1. Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244.

   Full description at Econpapers || Download paper

2. Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina.
   In: Bank of England working papers.
   RePEc:boe:boeewp:1088.

   Full description at Econpapers || Download paper

1. Adrian, T. ; Shin, H.S. Liquidity and leverage. 2010 J. Financ. Intermediation. 3 418-437

2. Aymanns, C. ; Farmer, J.D. ; Kleinnijenhuis, A.M. ; Wetzer, T. Chapter Models of financial stability and their application in stress tests. 2018 En : LeBaron, B. ; Hommes, C. . North Holland:
   Paper not yet in RePEc: Add citation now
   

3. Banerjee, T. ; Feinstein, Z. Price mediated contagion through capital ratio requirements with VWAP liquidation prices. 2021 European J. Oper. Res.. 1147-1160

4. Bichuch, M. ; Feinstein, Z. Endogenous inverse demand functions. 2022 Oper. Res.. 70 -

5. Bouchaud, J.P. Price impact. 2010 En : Encyclopedia of Quantitative Finance. John Wiley and Sons:
   Paper not yet in RePEc: Add citation now
   

6. Braouezec, Y. ; Wagalath, L. Risk based capital requirements and optimal liquidation in a stress scenario. 2018 Rev. Finance. 2 747-782

7. Braouezec, Y. ; Wagalath, L. Strategic fire-sales and price mediated contagion in the banking system. 2019 European J. Oper. Res.. 3 1180-1197

8. Breuer, T. ; Summer, M. ; Urošević, B. Bank Solvency Stress Tests with Fire Sales. 2021 OeNB Working Paper 235:
   Paper not yet in RePEc: Add citation now
   

9. Brunnermeier, M. ; Pedersen, L. Market liquidity and funding liquidity. 2009 Rev. Financ. Stud.. 22 2201-2238

10. Cifuentes, R. ; Ferrucci, G. ; Shin, H.S. Liquidity risk and contagion. 2010 J. Eur. Econom. Assoc.. 3 556-566
    Paper not yet in RePEc: Add citation now
    

11. Cont, R. ; Wagalath, L. Fire sales forensics: Measuring endogenous risk. 2016 Math. Finance. 26 835-866

12. Cont, R. ; Wagalath, L. Running for the exit: Distressed selling and endogenous correlation in financial markets. 2013 Math. Finance. 23 718-741
    Paper not yet in RePEc: Add citation now
    

13. Cont, R., Schaanning, E., 2017. Fire Sales, Indirect Contagion and Systemic Stress Testing. Tech. Rep., URL.

14. Detering, N. ; Mayert-Brandis, T. ; Panagiotou, K. ; Ritter, D. Suffocation fire sales. 2022 SIAM J. Appl. Math.. 13 70-108
    Paper not yet in RePEc: Add citation now
    
15. Detering, N. ; Mayert, T. ; Panagiotou, K. ; Ritter, D. An integrated model for fire sales and default contagion. 2021 Math. Financ. Econ.. 15 59-101
    Paper not yet in RePEc: Add citation now
    
16. Duarte, F. ; Eisenbach, T. Fire sales spillovers and systemic risk. 2021 J. Finance. 76 1251-1294
    Paper not yet in RePEc: Add citation now
    
17. European Banking Authority, F. EU-wide Stress Test: Methodological Note. 2016 European Banking Authority:
    Paper not yet in RePEc: Add citation now
    
18. European Banking Authority, F. EU-wide Stress Test: Results. 2016 European Banking Authority:
    Paper not yet in RePEc: Add citation now
    
19. Feinstein, Z. Financial contagion and asset liquidation stretagies. 2017 Oper. Res. Lett.. 45 109-114
    Paper not yet in RePEc: Add citation now
    
20. Feinstein, Z. ; El-Masri, F. The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. 2017 Stat. Risk Model.. 3–4 113-139
    Paper not yet in RePEc: Add citation now
    

21. Gennaioli, N. ; Martin, A. ; Rossi, S. Banks,government bonds, and default: What do the data say?. 2018 J. Monetary Econ.. 98-113

22. Greenwood, R. ; Landier, A. ; Thesmar, D. Vulnerable banks. 2015 J. Financ. Econ.. 115 471-485
    Paper not yet in RePEc: Add citation now
    

23. Kyle, A. ; Obizhaeva, A. Market microstructure invariance: Empirical hypothesis. 2016 Econometrica. 84 1345-1404

24. Veraart, L. Distress and default contagion in financial networks. 2020 Math. Finance. 30 705-735
    Paper not yet in RePEc: Add citation now
    
25. Weber, S. ; Weske, K. The joint impact of bankruptcy costs, fire sales and cross- holdings on systemic risk in financial networks. 2017 Probab. Uncertain. Quant. Risk. 2 109-114
    Paper not yet in RePEc: Add citation now
    

1. International Channels of Transmission of Monetary Policy and the Mundellian Trilemma. (2016). Rey, Helene.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:21852.

   Full description at Econpapers || Download paper

2. Regulatory change and monetary policy. (2016). Bank for International Settlements, .
   In: CGFS Papers.
   RePEc:bis:biscgf:55.

   Full description at Econpapers || Download paper

3. Monetary policy, excessive risk-taking and banking crisis. (2015). Zaghdoudi, Taha.
   In: MPRA Paper.
   RePEc:pra:mprapa:69547.

   Full description at Econpapers || Download paper

4. Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. (2015). Rey, Helene.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:21162.

   Full description at Econpapers || Download paper

5. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:192-210.

   Full description at Econpapers || Download paper

6. Vulnerable banks. (2015). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:115:y:2015:i:3:p:471-485.

   Full description at Econpapers || Download paper

7. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Massa, Massimo ; Zhang, Lei.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10536.

   Full description at Econpapers || Download paper

8. Globalization of corporate risk taking. (2014). Shin, Hyun Song ; Bruno, Valentina.
   In: Journal of International Business Studies.
   RePEc:pal:jintbs:v:45:y:2014:i:7:p:800-820.

   Full description at Econpapers || Download paper

9. Global Liquidity and Drivers of Cross-Border Bank Flows. (2014). Ratnovski, Lev ; Claessens, Stijn ; Cerutti, Eugenio.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2014/069.

   Full description at Econpapers || Download paper

10. Global Liquidity and Drivers of Cross-Border Bank Flows. (2014). Ratnovski, Lev ; Claessens, Stijn ; Cerutti, Eugenio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10314.

    Full description at Econpapers || Download paper

11. A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints. (2014). Michaelides, Alexander ; Mankart, Jochen ; Pagratis, Spyros.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10299.

    Full description at Econpapers || Download paper

12. A Policy Model to Analyze Macroprudential Regulations and Monetary Policy. (2014). Meh, Cesaire ; Alpanda, Sami ; Cateau, Gino.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-6.

    Full description at Econpapers || Download paper

13. Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra Jimenez, Jesus ; Gungor, Sermin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-3.

    Full description at Econpapers || Download paper

14. Banks, Markets, and Financial Stability. (2013). Pausch, Thilo ; Fecht, Falko ; Eder, Armin .
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79712.

    Full description at Econpapers || Download paper

15. Unemployment benefits and financial leverage in an agent based macroeconomic model. (2013). Russo, Alberto ; Gallegati, Mauro ; Ricetti, Luca .
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201342.

    Full description at Econpapers || Download paper

16. Regole di Basilea e modelli di vigilanza: quale convergenza? (Basel rules and supervisory models: What convergence?). (2013). Montanaro, Elisabetta.
    In: Moneta e Credito.
    RePEc:psl:moneta:2013:43.

    Full description at Econpapers || Download paper

17. The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late �90s. (2013). Masciantonio, Sergio ; Tiseno, Andrea.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_164_13.

    Full description at Econpapers || Download paper

18. Tracking Variation in Systemic Risk at US Banks During 1974-2013. (2012). Laeven, Luc ; Kane, Edward J. ; Hovakimian, Armen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18043.

    Full description at Econpapers || Download paper

19. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8969.

    Full description at Econpapers || Download paper

20. The Role of Equity Funds in the Financial Crisis Propagation. (2012). Hau, Harald ; Lai, Sandy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8819.

    Full description at Econpapers || Download paper

21. Sizing Up Repo. (2012). Nagel, Stefan ; KRISHNAMURTHY, ARVIND ; Orlov, Dmitry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8795.

    Full description at Econpapers || Download paper

22. Evaporating Liquidity. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8775.

    Full description at Econpapers || Download paper

23. Aggregate Investment Externalities and Macroprudential Regulation. (2012). Rochet, Jean ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8764.

    Full description at Econpapers || Download paper

24. Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:394.

    Full description at Econpapers || Download paper

25. Debt deleveraging and business cycles: An agent-based perspective. (2011). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201131.

    Full description at Econpapers || Download paper

26. Get rid of banks and build up a modern financial world. (2011). Lenz, Rainer.
    In: MPRA Paper.
    RePEc:pra:mprapa:33501.

    Full description at Econpapers || Download paper

27. Duffie, Darrell: How Big Banks Fail and What to Do about It. (2011). Baglioni, Angelo.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:103:y:2011:i:1:p:101-103.

    Full description at Econpapers || Download paper

28. Velocity of Pledged Collateral: Analysis and Implications. (2011). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/256.

    Full description at Econpapers || Download paper

29. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809.

    Full description at Econpapers || Download paper

30. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000168.

    Full description at Econpapers || Download paper

31. Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies. (2010). Malliaris, Anastasios ; Hayford, Marc .
    In: Forum for Social Economics.
    RePEc:spr:fosoec:v:39:y:2010:i:3:p:279-286.

    Full description at Econpapers || Download paper

32. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

    Full description at Econpapers || Download paper

33. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; BHARATH, SREEDHAR T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16394.

    Full description at Econpapers || Download paper

34. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16377.

    Full description at Econpapers || Download paper

35. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16223.

    Full description at Econpapers || Download paper

36. Yesterdays Heroes: Compensation and Creative Risk-Taking. (2010). Scheinkman, Jose ; Hong, Harrison ; Cheng, Ing-Haw ; Ing-Haw Cheng, Harrison Hong, Jose A. Scheinkman, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16176.

    Full description at Econpapers || Download paper

37. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15653.

    Full description at Econpapers || Download paper

38. Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy. (2010). Corcoran, Aidan.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp318.

    Full description at Econpapers || Download paper

39. Managing Credit Booms and Busts: A Pigouvian Taxation Approach. (2010). Korinek, Anton ; Jeanne, Olivier.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp10-12.

    Full description at Econpapers || Download paper

40. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

    Full description at Econpapers || Download paper

41. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

    Full description at Econpapers || Download paper

42. Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?. (2010). Palumbo, Michael ; Eichner, Matthew J. ; Kohn, Donald L..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-20.

    Full description at Econpapers || Download paper

43. The Credit Crisis around the Globe: Why Did Some Banks Perform Better?. (2010). Stulz, René ; Beltratti, Andrea.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2010-5.

    Full description at Econpapers || Download paper

44. Solving the Present Crisis and Managing the Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1751.

    Full description at Econpapers || Download paper

45. The Leverage Cycle. (2010). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1715r.

    Full description at Econpapers || Download paper

46. Rescuing Banks from the Effects of the Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2009-04.

    Full description at Econpapers || Download paper

47. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:4:a:10.

    Full description at Econpapers || Download paper

48. The Crisis: Policy Lessons and Policy Challenges. (2009). Pisani-Ferry, Jean ; Coeuré, Benoit ; Benassy-Quere, Agnès ; Jacquet, Pierre ; Coeure, Benoit.
    In: Working Papers.
    RePEc:cii:cepidt:2009-28.

    Full description at Econpapers || Download paper

49. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:77-100.

    Full description at Econpapers || Download paper

50. Financial Regulation in a System Context. (2008). Shin, Hyun Song ; Morris, Stephen.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-02:p:229-274.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 05:03:59 || Missing content? Let us know