Saqib Jafarey
Personal Details
First Name: | Saqib |
Middle Name: | |
Last Name: | Jafarey |
Suffix: | |
RePEc Short-ID: | pja36 |
| |
http://www.staff.city.ac.uk/~jafarey/ | |
Department of Economics City University Northampton Square London EC1V 0HB U.K. | |
44-20-7040-4506 |
Affiliation
Department of Economics
City University
London, United Kingdomhttps://www.city.ac.uk/about/schools/policy-global-affairs/economics
RePEc:edi:decituk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- giulia iori and Saqib Jafarey, 2001.
"Interbank Lending, reserve requirements and systemic risk,"
Computing in Economics and Finance 2001
63, Society for Computational Economics.
- Giulia Iori & Saqib Jafarey & Francisco Padilla, 2003. "Interbank Lending, Reserve Requirements and Systemic Risk," Modeling, Computing, and Mastering Complexity 2003 17, Society for Computational Economics.
Articles
- Michael Gort & Saqib Jafarey & Peter Rupert, 1999. "Defining capital in growth models," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 19-23.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- giulia iori and Saqib Jafarey, 2001.
"Interbank Lending, reserve requirements and systemic risk,"
Computing in Economics and Finance 2001
63, Society for Computational Economics.
- Giulia Iori & Saqib Jafarey & Francisco Padilla, 2003. "Interbank Lending, Reserve Requirements and Systemic Risk," Modeling, Computing, and Mastering Complexity 2003 17, Society for Computational Economics.
Cited by:
- Dairo Estrada & Daniel Osorio, 2006.
"A Market Risk Approach to Liquidity Risk and Financial Contagion,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(50), pages 242-271, June.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," Borradores de Economia 1921, Banco de la Republica.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001.
"Microscopic Models of Financial Markets,"
Papers
cond-mat/0110354, arXiv.org.
- Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006. "Microscopic models of financial markets," Economics Working Papers 2006-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 677-684.
- Sever, Can, 2014. "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper 55602, University Library of Munich, Germany.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.
- Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.
- Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "Measuring systemic vulnerability in European banking systems," Journal of Financial Stability, Elsevier, vol. 36(C), pages 279-292.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2016. "Measuring Systemic Stress in European Banking Systems," Discussion Papers in Economics 16/19, Division of Economics, School of Business, University of Leicester.
Articles
- Michael Gort & Saqib Jafarey & Peter Rupert, 1999.
"Defining capital in growth models,"
Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 19-23.
Cited by:
- Bouton, L. & Sumlinski, M.A., 2000. "Trends in Private Investment in Developing Countries. Statistics for 1970-1998," Papers 41, World Bank - International Finance Corporation.
- Lawrence Bouton & Mariusz A. Sumlinski, 2000. "Trends in Private Investment in Developing Countries : Statistics for 1970-1998," World Bank Publications - Books, The World Bank Group, number 13986.
More information
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Corrections
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