14
H index
18
i10 index
2291
Citations
Federal Reserve Bank of New York | 14 H index 18 i10 index 2291 Citations RESEARCH PRODUCTION: 16 Articles 21 Papers RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pyo66 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tanju Yorulmazer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 6 |
The Review of Financial Studies | 2 |
Journal of Financial Intermediation | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 8 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Liberty Street Economics / Federal Reserve Bank of New York | 3 |
Staff Reports / Federal Reserve Bank of New York | 2 |
Year | Title of citing document | |
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2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017. Full description at Econpapers || Download paper | |
2023 | Too-many-to-fail and the Design of Bailout Regimes. (2023). Zeng, Jing ; Wagner, Wolf. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:230. Full description at Econpapers || Download paper | |
2023 | BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178. Full description at Econpapers || Download paper | |
2024 | Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper | |
2024 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper | |
2023 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper | |
2024 | Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642. Full description at Econpapers || Download paper | |
2024 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper | |
2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper | |
2023 | Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440. Full description at Econpapers || Download paper | |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper | |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper | |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046. Full description at Econpapers || Download paper | |
2023 | Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2023). Steffen, Sascha ; Jager, Maximilian ; Borchert, Lea ; Acharya, Viral V. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_446. Full description at Econpapers || Download paper | |
2023 | Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following “Sin” Bank Closures. (2023). Popova, Svetlana ; Ongena, Steven ; Turdyeva, Natalia ; Mamonov, Mikhail ; Goncharenko, Roman. In: CERGE-EI Working Papers. RePEc:cer:papers:wp754. Full description at Econpapers || Download paper | |
2023 | Measuring Fraud in Banking and its Impact on the Economy: A Quasi-Natural Experiment. (2023). Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp755. Full description at Econpapers || Download paper | |
2023 | A Monetary Equilibrium with the Lender of Last Resort. (2023). Watanabe, Makoto ; Matsuoka, Tarishi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10439. Full description at Econpapers || Download paper | |
2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper | |
2023 | Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09. Full description at Econpapers || Download paper | |
2023 | A Monetary Equilibrium with the Lender of Last Resort. (2023). Matsuoka, Tarishi ; Watanabe, Makoto. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-010e. Full description at Econpapers || Download paper | |
2024 | The macroeconomics of liquidity in financial intermediation. (2024). Sheedy, Kevin D ; Porcellacchia, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242939. Full description at Econpapers || Download paper | |
2023 | Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1. Full description at Econpapers || Download paper | |
2023 | Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China. (2023). Zhang, Huan ; Wu, Yuhui ; Liu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001766. Full description at Econpapers || Download paper | |
2023 | Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks. (2023). Varghese, Richard ; Haque, Sharjil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000652. Full description at Econpapers || Download paper | |
2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper | |
2024 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149. Full description at Econpapers || Download paper | |
2023 | Bank competition and zombie company: Empirical evidence from China. (2023). Zhao, Jingmei ; Ren, Meixu ; Shen, YU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:297-318. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419. Full description at Econpapers || Download paper | |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper | |
2023 | Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420. Full description at Econpapers || Download paper | |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper | |
2023 | Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651. Full description at Econpapers || Download paper | |
2023 | Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275. Full description at Econpapers || Download paper | |
2023 | Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133. Full description at Econpapers || Download paper | |
2023 | Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205. Full description at Econpapers || Download paper | |
2023 | Depositor market discipline: New evidence from selling failed banks. (2023). Zhou, Tim ; Upreti, Vineet ; Molyneux, Philip. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002831. Full description at Econpapers || Download paper | |
2023 | A new way of measuring effects of financial crisis on contagion in currency markets. (2023). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002806. Full description at Econpapers || Download paper | |
2023 | Mixed ownership reform and the short-term debt for long-term investment of non-state-owned enterprises: Evidence from China. (2023). Guo, Tongtong ; Gao, Feiyang ; Chen, Lirong ; Huang, Xuanhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003770. Full description at Econpapers || Download paper | |
2023 | Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295. Full description at Econpapers || Download paper | |
2024 | Maturity mismatched investment, digital financial inclusion, and digital orientation: Evidence from China. (2024). Lin, Yu-En ; Yang, Zhonghai ; Xu, Meng. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004738. Full description at Econpapers || Download paper | |
2024 | Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954. Full description at Econpapers || Download paper | |
2023 | Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086. Full description at Econpapers || Download paper | |
2023 | Corporate maturity mismatch and enterprise digital transformation: Evidence from China. (2023). Chang, XI ; Wu, Fei ; Che, Dexin ; Hu, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300051x. Full description at Econpapers || Download paper | |
2023 | Responses of US equity market sectors to the Silicon Valley Bank implosion. (2023). Yousaf, Imran ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003069. Full description at Econpapers || Download paper | |
2023 | The green energy transition and the 2023 Banking Crisis. (2023). Wagner, Alexander F ; Dercole, Francesco. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008656. Full description at Econpapers || Download paper | |
2023 | Macro-prudential policy and systemic risk of real estate firms: Evidence from China. (2023). Kong, Dongmin ; Wang, Lijuan ; Li, Xiao-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008905. Full description at Econpapers || Download paper | |
2024 | Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wu, JI ; Chen, Minghua ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x. Full description at Econpapers || Download paper | |
2024 | Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks. (2024). Nie, Chun-Xiao ; Chen, Jinyan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002174. Full description at Econpapers || Download paper | |
2024 | Does social dishonesty accelerate corporate maturity mismatch of investment and financing?. (2024). Lai, Huisu ; Huang, Ting ; Gao, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004379. Full description at Econpapers || Download paper | |
2024 | Bridging the gap: Digital finances role in addressing maturity mismatch in investment and financing for agricultural enterprises. (2024). Zhu, Xingwang ; Jin, Tianquan ; Jiao, Ziyan ; Shao, Fangjing. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004458. Full description at Econpapers || Download paper | |
2023 | Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097. Full description at Econpapers || Download paper | |
2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. Full description at Econpapers || Download paper | |
2024 | Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111. Full description at Econpapers || Download paper | |
2023 | Sovereign debt responses to the COVID-19 pandemic. (2023). Zheng, Huanhuan. In: Journal of International Economics. RePEc:eee:inecon:v:143:y:2023:i:c:s0022199623000521. Full description at Econpapers || Download paper | |
2023 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895. Full description at Econpapers || Download paper | |
2023 | Do peer effects matter in bank risk? Some cross-country evidence. (2023). Wu, JI ; Chen, Minghua ; Wang, Peiwen ; Yan, Yuanyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001129. Full description at Econpapers || Download paper | |
2023 | Compensation regulation in banking: Executive director behavior and bank performance after the EU bonus cap. (2023). Koetter, Michael ; Wagner, Konstantin ; Colonnello, Stefano. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000994. Full description at Econpapers || Download paper | |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper | |
2023 | Who borrows from the Eurosystem’s lender-of-the-last-resort facility?. (2023). Weber, Patrick ; Fecht, Falko. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000468. Full description at Econpapers || Download paper | |
2023 | The importance of deposit insurance credibility. (2023). Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300122x. Full description at Econpapers || Download paper | |
2023 | CEO social connections and bank systemic risk: The “dark side” of social networks. (2023). Qi, Yaxuan ; Manu, Sylvester Adasi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001863. Full description at Econpapers || Download paper | |
2023 | Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25. Full description at Econpapers || Download paper | |
2023 | The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280. Full description at Econpapers || Download paper | |
2023 | Allocating losses: Bail-ins, bailouts and bank regulation. (2023). Keister, Todd ; Mitkov, Yuliyan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000686. Full description at Econpapers || Download paper | |
2023 | Foreseen risks. (2023). Wachter, Jessica A ; Grotteria, Marco ; Gomes, Joo F. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001023. Full description at Econpapers || Download paper | |
2023 | Restoring confidence in troubled financial institutions after a financial crisis. (2023). Carlson, Mark ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000651. Full description at Econpapers || Download paper | |
2023 | Mitigating fire sales with a central clearing counterparty. (2023). Vuillemey, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000281. Full description at Econpapers || Download paper | |
2023 | Bank restructuring under asymmetric information: The role of bad loan sales. (2023). Suarez, Javier ; Segura, Anatoli. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:56:y:2023:i:c:s1042957323000414. Full description at Econpapers || Download paper | |
2023 | Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472. Full description at Econpapers || Download paper | |
2023 | Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074. Full description at Econpapers || Download paper | |
2023 | Capital account liberalization and corporate maturity mismatch: The role of bank competition. (2023). Ding, Hui ; Wang, Meng ; Si, Deng-Kui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002081. Full description at Econpapers || Download paper | |
2023 | Bank liquidity hoarding and bank systemic risk: The moderating effect of economic policy uncertainty. (2023). Wang, YU ; Lu, Yiming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002603. Full description at Econpapers || Download paper | |
2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper | |
2023 | Contagion and supervision of liquidity crisis in interbank markets: Based on the SIS network model. (2023). Chen, Naixi ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007719. Full description at Econpapers || Download paper | |
2023 | Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191. Full description at Econpapers || Download paper | |
2023 | Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Lan, Thi Ngoc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:146-157. Full description at Econpapers || Download paper | |
2023 | How does central bank transparency affect systemic risk? Evidence from developed and developing countries. (2023). Lee, Chien-Chiang ; Liang, Qian ; Zhang, Xiaoming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:101-115. Full description at Econpapers || Download paper | |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper | |
2023 | Systemic risk in European banks: Does ownership structure matter?. (2023). Jean- Laurent Viviani, ; Srour, Zainab ; Saghi, Nadia ; Jezzini, Mohamad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:88-111. Full description at Econpapers || Download paper | |
2024 | Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132. Full description at Econpapers || Download paper | |
2024 | The longer-term impact of TARP on banks’ default risk. (2024). Ghosh, Chinmoy ; Gao, Jieqiong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:346-357. Full description at Econpapers || Download paper | |
2024 | Financial market integration and the effects of financing constraints on innovation. (2024). Heller, David. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:4:s0048733324000374. Full description at Econpapers || Download paper | |
2024 | Emergency liquidity injections. (2024). Garvin, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1496-1513. Full description at Econpapers || Download paper | |
2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 188 |
2008 | Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2011 | Rollover Risk and Market Freezes In: Journal of Finance. [Citation analysis] | article | 272 |
2009 | Rollover Risk and Market Freezes.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
2010 | Rollover Risk and Market Freezes.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
2008 | Network models and financial stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 521 |
2007 | Network models and financial stability.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 521 | article | |
2009 | Endogenous choice of bank liquidity: the role of fire sales In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
2007 | Too many to fail - an analysis of time-inconsistency in bank closure policies In: Bank of England working papers. [Full Text][Citation analysis] | paper | 411 |
2004 | Too Many to Fail - An Analysis of Time Inconsistency in Bank Closure Policies.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 411 | paper | |
2007 | Too many to fail--An analysis of time-inconsistency in bank closure policies.(2007) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 411 | article | |
2007 | Cash-in-the-market pricing and optimal resolution of bank failures In: Bank of England working papers. [Full Text][Citation analysis] | paper | 201 |
2008 | Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures.(2008) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | article | |
2003 | Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2005 | Cash-in-the-Market Pricing and Optimal Bank Bailout Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | Fire Sales, Foreign Entry and Bank Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Fire-sale FDI In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2009 | A Theory of Slow-Moving Capital and Contagion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2009 | On the dynamics and severity of bank runs: An experimental study In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 97 |
2014 | Literature review on the stability of funding models In: Economic Policy Review. [Full Text][Citation analysis] | article | 3 |
2014 | Case studies on disruptions during the crisis In: Economic Policy Review. [Full Text][Citation analysis] | article | 10 |
2014 | Stability of funding models: an analytical framework In: Economic Policy Review. [Full Text][Citation analysis] | article | 21 |
2014 | Bank resolution concepts, trade-offs, and changes in practices In: Economic Policy Review. [Full Text][Citation analysis] | article | 11 |
2014 | What makes large bank failures so messy and what should be done about it? In: Economic Policy Review. [Full Text][Citation analysis] | article | 4 |
2010 | Systemic risk and deposit insurance premiums In: Economic Policy Review. [Full Text][Citation analysis] | article | 34 |
2014 | What Makes a Bank Stable? A Framework for Analysis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Factors that Affect Bank Stability In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Why Large Bank Failures Are So Messy and What to Do about It? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | Liquidity hoarding In: Staff Reports. [Full Text][Citation analysis] | paper | 43 |
2013 | Liquidity hoarding.(2013) In: Theoretical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2015 | Watering a lemon tree: heterogeneous risk taking and monetary policy transmission In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2010 | Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 69 |
2008 | Information Contagion and Bank Herding In: Journal of Money, Credit and Banking. [Citation analysis] | article | 164 |
2009 | Crisis Resolution and Bank Liquidity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 152 |
2011 | Crisis Resolution and Bank Liquidity.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | article | |
2023 | Contagion Effects of the Silicon Valley Bank Run In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2003 | Herd Behavior, Bank Runs and Information Disclosure In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team