Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
9
Impact Factor
0.54
5 Years IF
0.43
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.41 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.23
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.2
2011 0 0.47 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0.33 0 3 3 175 1 1 0 0 0 1 0.33 0.26
2013 3.33 0.52 1.33 3.33 12 15 39 20 21 3 10 3 10 6 30 9 0.75 0.24
2014 1 0.54 0.83 1 9 24 51 20 41 15 15 15 15 4 20 3 0.33 0.28
2015 1.05 0.54 1.38 2.21 24 48 57 66 107 21 22 24 53 8 12.1 5 0.21 0.28
2016 0.64 0.57 1.19 1.25 14 62 30 74 181 33 21 48 60 12 16.2 9 0.64 0.29
2017 0.47 0.58 0.94 0.97 7 69 5 65 246 38 18 62 60 2 3.1 0 0.28
2018 0.52 0.6 0.96 0.47 6 75 1 72 318 21 11 66 31 0 0 0.31
2019 0.54 0.65 0.61 0.43 4 79 0 48 366 13 7 60 26 1 2.1 0 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12012A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

160
22014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

19
32012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

18
42014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

16
52015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

12
62013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

10
72013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05.

Full description at Econpapers || Download paper

9
82016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

Full description at Econpapers || Download paper

9
92015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

9
102015Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

7
112014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

7
122015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

7
132013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

6
142015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

6
152014The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02.

Full description at Econpapers || Download paper

6
162015Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

5
172016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

5
182014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09.

Full description at Econpapers || Download paper

5
192016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Glasserman, Paul ; Ghamami, Samim. In: Working Papers. RePEc:ofr:wpaper:16-07.

Full description at Econpapers || Download paper

5
202013Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

5
212013CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04.

Full description at Econpapers || Download paper

4
222017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

3
232013Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02.

Full description at Econpapers || Download paper

3
242016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14.

Full description at Econpapers || Download paper

3
252015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16.

Full description at Econpapers || Download paper

3
262016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

3
272015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

3
282015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Bandyopadhyay, Lina ; Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-13.

Full description at Econpapers || Download paper

3
292013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Smith, Adam ; Ong, Stephen ; Katz, Jonathan ; Flood, Mark. In: Working Papers. RePEc:ofr:wpaper:13-11.

Full description at Econpapers || Download paper

2
302016Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim. In: Working Papers. RePEc:ofr:wpaper:16-03.

Full description at Econpapers || Download paper

2
312013CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-01.

Full description at Econpapers || Download paper

2
322016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:16-02.

Full description at Econpapers || Download paper

2
332018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04.

Full description at Econpapers || Download paper

2
342016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:16-01.

Full description at Econpapers || Download paper

2
352013The History of Cyclical Macroprudential Policy in the United States. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-08.

Full description at Econpapers || Download paper

2
362017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

2
372015Systemic Risk: The Dynamics under Central Clearing. (2015). Rajan, Sriram ; Cheng, Allen W ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

Full description at Econpapers || Download paper

2
382016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

2
392017The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:17-03.

Full description at Econpapers || Download paper

1
402015The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Shore, Stephen H ; Scharlemann, Therese C. In: Working Papers. RePEc:ofr:wpaper:15-06.

Full description at Econpapers || Download paper

1
412013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:13-10.

Full description at Econpapers || Download paper

1
422016The Market-implied Probability of European Government Intervention in Distressed Banks. (2016). Rajan, Sriram ; Kay, Benjamin ; Glasserman, Paul ; Neuberg, Richard. In: Working Papers. RePEc:ofr:wpaper:16-10.

Full description at Econpapers || Download paper

1
432014Hedging Market Risk in Optimal Liquidation. (2014). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:14-08.

Full description at Econpapers || Download paper

1
442015Systemwide Commonalities in Market Liquidity. (2015). Piontek, Thomas ; Liechty, John C ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-11.

Full description at Econpapers || Download paper

1
452015Liquidity Risk, Bank Networks, and the Value of Joining the Federal Reserve System. (2015). Jaremski, Matthew ; Richardson, Gary ; Park, Haelim ; Calomiris, Charles W. In: Working Papers. RePEc:ofr:wpaper:15-05.

Full description at Econpapers || Download paper

1
462013How Likely is Contagion in Financial Networks?. (2013). McCormick, Matthew ; Calahan, Lynn . In: Working Papers. RePEc:ofr:wpaper:13-09.

Full description at Econpapers || Download paper

1
472014Structural GARCH: The Volatility-Leverage Connection. (2014). Engle, Robert ; Siriwardane, Emil. In: Working Papers. RePEc:ofr:wpaper:14-07.

Full description at Econpapers || Download paper

1
482014Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06.

Full description at Econpapers || Download paper

1
492015Safe Assets as Commodity Money. (2015). Kay, Benjamin ; Eden, Maya. In: Working Papers. RePEc:ofr:wpaper:15-23.

Full description at Econpapers || Download paper

1
502013Common Ground: The Need for a Universal Mortgage Loan Identifier. (2013). Calahan, Lynn ; McCormick, Matthew. In: Working Papers. RePEc:ofr:wpaper:13-12.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

54
22015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

11
32014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

6
42015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

5
52015Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

4
62016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

Full description at Econpapers || Download paper

4
72016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

3
82015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16.

Full description at Econpapers || Download paper

3
92014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

3
102013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

3
112012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

3
122016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

3
132014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

3
142017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

3
152015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

2
162017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

2
172015Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

2
182015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

2
192018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04.

Full description at Econpapers || Download paper

2
202016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 7
YearTitle
2019Regulatory complexity and the quest for robust regulation. (2019). Sánchez Serrano, Antonio ; Schnabel, Isabel ; Kemp, Malcolm ; Gai, Prasanna. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20198.

Full description at Econpapers || Download paper

2019Credit Supply: Are there negative spillovers from banks’ proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael. In: Research Memorandum. RePEc:unm:umagsb:2019005.

Full description at Econpapers || Download paper

2019Credit Supply: Are there negative spillovers from banks’ proprietary trading? (RM/19/005-revised-). (2019). Kleimeier, Stefanie ; Kurz, Michael. In: Research Memorandum. RePEc:unm:umagsb:2019026.

Full description at Econpapers || Download paper

2019Credit Supply: Are there negative spillovers from banks proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael. In: DNB Working Papers. RePEc:dnb:dnbwpp:657.

Full description at Econpapers || Download paper

2019Systemic Risk and Collateral Adequacy. (2019). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:19-23.

Full description at Econpapers || Download paper

2019An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds. (2019). Fiedor, Paweł ; Katsoulis, Petros. In: Financial Stability Notes. RePEc:cbi:fsnote:2/fs/19.

Full description at Econpapers || Download paper

2019Swing Pricing and Fragility in Open-end Mutual Funds. (2019). Suntheim, Felix ; Kahraman, Bige ; Kacperczyk, Marcin ; Jin, Dunhong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13929.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2018

YearCiting document

Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document
2016Liquidity Risk, Bank Networks, and the Value of Joining the Federal Reserve System. (2016). Richardson, Gary ; Jaremski, Matthew ; Park, Haelim ; Calomiris, Charles W. In: Working Paper. RePEc:fip:fedrwp:16-06.

Full description at Econpapers || Download paper

2016Endogenous Bank Networks and Contagion. (2016). He, Jieshuang . In: Caepr Working Papers. RePEc:inu:caeprp:2016005.

Full description at Econpapers || Download paper

2016Mobile Collateral versus Immobile Collateral. (2016). Gorton, Gary ; Muir, Tyler. In: NBER Working Papers. RePEc:nbr:nberwo:22619.

Full description at Econpapers || Download paper

20162016 Financial Stability Report. (2016). . In: Reports. RePEc:ofr:report:16-3.

Full description at Econpapers || Download paper

2016Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim. In: Working Papers. RePEc:ofr:wpaper:16-03.

Full description at Econpapers || Download paper

2016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

Full description at Econpapers || Download paper