Abiad, A. ; Detragiache, E. ; Tressel, T. A new database of financial reforms. 2010 IMF Staff Papers. 57 281-302
Acharya, V. A theory of systemic risk and design of prudential bank regulation. 2009 Journal of Financial Stability. 5 224-255
Acharya, V. ; Schnabl, P. Do global banks spread global imbalances? The case of asset-backed commercial paper during the financial crisis of 2007–2009. 2010 IMF Economic Review. 58 37-73
- Adrian, T. ; Brunnermeier, M. CoVaR. 2011 :
Paper not yet in RePEc: Add citation now
Adrian, T. ; Shin, H. Financial intermediary leverage and value at risk. 2008 :
Allen, F. ; Carletti, E. ; Marquez, R. Credit market competition and capital regulation. 2011 Review of Financial Studies. 24 983-1018
- Allen, F. ; Gale, D. Financial contagion. 2000 Journal of Political Economy. 108 1-33
Paper not yet in RePEc: Add citation now
- Arteta, C. ; Eichengreen, B. Banking crises in emerging markets: presumptions and evidence. 2002 En : Blejer, M. ; Skreb, M. Financial Policies in Emerging Markets. MIT Press: Cambridge, MA
Paper not yet in RePEc: Add citation now
Avesani, R. ; Pascual, A.G. ; Li, J. A new risk indicator and stress testing tool: a multifactor Nth-to-default CDS basket. 2006 :
Barlevy, G. ; Veronesi, P. Rational panics and stock market crashes. 2003 Journal of Economic Theory. 110 234-263
- Barth, J. ; Caprio, G. ; Levine, R. Bank Regulation and Supervision Database. 2008 The World Bank: Washington, D.C.
Paper not yet in RePEc: Add citation now
Bartram, M. ; Gregory, B. ; Hund, J. Estimating systemic risk in the international financial system. 2007 Journal of Financial Economics. 86 835-869
Battiston, S. ; Gatti, D. ; Gallegati, M. ; Greenwald, B. ; Stiglitz, J. Liaisons dangereuses: increasing connectivity, risk sharing and systemic risk. 2012 Journal of Economic Dynamics and Control. 36 1121-1141
Beck, T. ; Demirgüç-Kunt, A. ; Levine, R. Financial institutions and markets across countries and over time: data and analysis. 2009 :
Bekaert, G. ; Harvey, C.R. Foreign speculators and emerging equity markets. 2000 Journal of Finance. 55 565-613
Bekaert, G. ; Harvey, C.R. ; Lundblad, C. Growth volatility and financial liberalization. 2006 Journal of International Money and Finance. 25 370-403
Bekaert, G. ; Hodrick, R.J. ; Zhang, X. Aggregate idiosyncratic volatility. 2012 Journal of Financial and Quantitative Analysis. 47 1155-1185
- Bekaert, G. ; Wang, X. Globalization and asset prices. 2009 Columbia University:
Paper not yet in RePEc: Add citation now
Bharath, S.T. ; Shumway, T. Forecasting default with the Merton distance to default model. 2008 Review of Financial Studies. 21 1339-1369
Bongini, P. ; Laeven, L. ; Majnoni, G. How good is the market at assessing bank fragility? A horse race between different indicators. 2002 Journal of Banking & Finance. 26 1011-1028
Boyson, N. ; Stahel, C. ; Stulz, R. Hedge fund contagion and liquidity shocks. 2010 Journal of Finance. 65 1789-1816
Brasili, A. ; Vulpes, G. Co-movements in EU banks fragility: a dynamic factor model approach. 2005 :
- Brunnermeier, M. ; Crockett, A. ; Goodhart, C. ; Persaud, A. ; Shin, H. The fundamental principles of financial regulation. 2009 En : 11th Geneva Report on the World Economy. :
Paper not yet in RePEc: Add citation now
Brunnermeier, M. ; Pedersen, L.H. Market liquidity and funding liquidity. 2009 Review of Financial Studies. 22 2201-2238
Campbell, J.Y. ; Hilscher, J. ; Szilagyi, J. In search of distress risk. 2008 Journal of Finance. 63 2899-2939
Chan-Lau, J.A. ; Gravelle, T. The END: a new indicator of financial and nonfinancial corporate sector vulnerability. 2005 :
Chava, S. ; Purnanandam, A. The effect of banking crisis on bank-dependent borrowers. 2011 Journal of Financial Economics. 99 116-135
- Chinn, M.D. ; Ito, H. New measure of financial openness. 2008 Journal of Comparative Policy Analysis. 10 309-322
Paper not yet in RePEc: Add citation now
Cifuentes, R. ; Ferrucci, G. ; Shin, H. Liquidity risk and contagion. 2004 Journal of the European Economic Association. 3 556-566
Claessens, S. ; van Horen, N. Foreign banks: trends, impact and financial stability. 2012 :
De Nicolo, G. ; Kwast, M. Systemic risk and financial consolidation. Are they related?. 2002 Journal of Banking and Finance. 26 861-880
- Demirgüç-Kunt, A. ; Detragiache, E. Financial liberalization and financial fragility. 1999 En : Pleskovic, B. ; Stiglitz, J. Proceedings of the World Bank Annual Conference on Development Economics. :
Paper not yet in RePEc: Add citation now
Demirguc-Kunt, A. ; Detragiache, E. Cross-country empirical studies of systemic bank distress: a survey. 2005 :
Demirguc-Kunt, A. ; Huizinga, H. Market discipline and deposit insurance. 2004 Journal of Monetary Economics. 51 375-399
Demirguc-Kunt, A. ; Kane, E.J. ; Laeven, L. Determinants of deposit-insurance adoption and design. 2008 Journal of Financial Intermediation. 17 407-438
Diamond, D. ; Rajan, R. Liquidity shortages and banking crises. 2005 Journal of Finance. 60 615-647
Djankov, S. ; McLiesh, C. ; Shleifer, A. Private credit in 129 countries. 2007 Journal of Financial Economics. 84 299-329
Elsinger, H. ; Lehar, A. ; Summer, M. Systemically important banks: an analysis for the European banking system. 2006 International Economics and Economic Policy. 3 73-89
Ferreira, M.A. ; Gama, P.M. Have world, country, and industry risks changed over time? An investigation of the volatility of developed stock markets. 2005 Journal of Financial and Quantitative Analysis. 40 195-222
- Financial Stability Forum, Reducing procyclicality arising from the bank capital framework. 2009 :
Paper not yet in RePEc: Add citation now
- Financial Stability Forum, Report of the financial stability forum on addressing procyclicality in the financial system. 2009 :
Paper not yet in RePEc: Add citation now
Forbes, K. ; Rigobon, R. No contagion, only interdependence: measuring stock market comovements. 2002 Journal of Finance. 57 2223-2261
Freixas, X. ; Parigi, B. ; Rochet, J.C. Systemic risk, interbank relations and liquidity provision by the Central Bank. 2000 Journal of Money, Credit, and Banking. 32 611-640
Gai, P. ; Kapadia, S. Contagion in financial networks. 2010 Proceedings of the Royal Society A. 466 2401-2423
Gennotte, G. ; Leland, H. Market liquidity, hedging, and crashes. 1990 American Economic Review. 80 999-1021
Gorton, G. The subprime panic. 2009 European Financial Management. 15 10-46
Hawkesby, C. ; Ian, M. ; Ibrahim, S. Comovements in the equity prices of large complex financial institutions. 2007 Journal of Financial Stability. 2 391-411
Heston, S. ; Rouwenhorst, G. Does industrial structure explain the benefits of international diversification?. 1994 Journal of Financial Economics. 36 3-27
- Hillegeist, S. ; Keating, E. ; Cram, D. ; Lundstedt, K. Assessing the probability of bankruptcy. 2004 Review of Accounting Studies. 9 5-34
Paper not yet in RePEc: Add citation now
Hong, H. ; Stein, J.C. Differences of opinion, short-sales constraints, and market crashes. 2003 Review of Financial Studies. 16 487-525
Huang, X. ; Zhou, H. ; Zhu, H. A framework for assessing the systemic risk of major financial institutions. 2009 Journal of Banking and Finance. 33 2036-2049
Ioannidou, V.P. ; Penas, M.F. Deposit insurance and bank risk-taking: evidence from internal loan ratings. 2010 Journal of Financial Intermediation. 19 95-115
- Jagannathan, R. ; Kapoor, M. ; Schaumberg, E. Why are we in a recession? The financial crisis is the symptom not the disease!. 2009 :
Paper not yet in RePEc: Add citation now
Karolyi, A. ; Lee, K.-H. ; Van Dijk, M. Understanding commonality in liquidity around the world. 2012 Journal of Financial Economics. 15 82-112
Kodres, L.E. ; Pritsker, M. A rational expectations model of financial contagion. 2002 Journal of Finance. 57 769-799
Kose, A. ; Prasad, E. ; Terrones, M.E. How do trade and financial integration affect the relationship between growth and volatility?. 2006 Journal of International Economics. 69 176-202
Longin, F. ; Solnik, B. Is the correlation in international equity returns constant: 1960 to 1990?. 1995 Journal of International Money and Finance. 14 3-26
- Mehrez, G. ; Kaufmann, D. Transparency, liberalization, and financial crises. 1999 :
Paper not yet in RePEc: Add citation now
Merton, R.C. On the pricing of contingent claims and the Modigliani–Miller theorem. 1977 Journal of Financial Economics. 15 241-250
Merton, R.C. On the pricing of corporate debt: the risk structure of interest rates. 1974 Journal of Finance. 29 449-470
- Morck, R. ; Yeung, B. ; Yu, W. The information content of stock markets: why do emerging markets have synchronous stock price movements?. 2000 Journal of Financial Economics. 58 215-260
Paper not yet in RePEc: Add citation now
Morgan, D. Rating banks: risk and uncertainty in an opaque industry. 2002 American Economic Review. 92 874-888
- Morris, S. ; Shin, H.S. Illiquidity component of credit risk. 2009 Princeton University:
Paper not yet in RePEc: Add citation now
Noy, I. Financial liberalization, prudential supervision, and the onset of banking crises. 2004 Emerging Markets Review. 5 341-359
Popov, A. ; Udell, G.F. Cross-border banking, credit access, and the financial crisis. 2012 Journal of International Economics. 87 147-161
Rajan, R. Has finance made the world riskier?. 2006 European Financial Management. 12 499-533
Repullo, R. Capital requirements, market power, and risk-taking in banking. 2004 Journal of Financial Intermediation. 13 156-182
Schroder, M. ; Schuler, M. Systemic risk in European banking: evidence from bivariate GARCH models. 2003 Center for European Economic Research:
Schuler, M. The threat of systemic risk in European banking. 2002 Quarterly Journal of Business and Economics. 41 45-165
Yuan, K. Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crisis, contagion, and confusion. 2005 Journal of Finance. 60 379-411