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Financial contagion risk and the stochastic discount factor
Piccotti, Louis R. - In: Journal of banking & finance 77 (2017), pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
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Essays in financial economics
Choi, Dong Beom - 2012
Persistent link: https://www.econbiz.de/10011817006
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Optimal equity infusions in interbank networks
Amini, Hamed; Minca, Andreea; Sulem, Agnès - In: Journal of financial stability 31 (2017), pp. 1-17
Persistent link: https://www.econbiz.de/10011877518
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Contagion and systemic risks : the case of Indonesian banking
Alfiana; Sule, Ernie Tisnawati; Sutisna; Masyita, Dian - In: International journal of business and globalisation : IJBG 19 (2017) 3, pp. 396-413
Persistent link: https://www.econbiz.de/10011848749
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Conditional extremes in asymmetric financial markets
Nolde, Natalia; Zhang, Jinyuan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
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Regulating financial networks under uncertainty
Ramírez, Carlos - 2019 - This version: July 26, 2019
improvements. Under certain conditions, regulation that reduces the risk-taking incentives of a small set of institutions can …
Persistent link: https://www.econbiz.de/10012181962
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Regulating financial networks under uncertainty
Ramírez, Carlos - 2020
improvements. Under certain conditions, regulation that reduces the risk-taking incentives of a small set of institutions can …
Persistent link: https://www.econbiz.de/10012162697
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Fiscal risk and financial fragility
Silva, Thiago Christiano; Guerra, Solange Maria; Tabak, … - 2019
Persistent link: https://www.econbiz.de/10012167361
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Interconnectedness as a source of uncertainty in systemic risk
Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E. - In: Journal of financial stability 35 (2018), pp. 93-106
Persistent link: https://www.econbiz.de/10012156845
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Tracing Contagion Risk : From Crypto or Stock?
Dong, Stephanie; Fang, Vivian W.; Lin, Wenwei - 2023
The increasing crypto-stock comovement has spurred concerns over digital assets’ ripple effects and systemic risks. We closely examine this comovement and report two findings. First, the crypto-stock correlation hovered around zero before March 2020 but increased strikingly after. This shift...
Persistent link: https://www.econbiz.de/10014253915