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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarktregulierung"
~subject:"Theory"
~type:"article"
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Finanzmarktregulierung
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Systemic risk
9
Systemrisiko
9
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6
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4
Kreditrisiko
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systemic risk
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contagion
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funding liquidity
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Hurd, T. R.
2
Cellai, Davide
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Durand, Cyril
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Gouriéroux, Christian
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Meinerding, Christoph
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Melnik, Sergey
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Monfort, Alain
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Rutkowski, Marek
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International journal of theoretical and applied finance
Journal of banking & finance
32
Journal of financial stability
30
Journal of economic dynamics & control
16
The journal of financial market infrastructures
11
Finance research letters
9
Journal of financial intermediation
9
Risks : open access journal
9
Economic modelling
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
International review of financial analysis
7
Journal of banking regulation
7
Journal of econometrics
7
Journal of risk management in financial institutions
7
The review of financial studies
7
Journal of international financial markets, institutions & money
6
The journal of network theory in finance
6
Annual review of financial economics
5
Insurance / Mathematics & economics
5
International review of economics & finance : IREF
5
Macroprudential supervision in insurance : theoretical and practical aspects
5
Quantitative finance
5
Computational economics
4
Economics letters
4
International journal of central banking : IJCB
4
Journal of economic behavior & organization : JEBO
4
Journal of financial economics
4
Journal of financial regulation
4
Operations research letters
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The American economic review
4
The European journal of finance
4
Annals of finance
3
Applied economics
3
Applied economics letters
3
Economic systems
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European journal of operational research : EJOR
3
Finance and stochastics
3
International journal of forecasting
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
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