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Machine learning and causality : the impact of financial crises on growth

Tiffin, Andrew - 2019

Machine learning tools are well known for their success in prediction. But prediction is not causation, and causal discovery is at the core of most questions concerning economic policy. Recently, however, the literature has focused more on issues of causality. This paper gently introduces some...

Persistent link: https://www.econbiz.de/10012154563

Contagion effects of the Silicon Valley Bank run

Choi, Dong Beom; Goldsmith-Pinkham, Paul; Yorulmazer, Tanju - 2023

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank …

Persistent link: https://www.econbiz.de/10014540982

Essays on bank runs, contagion and systemic risk

Yorulmazer, Tanju - 2003

Persistent link: https://www.econbiz.de/10003386151

Autonomously interacting banks

Lengwiler, Yvan; Maringer, Dietmar G. - 2011

this mechanism, fire sales can lead to contagion, and one failing bank can cause several more to follow suit. …

Persistent link: https://www.econbiz.de/10009305791

Too interconnected to fail : a survey of the interbank networks literature

Hüser, Anne-Caroline - In: The journal of network theory in finance 1 (2015) 3, pp. 1-50

Persistent link: https://www.econbiz.de/10011399495

Drivers of systemic banking crises : the role of financial account structure and financial integration

Ahrend, Rudiger; Goujard, Antoine - In: International finance 17 (2014) 2, pp. 135-160

Persistent link: https://www.econbiz.de/10010510536

Estimating bilateral exposures in the German interbank market : is there a danger of contagion?

Upper, Christian; Worms, Andreas - 2002

contagion depends on the precise pattern of interbank linkages. We use balance sheet information to estimate the matrix of … contagion. We find that the financial safety net (institutional guarantees for saving banks and cooperative banks) considerably … reduces - but does not eliminate - the danger of contagion. Even so, the failure of a single bank could lead to the breakdown …

Persistent link: https://www.econbiz.de/10011431377

An experiment on the causes of bank run contagions

Chakravarty, Surajeet; Fonseca, Miguel A.; Kaplan, Todd R. - In: European economic review : EER 72 (2014), pp. 39-51

Persistent link: https://www.econbiz.de/10011282089

A simulation approach to evaluate systemic risk

Brämer, Patrick; Gischer, Horst; Lücke, Christine - In: European journal of political economy 34 (2014), pp. 53-64

Persistent link: https://www.econbiz.de/10011283953

Drivers of cross-border banking exposures during the crisis

Cerutti, Eugenio M. - In: Journal of banking & finance 55 (2015), pp. 340-357

Persistent link: https://www.econbiz.de/10011379105

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