009). Mierau, Jochen.
    In: Working Papers.
    RePEc:dnb:dnbwpp:217.

    Full description at Econpapers || Download paper

31. What Role Have Banks in Financial Crises?. (2009). Andrieș, Alin Marius ; Popescu, Dan ; Andries, Alin Marius.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2009:i:3:andriesa.

    Full description at Econpapers || Download paper

32. Raisons Fondamentales d’une Régulation Prudentielle du Secteur des Assurances. (2008). Lorent, Benjamin.
    In: Working Papers CEB.
    RePEc:sol:wpaper:08-020.

    Full description at Econpapers || Download paper

33. Financially Constrained Fluctuations in an Evolving Network Economy. (2008). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14112.

    Full description at Econpapers || Download paper

34. Regulatory Optimal Bank Size. (2008). McFadden, Randall .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:2:p:142-155:10.1007/s11294-008-9138-y.

    Full description at Econpapers || Download paper

35. Alternatives for distressed banks and the panics of the Great Depression. (2008). Carlson, Mark.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-07.

    Full description at Econpapers || Download paper

36. Banks, relative performance, and sequential contagion. (2007). Tsomocos, Dimitrios ; Sunirand, Pojanart ; Goodhart, Charles.
    In: Economic Theory.
    RePEc:spr:joecth:v:32:y:2007:i:2:p:381-398.

    Full description at Econpapers || Download paper

37. Welfare Effects of Financial Integration. (2007). Hartmann, Philipp ; Fecht, Falko ; Gruner, Hans Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6311.

    Full description at Econpapers || Download paper

38. The role of banks in the Brazilian Interbank Market: Does bank type matter?. (2007). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Working Papers Series.
    RePEc:bcb:wpaper:130.

    Full description at Econpapers || Download paper

39. International Financial Contagion and the Fund —A Theoretical Framework. (2006). Huang, Haizhou ; Clark, Peter.
    In: Open Economies Review.
    RePEc:kap:openec:v:17:y:2006:i:4:p:399-422.

    Full description at Econpapers || Download paper

40. Reciprocity and Network Coordination: Evidence from Japanese Banks. (2006). Peek, Joe ; Eser, Zekeriya .
    In: Hi-Stat Discussion Paper Series.
    RePEc:hst:hstdps:d05-157.

    Full description at Econpapers || Download paper

41. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp077.

    Full description at Econpapers || Download paper

42. The rigidity bias. (2004). Herrala, Risto.
    In: Finance.
    RePEc:wpa:wuwpfi:0404019.

    Full description at Econpapers || Download paper

43. Cross-border banking and transmission mechanisms in Europe: evidence from German data. (2004). Buch, Claudia.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:16:p:1137-1149.

    Full description at Econpapers || Download paper

44. Fundamentals and joint currency crises. (2004). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004324.

    Full description at Econpapers || Download paper

45. International Lending of Last Resort and Moral Hazard: A Model of IMFs Catalytic Finance. (2003). Roubini, Nouriel ; guimaraes, bernardo ; Corsetti, Giancarlo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10125.

    Full description at Econpapers || Download paper

46. Banking Regulation and Systemic Risk. (2003). Summer, Martin.
    In: Open Economies Review.
    RePEc:kap:openec:v:14:y:2003:i:1:p:43-70.

    Full description at Econpapers || Download paper

47. The call loan market in the U.S. financial system prior to the Federal Reserve System. (2003). Tallman, Ellis ; Moen, Jon.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-43.

    Full description at Econpapers || Download paper

48. Bank mergers, competition and liquidity. (2003). Spagnolo, Giancarlo ; Hartmann, Philipp ; Carletti, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003292.

    Full description at Econpapers || Download paper

49. Coordination Failure and Financial Contagion. (2002). MANZ, MICHAEL .
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0203.

    Full description at Econpapers || Download paper

50. Market Procyclicality and Systemic Risk. (). Tasca, Paolo ; battiston, stefano.
    In: Working Papers.
    RePEc:stz:wpaper:eth-rc-12-012.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:24:16 || Missing content? Let us know