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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Systemic risk"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial stability
78
Journal of banking & finance
71
Finance research letters
32
IMF working papers
32
Working paper series / European Central Bank
29
Journal of international financial markets, institutions & money
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International review of financial analysis
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Journal of risk management in financial institutions
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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1
Fair value accounting, illiquid assets, and financial stability
Mahieux, Lucas
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014470041
Saved in:
2
Privacy-preserving network analytics
Hastings, Marcella
;
Falk, Brett Hemenway
;
Tsoukalas, Gerry
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5482-5500
Persistent link: https://www.econbiz.de/10014392936
Saved in:
3
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
4
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
Saved in:
5
The impact of sovereign shocks
Manzo, Gerardo
;
Picca, Antonio
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 3113-3132
Persistent link: https://www.econbiz.de/10012268637
Saved in:
6
Imperfect renegotiations in interbank financial networks
David, Alexander
;
Lehar, Alfred
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2342-2359
Persistent link: https://www.econbiz.de/10012039785
Saved in:
7
Vulnerability analysis of the financial network
Khabazian, Aein
;
Peng, Jiming
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3302-3321
Persistent link: https://www.econbiz.de/10012039993
Saved in:
8
Interbank networks and backdoor bailouts : benefiting from other banks' government guarantees
Eisert, Tim
;
Eufinger, Christian
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3673-3693
Persistent link: https://www.econbiz.de/10012062744
Saved in:
9
Quantitative easing and volatility spillovers across countries and asset classes
Yang, Zihui
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
63
(
2017
)
2
,
pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
Saved in:
10
Understanding bank-run contagion
Brown, Martin
;
Trautmann, Stefan T.
;
Vlahu, Razvan
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2272-2282
Persistent link: https://www.econbiz.de/10011729387
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