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The credit quality channel : modeling contagion in the interbank market

Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - In: Journal of financial stability 25 (2016), pp. 83-97

Persistent link: https://www.econbiz.de/10011704790

Systemic risk : a network approach

Hasse, Jean-Baptiste - In: Empirical economics : a quarterly journal of the … 63 (2022) 1, pp. 313-344

Persistent link: https://www.econbiz.de/10013440289

Bad bad contagion

Londono, Juan M. - In: Journal of banking & finance 108 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012224755

Vulnerable banks

Greenwood, Robin; Landier, Augustin; Thesmar, David - In: Journal of financial economics 115 (2015) 3, pp. 471-485

Persistent link: https://www.econbiz.de/10011347454

Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction

Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 94 (2018), pp. 117-141

Persistent link: https://www.econbiz.de/10012004377

Domestic banking industry network analysis: the sovereign-bank nexus

Thomas, Natalie; Duke, Kateri - 2022

Persistent link: https://www.econbiz.de/10013455023

Shock amplification in an interconnected financial system of banks and investment funds

Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; … - 2021

This paper shows how the combined endogenous reaction of banks and investment funds to an exogenous shock can amplify … model of contagion propagation using a very large and granular data set for the euro area. Based on the economic shock … caused by the Covid-19 outbreak, we model three sources of exogenous shocks: a default shock, a market shock and a redemption …

Persistent link: https://www.econbiz.de/10012603035

Shock amplification in an interconnected financial system of banks and investment funds

Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; … - In: Journal of financial stability 71 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014533535

Cross-border exposures and financial contagion

Degryse, Hans; Elahi, Muhammad Ather; Penas, María Fabiana - In: International review of finance 10 (2010) 2, pp. 209-240

Persistent link: https://www.econbiz.de/10003991365

Sovereign credit spreads, banking fragility, and global factors

Chari, Anusha; Garcés, Felipe; Martínez, Juan Francisco; … - 2022

Persistent link: https://www.econbiz.de/10013281393