Tanju Yorulmazer : Citation Profile


Are you Tanju Yorulmazer?

Federal Reserve Bank of New York

13

H index

13

i10 index

1126

Citations

RESEARCH PRODUCTION:

16

Articles

18

Papers

RESEARCH ACTIVITY:

   13 years (2003 - 2016). See details.
   Cites by year: 86
   Journals where Tanju Yorulmazer has often published
   Relations with other researchers
   Recent citing documents: 174.    Total self citations: 18 (1.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyo66
   Updated: 2017-11-18    RAS profile: 2012-04-30    
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Relations with other researchers


Works with:

Eisenbach, Thomas (2)

McAndrews, James (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tanju Yorulmazer.

Is cited by:

Acharya, Viral (36)

Carletti, Elena (23)

Skeie, David (19)

Vlahu, Razvan (19)

Kiss, Hubert Janos (16)

León, Carlos (15)

Ratnovski, Lev (15)

Vives, Xavier (14)

Trautmann, Stefan (14)

Georg, Co-Pierre (14)

Allen, Franklin (12)

Cites to:

Acharya, Viral (34)

Shin, Hyun Song (33)

Gale, Douglas (25)

Allen, Franklin (24)

Rajan, Raghuram (23)

Diamond, Douglas (20)

Gorton, Gary (17)

Morris, Stephen (17)

Shleifer, Andrei (15)

Pedersen, Lasse (12)

Hoggarth, Glenn (12)

Main data


Where Tanju Yorulmazer has published?


Journals with more than one article published# docs
Economic Policy Review6
Journal of Financial Intermediation2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Tanju Yorulmazer (2017 and 2016)


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

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2016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

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2016Double Cascade Model of Financial Crises. (2016). Cellai, Davide ; Hurd, Thomas R. ; Melnik, Sergey ; Shao, Quentin ; Cheng, Huibin . In: Papers. RePEc:arx:papers:1310.6873.

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2016Leveraging the network: a stress-test framework based on DebtRank. (2016). Caldarelli, Guido ; Gurciullo, Stefano ; Battiston, Stefano ; D'Errico, Marco . In: Papers. RePEc:arx:papers:1503.00621.

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2016Contagion and Stability in Financial Networks. (2016). Mousavi, Seyyed Mostafa ; Tucker, Alistair ; Mackay, Robert . In: Papers. RePEc:arx:papers:1603.04099.

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2016Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel . In: Papers. RePEc:arx:papers:1603.05142.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph . In: Papers. RePEc:arx:papers:1706.00284.

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

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2016Asset Encumbrance, Bank Funding and Financial Fragility. (2016). Ahnert, Toni ; Chapman, James ; Gai, Prasanna ; Anand, Kartik. In: Staff Working Papers. RePEc:bca:bocawp:16-16.

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2016A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose . In: Staff Working Papers. RePEc:bca:bocawp:16-6.

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2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Stancato, Sergio Rubens . In: Working Papers Series. RePEc:bcb:wpaper:426.

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2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2016Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:936.

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2017Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes. (2017). León, Carlos ; Leon, Carlos ; Ortega, Fabio . In: Borradores de Economia. RePEc:bdr:borrec:990.

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2017Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27.

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2017International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Working Papers. RePEc:bge:wpaper:965.

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2017Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?. (2017). Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel ; Saurina, Jesus. In: Working Papers. RePEc:bge:wpaper:966.

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2016Macroprudential Policies and the Lucas Critique. (2016). Of, Central Bank . In: BIS Papers chapters. RePEc:bis:bisbpc:86-06.

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2016The resilience of banks international operations. (2016). von Peter, Goetz ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:1603g.

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2016Can a bank run be stopped? Government guarantees and the run on Continental Illinois. (2016). Carlson, Mark ; Rose, Jonathan . In: BIS Working Papers. RePEc:bis:biswps:554.

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2016Do we need a stable funding ratio? Banks’ funding in the global financial crisis. (2016). Lallour, Antoine ; Mio, Hitoshi . In: Bank of England working papers. RePEc:boe:boeewp:0602.

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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de-Ramon, Sebastian ; de RAMON, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2017The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo . In: Bank of England working papers. RePEc:boe:boeewp:0662.

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2016Switching costs and financial stability. (2016). Takalo, Tuomas ; Stenbacka, Rune . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_002.

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2016Switching costs and financial stability. (2016). Stenbacka, Rune ; Takalo, Tuomas . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201603021033.

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2016Comment on The Power of Inaction by Cornelia Woll. (2016). Jason, Jensen . In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:6:y:2016:i:1:p:65-78:n:2.

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2016Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic. (2016). Brna, Karel ; Blahova, Naa . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:5:y:2016:i:1:p:159-184.

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

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2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

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2016How Excessive is Banks’ Maturity Transformation?. (2016). Suarez, Javier ; Segura, Anatoli. In: Working Papers. RePEc:cmf:wpaper:wp2016_1602.

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2016How Excessive Is Banks Maturity Transformation?. (2016). Suarez, Javier ; Segura, Anatoli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11111.

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2016Systemic risk-taking at banks: Evidence from the pricing of syndicated loans. (2016). Wagner, Wolf ; Gong, Di. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11150.

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2017Efficient Lemons. (2017). Wagner, Wolf ; Uras, Burak. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11803.

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2017Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; de Jonghe, Olivier ; Beck, Thorsten . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009.

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2017Sources of Liquidity and Liquidity Shortages. (2017). Kahn, Charles ; Wagner, Wolf . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12116.

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2017Asset encumbrance and bank risk: First evidence from public disclosures in Europe. (2017). Banal-Estanol, Albert ; Khametshin, Dmitry ; Benito, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12168.

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2016The formation of a core-periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, Daan . In: DNB Working Papers. RePEc:dnb:dnbwpp:528.

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2016Aggregate liquidity and banking sector fragility. (2016). Mink, Mark. In: DNB Working Papers. RePEc:dnb:dnbwpp:534.

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2017Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-27.

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2017Comparer les mesures non conventionnelles de la FED et de la BCE : ce que disent les bilans des banques centrales.. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-8.

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2016Credit market competition and liquidity crises. (2016). Carletti, Elena ; Leonello, Agnese . In: Working Paper Series. RePEc:ecb:ecbwps:20161932.

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2017Safe assets: a review. (2017). Golec, Pascal ; Perotti, Enrico . In: Working Paper Series. RePEc:ecb:ecbwps:20172035.

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2016Financial fragility and distress propagation in a network of regions. (2016). Gallegati, Mauro ; Vitali, Stefania ; Battiston, Stefano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:56-75.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2017Monitoring vulnerability and impact diffusion in financial networks. (2017). Tabak, Benjamin ; Stancato, Sergio Rubens ; Silva, Thiago Christiano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:109-135.

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2016The safer, the riskier: A model of financial instability and bank leverage. (2016). Tsuruga, Takayuki ; Kato, Ryo. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:71-77.

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2017Expected 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.

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2017Rethinking Resilience in Industrial Symbiosis: Conceptualization and Measurements. (2017). Fraccascia, Luca ; Albino, Vito ; Giannoccaro, Ilaria . In: Ecological Economics. RePEc:eee:ecolec:v:137:y:2017:i:c:p:148-162.

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2016Dueling policies: Why systemic risk taxation can fail. (2016). Bosma, Jakob J. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:132-147.

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2016Information and the persistence of private-order contract enforcement institutions: An experimental analysis. (2016). Wilkening, Tom . In: European Economic Review. RePEc:eee:eecrev:v:89:y:2016:i:c:p:193-215.

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2016Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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2016Overnight 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.

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2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

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2017Bank market power, asset liquidity and funding liquidity: International evidence. (2017). Nguyen, My ; Skully, Michael ; Perera, Shrimal . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:23-38.

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2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78.

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2016Asymmetric transmission of a bank liquidity shock. (2016). Schiozer, Rafael F ; de Freitas, Raquel . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:234-246.

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2016Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable c. (2016). Liljeblom, Eva ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:59-73.

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2017Does regulatory forbearance matter for bank stability? Evidence from creditors’ perspective. (2017). Mallick, Sushanta ; Ahamed, Mostak M. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:163-180.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Macroprudential 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.

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2017Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:1-17.

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2016Fire-sale FDI or business as usual?. (2016). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda . In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:93-113.

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2016Systemic risk, international regulation, and the limits of coordination. (2016). Kara, Gazi. In: Journal of International Economics. RePEc:eee:inecon:v:99:y:2016:i:c:p:192-222.

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2016An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis. (2016). Hung, Chi-Hsiou ; Banerjee, Anurag ; Lo, Kai Lisa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:102-120.

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2016Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

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2017Is there a competition-stability trade-off in European banking?. (2017). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:199-215.

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2017House of restructured assets: How do they affect bank risk in an emerging market?. (2017). Mallick, Sushanta ; Ahamed, Mostak M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:1-14.

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2017CEO turnover in large banks: Does tail risk matter?. (2017). Srivastav, Abhishek ; Vallascas, Francesco ; Mollah, Sabur ; Keasey, Kevin. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:37-55.

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2016The effects of corporate bond granularity. (2016). Wang, Teng ; Norden, Lars ; Roosenboom, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:25-34.

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2016Too-international-to-fail? Supranational bank resolution and market discipline. (2016). Zoican, Marius ; Gornicka, Lucyna A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:41-58.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2016Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model. (2016). Vickery, James ; Kovner, Anna ; Hirtle, Beverly. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:69:y:2016:i:s1:p:s35-s55.

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2016Derivatives usage, securitization, and the crash sensitivity of bank stocks. (2016). Trapp, Rouven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:183-205.

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2017Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884. (2017). Bluedorn, John ; Anderson, Haelim Park . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:139-149.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017The effect of bank capital on lending: Does liquidity matter?. (2017). Kim, Do Han ; Sohn, Wook . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:95-107.

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2017When time is not on our side: The costs of regulatory forbearance in the closure of insolvent banks. (2017). Cole, Rebel A ; White, Lawrence J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:235-249.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884. (2017). Anderson, Haelim Park ; Bluedorn, John C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:221-231.

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2017Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Izzeldin, Marwan ; Kapetanios, George ; Baltas, Konstantinos N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:36-56.

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2016A fire sale without fire: An explanation of labor-intensive FDI in China. (2016). Zhang, Yifan ; Yang, Zhi ; Ma, Yue ; Huang, Yasheng . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:44:y:2016:i:4:p:884-901.

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2017Measuring the systemic risk in interfirm transaction networks. (2017). Hazama, Makoto ; Uesugi, Iichiro . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:137:y:2017:i:c:p:259-281.

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2016Local financial capacity and asset values: Evidence from bank failures. (2016). Ramcharan, Rodney ; Rajan, Raghuram. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:229-251.

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2016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:3:p:569-594.

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2017Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893. (2017). Calomiris, Charles W ; Carlson, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:434-453.

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2016The highs and the lows: A theory of credit risk assessment and pricing through the business cycle. (2016). Thakor, Anjan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:25:y:2016:i:c:p:1-29.

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2016The dark side of liquidity creation: Leverage and systemic risk. (2016). Thakor, Anjan V ; Acharya, Viral V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:28:y:2016:i:c:p:4-21.

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2017Information externalities in the credit market and the spell of credit rationing. (2017). Albertazzi, Ugo ; Sene, Gabriele ; Bottero, Margherita . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:61-70.

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2016Hot money in bank credit flows to emerging markets during the banking globalization era. (2016). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:29-52.

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2016Bank credit default swaps and deposit insurance around the world. (2016). Fang, Yiwei ; Zhang, Gaiyan ; Liu, Liuling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:339-363.

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2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR. (2017). Milas, Costas ; Florackis, Chris ; Ellington, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:93-117.

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2016Uncertainty as commitment. (2016). Nosal, Jaromir ; Ordoez, Guillermo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:80:y:2016:i:c:p:124-140.

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2017Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Shimizu, Katsutoshi ; Ly, Kim Cuong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

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2016An endogenous model of the credit network. (2016). He, Jianmin ; Li, Shouwei ; Sui, Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:441:y:2016:i:c:p:1-14.

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

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2016Systemic risk and heterogeneous leverage in banking networks. (2016). Saltoğlu, Burak ; Kuzubas, Tolga ; Saltolu, Burak ; Sever, Can . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:358-375.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Guerra, Solange ; Silva, Thiago Christiano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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2016Supply chain risk at simultaneous robust perturbations. (2016). Bogataj, D ; Aver, B. In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:68-78.

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More than 100 citations found, this list is not complete...

Works by Tanju Yorulmazer:


YearTitleTypeCited
2012Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking In: American Economic Journal: Macroeconomics.
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article93
2008Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking.(2008) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 93
paper
2011Rollover Risk and Market Freezes In: Journal of Finance.
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article138
2009Rollover Risk and Market Freezes.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 138
paper
2010Rollover Risk and Market Freezes.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 138
paper
2008Network models and financial stability In: Bank of England working papers.
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paper263
2007Network models and financial stability.(2007) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 263
article
2009Endogenous choice of bank liquidity: the role of fire sales In: Bank of England working papers.
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paper9
2007Too many to fail - an analysis of time-inconsistency in bank closure policies In: Bank of England working papers.
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paper197
2004Too Many to Fail - An Analysis of Time Inconsistency in Bank Closure Policies.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 197
paper
2007Too many to fail--An analysis of time-inconsistency in bank closure policies.(2007) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 197
article
2007Cash-in-the-market pricing and optimal resolution of bank failures In: Bank of England working papers.
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paper99
2008Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 99
article
2003Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk In: CEPR Discussion Papers.
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paper6
2005Cash-in-the-Market Pricing and Optimal Bank Bailout Policy In: CEPR Discussion Papers.
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paper3
2007Fire Sales, Foreign Entry and Bank Liquidity In: CEPR Discussion Papers.
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paper2
2007Fire-sale FDI In: CEPR Discussion Papers.
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paper15
2009A Theory of Slow-Moving Capital and Contagion In: CEPR Discussion Papers.
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paper8
2009On the dynamics and severity of bank runs: An experimental study In: Journal of Financial Intermediation.
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article44
2014Literature review on the stability of funding models In: Economic Policy Review.
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article2
2014Case studies on disruptions during the crisis In: Economic Policy Review.
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article3
2014Stability of funding models: an analytical framework In: Economic Policy Review.
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article13
2014Bank resolution concepts, trade-offs, and changes in practices In: Economic Policy Review.
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article0
2014What makes large bank failures so messy and what should be done about it? In: Economic Policy Review.
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article1
2010Systemic risk and deposit insurance premiums In: Economic Policy Review.
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article20
2011Liquidity hoarding In: Staff Reports.
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paper37
2011Liquidity Hoarding.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 37
paper
2013Liquidity hoarding.(2013) In: Theoretical Economics.
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This paper has another version. Agregated cites: 37
article
2016Watering a lemon tree: heterogeneous risk taking and monetary policy transmission In: Staff Reports.
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paper0
2010Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode In: Journal of Financial Services Research.
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article38
2008Information Contagion and Bank Herding In: Journal of Money, Credit and Banking.
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article63
2009Crisis Resolution and Bank Liquidity In: NBER Working Papers.
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paper72
2011Crisis Resolution and Bank Liquidity.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 72
article
2003Herd Behavior, Bank Runs and Information Disclosure In: MPRA Paper.
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paper0

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