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~isPartOf:"International journal of theoretical and applied finance"
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Systemic risk
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4
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Bichuch, Maxim
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Durand, Cyril
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International journal of theoretical and applied finance
Journal of financial stability
113
Journal of banking & finance
111
IMF working papers
84
Finance research letters
59
Working paper series / European Central Bank
43
NBER working paper series
40
Discussion paper / Centre for Economic Policy Research
36
International review of financial analysis
36
Working paper / National Bureau of Economic Research, Inc.
35
Journal of international financial markets, institutions & money
34
Economic modelling
33
Journal of economic dynamics & control
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Journal of risk management in financial institutions
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NBER Working Paper
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SAFE working paper
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Research in international business and finance
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Risks : open access journal
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Staff working papers / Bank of England
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The North American journal of economics and finance : a journal of financial economics studies
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Staff reports / Federal Reserve Bank of New York
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Working paper
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CESifo working papers
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Applied economics
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Applied economics letters
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Journal of risk and financial management : JRFM
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ECB Working Paper
17
Journal of banking regulation
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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SpringerLink / Bücher
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The journal of network theory in finance
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1
Systemic risk : the effect of market confidence
Bichuch, Maxim
;
Chen, Ke
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496805
Saved in:
2
Bank panics and fire sales, insolvency and illiquidity
Hurd, T. R.
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011926614
Saved in:
3
Lost in contagion? : building a liquidation index from covariance dynamics
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686776
Saved in:
4
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
5
Double cascade model of financial crises
Hurd, T. R.
;
Cellai, Davide
;
Melnik, Sergey
;
Shao, …
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011524901
Saved in:
6
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
7
CVA under alternative settlement conventions and with systemic risk
Durand, Cyril
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010233319
Saved in:
8
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
9
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
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