Working Papers / Office of Financial Research, US Department of the Treasury
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.14 | 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 | 0.18 | 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 | 0.11 | |||||
| 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 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2001 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2003 | 0 | 0.41 | 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 | 0.26 | |||||
| 2007 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2008 | 0 | 0.45 | 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 | 0.19 | |||||
| 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 | 162 | 1 | 1 | 0 | 0 | 0 | 1 | 0.33 | 0.26 | |||
| 2013 |  3.33 |
0.52 | 1.33 | 3.33 | 12 | 15 | 38 | 20 | 21 | 3 | 10 | 3 | 10 | 6 | 30 | 9 | 0.75 | 0.24 |
| 2014 | 1 |
0.55 | 0.83 | 1 | 9 | 24 | 50 | 20 | 41 | 15 | 15 | 15 | 15 | 4 | 20 | 3 | 0.33 | 0.28 |
| 2015 | 1.05 |
0.54 | 1.38 | 2.21 | 24 | 48 | 45 | 66 | 107 | 21 | 22 | 24 | 53 | 8 | 12.1 | 5 | 0.21 | 0.28 |
| 2016 | 0.64 |
0.58 | 1.19 | 1.25 | 14 | 62 | 24 | 74 | 181 | 33 | 21 | 48 | 60 | 12 | 16.2 | 9 | 0.64 | 0.29 |
| 2017 |  0.39 |
0.6 | 0.9 | 0.94 | 7 | 69 | 2 | 62 | 243 | 38 | 15 | 62 | 58 | 2 | 3.2 | 0 | 0.3 | |
| 2018 | 0.48 |
0.62 | 0.92 | 0.45 | 6 | 75 | 1 | 69 | 312 | 21 | 10 | 66 | 30 | 0 | 0 | 0.33 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | A 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 | 149 |
| 2 | 2014 | Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers || Download paper | 19 |
| 3 | 2012 | Using 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 | 16 |
| 4 | 2014 | An 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 | 15 |
| 5 | 2013 | Hedge 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 |
| 6 | 2013 | Systematic 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 |
| 7 | 2015 | Are 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 |
| 8 | 2014 | A 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 |
| 9 | 2016 | Bank 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 | 7 |
| 10 | 2015 | Dynamical 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 | 6 |
| 11 | 2015 | Reference 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 |
| 12 | 2014 | The 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 |
| 13 | 2013 | Hedge 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 |
| 14 | 2015 | Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22. Full description at Econpapers || Download paper | 6 |
| 15 | 2015 | Are 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 |
| 16 | 2013 | Stress 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 |
| 17 | 2014 | Effects 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 |
| 18 | 2013 | CoCos, 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 |
| 19 | 2016 | Does 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 | 4 |
| 20 | 2015 | Hidden 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 | 4 |
| 21 | 2016 | Interbank 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 |
| 22 | 2015 | Bounding 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 |
| 23 | 2016 | Interconnectedness 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 |
| 24 | 2015 | Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14. Full description at Econpapers || Download paper | 3 |
| 25 | 2013 | Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02. Full description at Econpapers || Download paper | 3 |
| 26 | 2016 | Do 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 | 2 |
| 27 | 2016 | Stopping 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 |
| 28 | 2016 | Form 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 |
| 29 | 2013 | The 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 |
| 30 | 2018 | Swing 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 |
| 31 | 2016 | Stressed 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 |
| 32 | 2015 | Gauging 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 | 2 |
| 33 | 2016 | The 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 |
| 34 | 2013 | CoCos, 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 |
| 35 | 2013 | Stress 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 |
| 36 | 2014 | Hedging Market Risk in Optimal Liquidation. (2014). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:14-08. Full description at Econpapers || Download paper | 1 |
| 37 | 2017 | The 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 |
| 38 | 2015 | Liquidity 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 |
| 39 | 2013 | How 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 |
| 40 | 2016 | The 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 |
| 41 | 2014 | Structural 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 |
| 42 | 2014 | Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06. Full description at Econpapers || Download paper | 1 |
| 43 | 2015 | Systemic 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 | 1 |
| 44 | 2013 | Common 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 |
| 45 | 2015 | Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks. (2015). Bookstaber, Richard ; Zhang, Zhizun ; Venkatasubramanian, Venkat ; Luo, YU ; Iyengar, Garud ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-01. Full description at Econpapers || Download paper | 1 |
| 46 | 2017 | How 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 | 1 |
| 47 | 2015 | Safe Assets as Commodity Money. (2015). Kay, Benjamin ; Eden, Maya. In: Working Papers. RePEc:ofr:wpaper:15-23. Full description at Econpapers || Download paper | 1 |
| 48 | 2013 | Cryptography 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 | 1 |
| 49 | 2016 | Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12. Full description at Econpapers || Download paper | 1 |
| 50 | 2017 | The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04. Full description at Econpapers || Download paper | 1 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | A 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 | 67 |
| 2 | 2014 | Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers || Download paper | 9 |
| 3 | 2014 | An 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 | 8 |
| 4 | 2013 | Systematic 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 | 6 |
| 5 | 2015 | Dynamical 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 | 5 |
| 6 | 2013 | Hedge 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 | 5 |
| 7 | 2012 | Using 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 | 4 |
| 8 | 2016 | Bank 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 |
| 9 | 2015 | Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22. Full description at Econpapers || Download paper | 4 |
| 10 | 2015 | Are 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 | 4 |
| 11 | 2016 | Interconnectedness 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 |
| 12 | 2016 | Interbank 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 |
| 13 | 2015 | Bounding 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 |
| 14 | 2015 | Are 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 | 3 |
| 15 | 2014 | A 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 |
| 16 | 2015 | Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14. Full description at Econpapers || Download paper | 3 |
| 17 | 2015 | Reference 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 | 3 |
| 18 | 2016 | Does 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 | 3 |
| 19 | 2015 | Hidden 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 |
| 20 | 2016 | Do 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 | 2 |
| 21 | 2018 | Swing 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 |
| 22 | 2014 | Effects 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 | 2 |
| 23 | 2016 | The 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 |
| Year | Title | |
|---|---|---|
| 2018 | Employment in the Great Recession : How Important Were Household Credit Supply Shocks?. (2018). Garcia, Daniel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-74. Full description at Econpapers || Download paper | |
| 2018 | . Full description at Econpapers || Download paper | |
| 2018 | The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210. Full description at Econpapers || Download paper | |
| 2018 | The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558. Full description at Econpapers || Download paper | |
| 2018 | Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746. Full description at Econpapers || Download paper | |
| 2018 | Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090. Full description at Econpapers || Download paper | |
| 2018 | ||
| 2018 | Systemic Risk and the Great Depression. (2018). Vossmeyer, Angela ; Mitchener, Kris James ; Das, Sanjiv R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7425. Full description at Econpapers || Download paper | |
| 2018 | Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121. Full description at Econpapers || Download paper | |
| 2018 | System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document |
|---|
Recent citations received in 2017
| Year | Citing document |
|---|
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | Liquidity 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 | |
| 2016 | Endogenous Bank Networks and Contagion. (2016). He, Jieshuang . In: Caepr Working Papers. RePEc:inu:caeprp:2016005. Full description at Econpapers || Download paper | |
| 2016 | Mobile Collateral versus Immobile Collateral. (2016). Gorton, Gary ; Muir, Tyler. In: NBER Working Papers. RePEc:nbr:nberwo:22619. Full description at Econpapers || Download paper | |
| 2016 | 2016 Financial Stability Report. (2016). . In: Reports. RePEc:ofr:report:16-3. Full description at Econpapers || Download paper | |
| 2016 | Stopping 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 | |
| 2016 | Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | United States; Financial Sector Assessment Program-Stress Testing-Technical Notes. (2015). International Monetary Fund. Monetary, ; Capital Markets Department, ; International Monetary Fund. Monetary, . In: IMF Staff Country Reports. RePEc:imf:imfscr:15/173. Full description at Econpapers || Download paper | |
| 2015 | March Madness in Wall Street; (What) Does the Market Learn from Stress Tests?. (2015). Igan, Deniz ; Fernandes, Marcelo ; Pinheiro, Marcelo . In: IMF Working Papers. RePEc:imf:imfwpa:15/271. Full description at Econpapers || Download paper | |
| 2015 | March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Igan, Deniz ; Fernandes, Marcelo ; Pinheiro, Marcelo . In: Working Papers. RePEc:qmw:qmwecw:771. Full description at Econpapers || Download paper | |
| 2015 | March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Working Papers. RePEc:qmw:qmwecw:wp771. Full description at Econpapers || Download paper | |
| 2015 | Network science: a useful tool in economics and finance. (2015). Kenett, Dror ; Havlin, Shlomo. In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:14:y:2015:i:2:p:155-167. Full description at Econpapers || Download paper |