From sovereigns to banks: evidence on cross-border contagion
暂无分享,去创建一个
[1] D. Schoenmaker,et al. Cross-Border Banking in Europe and Financial Stability , 2012 .
[2] Christoph Memmel,et al. Contagion in the Interbank Market with Stochastic Loss Given Default , 2012 .
[3] Christian Upper,et al. Simulation methods to assess the danger of contagion in interbank markets , 2011 .
[4] M. Čihák,et al. The Bright and the Dark Side of Cross-Border Banking Linkages , 2011, SSRN Electronic Journal.
[5] Martin Wieland,et al. The impact of sovereign credit risk on bank funding conditions , 2011 .
[6] A. Blundell-Wignall,et al. The EU Stress Test and Sovereign Debt Exposures , 2010 .
[7] Marco A. Espinosa-Vega,et al. Cross-Border Financial Surveillance: A Network Perspective , 2010, SSRN Electronic Journal.
[8] Jorge A. Chan-Lau,et al. Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems , 2010, SSRN Electronic Journal.
[9] H. Degryse,et al. Cross-Border Exposures and Financial Contagion , 2009 .
[10] M. Toivanen. Financial Interlinkages and Risk of Contagion in the Finnish Interbank Market , 2009 .
[11] Serafin Martinez Jaramillo,et al. A network model of systemic risk: stress testing the banking system 1 , 2009 .
[12] Franklin Allen,et al. Networks in Finance , 2008 .
[13] Paolo Emilio Mistrulli,et al. Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns , 2007 .
[14] Martin Čihák,et al. Introduction to Applied Stress Testing , 2007, SSRN Electronic Journal.
[15] Hans Degryse,et al. Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System , 2012 .
[16] Jean-Pierre Müller,et al. Interbank Credit Lines as a Channel of Contagion , 2006 .
[17] Iman van Lelyveld,et al. Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis , 2006 .
[18] Simon J. Wells,et al. Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion , 2004 .
[19] S. Thurner,et al. An Empirical Analysis of the Network Structure of the Austrian Interbank Market , 2004 .
[20] Craig H. Furfine,et al. Interbank Exposures: Quantifying the Risk of Contagion , 1999 .