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Ana Babus

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.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Babus, Ana & Das, Sanmay & Lee, SangMok, 2020. "The Optimal Allocation of Covid-19 Vaccines," CEPR Discussion Papers 15329, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health > Allocation and rationing

Working papers

  1. Babus, Ana & Hachem, Kinda, 2021. "Regulation and Security Design in Concentrated Markets," CEPR Discussion Papers 15861, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ana Babus & Kinda Cheryl Hachem, 2019. "Markets for Financial Innovation," NBER Working Papers 25477, National Bureau of Economic Research, Inc.
    2. Rostek, Marzena, 2021. "Comments on “Regulation and security design in concentrated markets” by A. Babus and K. Hachem (2021)," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 152-154.
    3. Thomas M. Eisenbach & Gregory Phelan, 2020. "Cournot Fire Sales," Department of Economics Working Papers 2020-10, Department of Economics, Williams College.

  2. Babus, Ana & Das, Sanmay & Lee, SangMok, 2020. "The Optimal Allocation of Covid-19 Vaccines," CEPR Discussion Papers 15329, C.E.P.R. Discussion Papers.

    Cited by:

    1. Liang Guo & Wendy Xu, 2023. "“We Are the World”: When More Equality Improves Efficiency and Antipandemic Consumptions Are Intervened," Marketing Science, INFORMS, vol. 42(2), pages 214-232, March.
    2. González-Parra, Gilberto & Villanueva-Oller, Javier & Navarro-González, F.J. & Ceberio, Josu & Luebben, Giulia, 2024. "A network-based model to assess vaccination strategies for the COVID-19 pandemic by using Bayesian optimization," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
    3. Emanuele Blasioli & Bahareh Mansouri & Srinivas Subramanya Tamvada & Elkafi Hassini, 2023. "Vaccine Allocation and Distribution: A Review with a Focus on Quantitative Methodologies and Application to Equity, Hesitancy, and COVID-19 Pandemic," SN Operations Research Forum, Springer, vol. 4(2), pages 1-32, June.
    4. L'aszl'o Czaller & GergH{o} T'oth & Bal'azs Lengyel, 2021. "Vaccine allocation to blue-collar workers," Papers 2104.04639, arXiv.org.
    5. Almagro, Milena & Orane-Hutchinson, Angelo, 2022. "JUE Insight: The determinants of the differential exposure to COVID-19 in New York city and their evolution over time," Journal of Urban Economics, Elsevier, vol. 127(C).
    6. Forslid, Rikard & Herzing, Mathias, 2021. "Whom to Vaccinate First - Some Important Trade-offs," CEPR Discussion Papers 15800, C.E.P.R. Discussion Papers.
    7. Ghazal, Ikram & Rachadi, Abdeljalil & Ez-Zahraouy, Hamid, 2022. "Optimal allocation strategies for prioritized geographical vaccination for Covid-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    8. Hadi Hosseini & Sujoy Sikdar & Rohit Vaish & Lirong Xia, 2022. "Fairly Dividing Mixtures of Goods and Chores under Lexicographic Preferences," Papers 2203.07279, arXiv.org.
    9. Kargar, Bahareh & MohajerAnsari, Pedram & Esra Büyüktahtakın, İ. & Jahani, Hamed & Talluri, Sri, 2024. "Data-driven modeling for designing a sustainable and efficient vaccine supply chain: A COVID-19 case study," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 184(C).

  3. Babus, Ana & Hachem, Kinda, 2019. "Markets for Financial Innovation," CEPR Discussion Papers 13457, C.E.P.R. Discussion Papers.

    Cited by:

    1. Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019. "A Theory of Participation in OTC and Centralized Markets," CEPR Discussion Papers 14258, C.E.P.R. Discussion Papers.
    2. Thomas M. Eisenbach & Gregory Phelan, 2020. "Cournot Fire Sales," Department of Economics Working Papers 2020-10, Department of Economics, Williams College.
    3. Jiaji An & He Di, 2024. "How Can Financial Innovation Curb Carbon Emissions in China? Exploring the Mediating Role of Industrial Structure Upgrading from a Spatial Perspective," Sustainability, MDPI, vol. 16(11), pages 1-20, May.

  4. Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ana Babus & Kinda Cheryl Hachem, 2019. "Markets for Financial Innovation," NBER Working Papers 25477, National Bureau of Economic Research, Inc.
    2. Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers 808, Society for Economic Dynamics.
    3. Marzena Rostek & Ji Hee Yoon, 2021. "Exchange Design and Efficiency," Econometrica, Econometric Society, vol. 89(6), pages 2887-2928, November.
    4. Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou, 2024. "Siphoned apart: A portfolio perspective on order flow segmentation," Journal of Financial Economics, Elsevier, vol. 154(C).
    5. Sarah Draus, 2012. "Market Power on Exchanges: Linking Price Impact to Trading Fees," CSEF Working Papers 490, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

  5. Babus, Ana & Hu, Tai-Wei, 2015. "Endogenous Intermediation in Over-the-Counter Markets," CEPR Discussion Papers 10708, C.E.P.R. Discussion Papers.

    Cited by:

    1. Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series 1088, HEC Paris.
    2. guido menzio & Gregor Jarosch & Maryam Farboodi, 2016. "Tough Middlemen," 2016 Meeting Papers 1371, Society for Economic Dynamics.
    3. Briana Chang & Shengxing Zhang, 2015. "Endogenous Market Making and Network Formation," Discussion Papers 1534, Centre for Macroeconomics (CFM).
    4. Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    5. van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    6. Grzegorz Haᴌaj & Christoffer Kok, 2015. "Modelling the emergence of the interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
    7. BEDAYO, Mikel & MAULEON, Ana & VANNETELBOSCH, Vincent, 2012. "Bargaining and delay in trading networks," LIDAM Discussion Papers CORE 2012046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. BEDAOY, Mikel & MAULEON, Ana & VANNETELBOSCH, Vincent, 2016. "Bargaining in endogenous trading networks," LIDAM Reprints CORE 2738, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    9. Simpson Zhang & Mihaela van der Schaar, 2018. "Reputational Dynamics in Financial Networks During a Crisis," Working Papers 18-03, Office of Financial Research, US Department of the Treasury.
    10. Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Discussion Papers 23/2014, Deutsche Bundesbank.
    11. Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
    12. Artem Neklyudov, 2019. "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 57-84, July.
    13. Carlos León & Miguel Sarmiento, 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Borradores de Economia 936, Banco de la Republica de Colombia.
    14. Shino Takayama, 2020. "Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading," Discussion Papers Series 621, School of Economics, University of Queensland, Australia.
    15. Sergey Nadtochiy & Mykhaylo Shkolnikov, 2018. "Mean field systems on networks, with singular interaction through hitting times," Papers 1807.02015, arXiv.org, revised Sep 2019.
    16. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    17. Song Han & Kleopatra Nikolaou, 2016. "Trading Relationships in the OTC Market for Secured Claims : Evidence from Triparty Repos," Finance and Economics Discussion Series 2016-064, Board of Governors of the Federal Reserve System (U.S.).
    18. Bougheas, Spiros, 2022. "Contagion in networks: Stability and efficiency," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 64-77.
    19. Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
    20. Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
    21. Kamate, Vidya & Kumar, Abhishek, 2024. "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, vol. 140(C).
    22. Craig, Ben & Ma, Yiming, 2022. "Intermediation in the interbank lending market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 179-207.
    23. Alexandra Heath & Gerard Kelly & Mark Manning, 2013. "OTC Derivatives Reform: Netting and Networks," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
    24. Andrea L. Eisfeldt & Bernard Herskovic & Sriram Rajan & Emil Siriwardane, 2018. "OTC Intermediaries," Working Papers 18-05, Office of Financial Research, US Department of the Treasury, revised 24 May 2021.
    25. Maryam Farboodi & Gregor Jarosch & Robert Shimer, 2017. "The Emergence of Market Structure," NBER Working Papers 23234, National Bureau of Economic Research, Inc.
    26. Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
    27. Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017. "Effective risk aversion in thin risk-sharing markets," Papers 1707.05096, arXiv.org, revised Jun 2018.
    28. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The Market for OTC Derivatives," NBER Working Papers 18912, National Bureau of Economic Research, Inc.
    29. Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
    30. Shino Takayama, 2018. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 603, School of Economics, University of Queensland, Australia.
    31. Babus, Ana & Hu, Tai-Wei, 2017. "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
    32. Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
    33. Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
    34. Ben R. Craig & Yiming Ma, 2020. "Intermediation in the Interbank Lending Market," Working Papers 20-09, Federal Reserve Bank of Cleveland.
    35. Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
    36. Rama Cont & Andreea Minca, 2016. "Credit default swaps and systemic risk," Annals of Operations Research, Springer, vol. 247(2), pages 523-547, December.
    37. Olaizola, Norma & Valenciano, Federico, 2024. "Core–periphery and nested networks emerging from a simple model of network formation," Mathematical Social Sciences, Elsevier, vol. 129(C), pages 42-51.
    38. Andrea Eisfeldt & Bernard Herskovic & Emil Siriwardane & Sriram Rajan, 2019. "OTC Intermediaries," 2019 Meeting Papers 204, Society for Economic Dynamics.
    39. Jan-Peter Siedlarek, 2015. "Intermediation in Networks," Working Papers (Old Series) 1518, Federal Reserve Bank of Cleveland.
    40. Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Trading Networks and Equilibrium Intermediation," Working Paper Series rwp18-001, Harvard University, John F. Kennedy School of Government.
    41. Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
    42. Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
    43. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    44. Jean-Sébastien Fontaine & Adrian Walton, 2020. "Contagion in Dealer Networks," Staff Working Papers 20-1, Bank of Canada.
    45. Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle, 2018. "Market Structure and Transaction Costs of Index CDSs," Swiss Finance Institute Research Paper Series 18-40, Swiss Finance Institute.
    46. Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.
    47. Anand, Kartik & Chapman, James & Gai, Prasanna, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers 2012-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    48. Gara M. dup Afonso & Anna Kovner & Antoinette Schoar, 2013. "Trading Partners in the Interbank Lending Market," Staff Reports 620, Federal Reserve Bank of New York.

  6. Kondor, Péter & Babus, Ana, 2013. "Trading and information diffusion in OTC markets," CEPR Discussion Papers 9271, C.E.P.R. Discussion Papers.

    Cited by:

    1. Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
    2. Ji Shen & Bin Wei & Hongjun Yan, 2018. "Financial Intermediation Chains in an OTC Market," FRB Atlanta Working Paper 2018-15, Federal Reserve Bank of Atlanta.
    3. Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    4. Giovannetti, Andrea & Pipic, Denis, 2023. "Shaking hands with common foes: Clique premium and information diffusion in private equity networks," International Review of Financial Analysis, Elsevier, vol. 86(C).
    5. Grzegorz Haᴌaj & Christoffer Kok, 2015. "Modelling the emergence of the interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
    6. Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
    7. Shino Takayama, 2020. "Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading," Discussion Papers Series 621, School of Economics, University of Queensland, Australia.
    8. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2018. "Inefficiency in a Simple Model of Production and Bilateral Trade," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 137-151.
    9. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
      • de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
    10. Havran, Dániel & Erb, Tamás, 2015. "Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája [Trading mechanisms and market frictions. Microstructure of the financial markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 229-262.
    11. Ji Shen & Bin Wei & Hongjun Yan, 2021. "Financial Intermediation Chains in an Over-the-Counter Market," Management Science, INFORMS, vol. 67(7), pages 4623-4642, July.
    12. Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-59, Swiss Finance Institute.
    13. Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
    14. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
    15. Clerc, L. & Gabrieli, S. & Kern, S. & El Omari, Y., 2014. "Monitoring the European CDS Market through Networks: Implications for Contagion Risks," Working papers 477, Banque de France.
    16. Semih Üslü, 2019. "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, vol. 87(6), pages 2079-2140, November.
    17. Alvarez, Fernando & Barlevy, Gadi, 2021. "Mandatory disclosure and financial contagion," Journal of Economic Theory, Elsevier, vol. 194(C).
    18. Shino Takayama, 2018. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 603, School of Economics, University of Queensland, Australia.
    19. Syngjoo Choi & Andrea Galeotti & Sanjeev Goyal, 2017. "Trading in Networks: Theory and Experiments," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 784-817.

  7. Ana Babus & Péter Kondor, 2012. "Trading and Information Diffusion in Over-the-Counter Markets," CEU Working Papers 2012_19, Department of Economics, Central European University, revised 09 Dec 2012.

    Cited by:

    1. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017. "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series 17-30, Swiss Finance Institute.
    2. Bilan, Andrada & Gündüz, Yalın, 2022. "CDS market structure and bond spreads," Discussion Papers 24/2022, Deutsche Bundesbank.
    3. Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014. "Equilibrium Pricing and Trading Volume under Preference Uncertainty," Post-Print hal-01097584, HAL.
    4. Batchimeg Sambalaibat, 2018. "Endogenous Specialization and Dealer Networks," 2018 Meeting Papers 1278, Society for Economic Dynamics.
    5. Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series 1088, HEC Paris.
    6. Songzi Du & Haoxiang Zhu, 2014. "Welfare and Optimal Trading Frequency in Dynamic Double Auctions," NBER Working Papers 20588, National Bureau of Economic Research, Inc.
    7. Briana Chang & Shengxing Zhang, 2015. "Endogenous Market Making and Network Formation," Discussion Papers 1534, Centre for Macroeconomics (CFM).
    8. Dirk Bergemann & Stephen Morris, 2016. "Belief-Free Rationalizability and Informational Robustness," Working Papers 086_2016, Princeton University, Department of Economics, Econometric Research Program..
    9. van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    10. Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," Swiss Finance Institute Research Paper Series 17-61, Swiss Finance Institute, revised Jun 2018.
    11. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
    12. Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Discussion Papers 23/2014, Deutsche Bundesbank.
    13. Artem Neklyudov, 2019. "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 57-84, July.
    14. Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
    15. Giannikos, Christos I. & Kyei-Fordjour, Richmond, 2021. "Computing posterior signals and endogenous parameters in a dealer trading network," Economics Letters, Elsevier, vol. 207(C).
    16. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    17. Jerome Dugast & Pierre-Olivier Weill & Semih Uslu, 2018. "Platform Trading with an OTC Market Fringe," 2018 Meeting Papers 1002, Society for Economic Dynamics.
    18. Donna, Javier D. & Schenone, Pablo & Veramendi, Gregory F., 2020. "Networks, frictions, and price dispersion," Munich Reprints in Economics 84735, University of Munich, Department of Economics.
    19. Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," IESE Research Papers D/1162, IESE Business School.
    20. Friewald, Nils & Nagler, Florian, 2018. "Over-the-Counter Market Frictions and Yield Spread Changes," CEPR Discussion Papers 13345, C.E.P.R. Discussion Papers.
    21. Rahi, Rohit, 2019. "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics 118929, London School of Economics and Political Science, LSE Library.
    22. Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012. "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics 13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
    23. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    24. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-based Theory of Financial Intermediation," 2019 Meeting Papers 403, Society for Economic Dynamics.
    25. Beckmann, Joscha & Reitz, Stefan, 2018. "Information Rigidities and Exchange Rate Expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181628, Verein für Socialpolitik / German Economic Association.
    26. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
      • de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
    27. Emil Siriwardane & Bernard Herskovic & Andrea Eisfeldt, 2016. "Risk Reallocation in OTC Derivatives Networks," 2016 Meeting Papers 538, Society for Economic Dynamics.
    28. Schürhoff, Norman & Li, Dan, 2014. "Dealer Networks," CEPR Discussion Papers 10237, C.E.P.R. Discussion Papers.
    29. Jaskowski, Marcin & Rettl, Daniel A., 2023. "Information acquisition costs and credit spreads," Journal of Banking & Finance, Elsevier, vol. 149(C).
    30. Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
    31. Fecht, Falko & Reitz, Stefan, 2015. "Euro money market trading during times of crisis," Kiel Working Papers 2012, Kiel Institute for the World Economy (IfW Kiel).
    32. Davis, Douglas D. & Korenok, Oleg & Lightle, John P. & Prescott, Edward S., 2020. "Liquidity requirements and the interbank loan market: An experimental investigation," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 113-126.
    33. Rahi, Rohit, 2021. "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, vol. 191(C).
    34. Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
    35. Kamate, Vidya & Kumar, Abhishek, 2024. "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, vol. 140(C).
    36. Shuo Liu, 2024. "Social Optimal Search Intensity in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 224-282, July.
    37. Andrea L. Eisfeldt & Bernard Herskovic & Sriram Rajan & Emil Siriwardane, 2018. "OTC Intermediaries," Working Papers 18-05, Office of Financial Research, US Department of the Treasury, revised 24 May 2021.
    38. Trejos, Alberto & Wright, Randall, 2016. "Search-based models of money and finance: An integrated approach," Journal of Economic Theory, Elsevier, vol. 164(C), pages 10-31.
    39. Semyon Malamud & Marzena Rostek, 2012. "Decentralized Exchange," Working Papers 12-18, NET Institute.
    40. Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo, 2023. "Bank private information in CDS markets," Working Paper Series 2818, European Central Bank.
    41. Ranaldo, Angelo & Somogyi, Fabricius, 2021. "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
    42. Sylvain Mignot & Annick Vignes, 2019. "Trust somebody but choose carefully : an empirical analysis of social relationships on an exchange market," Working Papers hal-02005026, HAL.
    43. Cerezo Sánchez, David, 2018. "The Valuation of Secrecy and the Privacy Multiplier," MPRA Paper 83954, University Library of Munich, Germany.
    44. Jean‐Edouard Colliard & Thierry Foucault & Peter Hoffmann, 2021. "Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 76(5), pages 2199-2247, October.
    45. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The Market for OTC Derivatives," NBER Working Papers 18912, National Bureau of Economic Research, Inc.
    46. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015. "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, vol. 83, pages 2231-2292, November.
    47. Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
    48. Babus, Ana & Hu, Tai-Wei, 2017. "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
    49. Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-20, Federal Reserve Bank of Philadelphia.
    50. Marco Di Maggio & Francesco Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," NBER Working Papers 23522, National Bureau of Economic Research, Inc.
    51. Hu, May & Park, Jason & Chen, Jane & Verhoevenc, Peter, 2022. "Cross-market informed trading in the CDS and option markets," Global Finance Journal, Elsevier, vol. 54(C).
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  9. Ana Babus, 2011. "Strategic Relationships in Over-the-Counter Markets," 2011 Meeting Papers 1405, Society for Economic Dynamics.

    Cited by:

    1. Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
    2. Jan-Peter Siedlarek, 2015. "Intermediation in Networks," Working Papers (Old Series) 1518, Federal Reserve Bank of Cleveland.

  10. Ana Babus & Casper G. de Vries, 2010. "Global Stochastic Properties of Dynamic Models and their Linear Approximations," Tinbergen Institute Discussion Papers 10-081/2, Tinbergen Institute.

    Cited by:

    1. Loretti I. Dobrescu & Mihaela Neamtu & Dumitru Opris, 2011. "A Discrete--Delay Dynamic Model for the Stock Market," Discussion Papers 2012-11, School of Economics, The University of New South Wales.

  11. Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.

    Cited by:

    1. Somnath Chatterjee & Marea Sing, 2021. "Measuring Systemic Risk in South African Banks," Working Papers 11004, South African Reserve Bank.
    2. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
    3. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Bülbül, Dilek, 2013. "Determinants of trust in banking networks," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 236-248.
    5. Diebold, Francis X. & Yılmaz, Kamil, 2014. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
    6. Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
    7. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
    8. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers 1304, University of Guelph, Department of Economics and Finance.
    9. Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers 11-040/2/DSF15, Tinbergen Institute.
    10. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
    11. Ana Babus, 2011. "Strategic Relationships in Over-the-Counter Markets," 2011 Meeting Papers 1405, Society for Economic Dynamics.
    12. Matthew Jaremski & David C. Wheelock, 2019. "The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network," Working Papers 2019-2, Federal Reserve Bank of St. Louis.
    13. Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    14. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
    15. Yichen Zhou & Honggang Li, 2019. "Asset diversification and systemic risk in the financial system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 247-272, June.
    16. International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach," IMF Working Papers 2012/046, International Monetary Fund.
    17. Robin Greenwood & Augustin Landier & David Thesmar, 2012. "Vulnerable Banks," NBER Working Papers 18537, National Bureau of Economic Research, Inc.
    18. Tamás Sebestyén & Dóra Longauer, 2018. "Network structure, equilibrium and dynamics in a monopolistically competitive economy," Netnomics, Springer, vol. 19(3), pages 131-157, December.
    19. Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012. "Ranking systemically important financial institutions," Working Papers 15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
    20. Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
      • Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
      • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
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    85. Daron Acemoglu & Asuman E. Ozdaglar & Alireza Tahbaz Salehi, 2015. "Networks, Shocks, and Systemic Risk," Levine's Bibliography 786969000000001187, UCLA Department of Economics.
    86. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2013. "Systemic Risk and Stability in Financial Networks," NBER Working Papers 18727, National Bureau of Economic Research, Inc.
    87. Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 65105, London School of Economics and Political Science, LSE Library.
    88. Nistor Simona, 2017. "Banks’ Vulnerability and Financial Openness across Central and Eastern Europe," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 62(3), pages 47-66, December.
    89. Elliott, M. & Georg, C-P. & Hazell, J., 2020. "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics 2068, Faculty of Economics, University of Cambridge.
    90. Shi Chen & Wolfgang Karl Hardle & Brenda L'opez Cabrera, 2020. "Regularization Approach for Network Modeling of German Power Derivative Market," Papers 2009.09739, arXiv.org.
    91. Allen, Franklin & Gu, Xian, 2018. "The Interplay between Regulations and Financial Stability," CEPR Discussion Papers 12862, C.E.P.R. Discussion Papers.
    92. Rama Cont & Andreea Minca, 2016. "Credit default swaps and systemic risk," Annals of Operations Research, Springer, vol. 247(2), pages 523-547, December.
    93. Lopomo Beteto Wegner, Danilo, 2020. "Liquidity policies and financial fragility," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 135-153.
    94. Mohamed Mostagir & James Siderius, 2023. "Social Inequality and the Spread of Misinformation," Management Science, INFORMS, vol. 69(2), pages 968-995, February.
    95. Arun G. Chandrasekhar & Robert Townsend & Juan Pablo Xandri, 2018. "Financial Centrality and Liquidity Provision," NBER Working Papers 24406, National Bureau of Economic Research, Inc.
    96. Franklin Allen & Xian Gu, 2018. "The Interplay between Regulations and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 233-248, June.
    97. Mauro Aliano & Lucianna Cananà & Greta Cestari & Stefania Ragni, 2023. "A Dynamical Model with Time Delay for Risk Contagion," Mathematics, MDPI, vol. 11(2), pages 1-19, January.
    98. Sanjeev Goyal, 2015. "Networks in Economics: A Perspective on the Literature," Cambridge Working Papers in Economics 1548, Faculty of Economics, University of Cambridge.
    99. Téllez-León, Isela-Elizabeth & Martínez-Jaramillo, Serafín & O. L. Escobar-Farfán, Luis & Hochreiter, Ronald, 2021. "How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?," Journal of Financial Stability, Elsevier, vol. 55(C).
    100. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
    101. Daniel E. Rigobon & Ronnie Sircar, 2022. "Formation of Optimal Interbank Networks under Liquidity Shocks," Papers 2211.12404, arXiv.org, revised Oct 2024.
    102. Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Trading Networks and Equilibrium Intermediation," Working Paper Series rwp18-001, Harvard University, John F. Kennedy School of Government.
    103. Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
    104. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
    105. Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2020. "Credit risk and financial integration: An application of network analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    106. Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
    107. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
    108. Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
    109. Selman Erol & Rakesh Vohra, 2014. "Network Formation and Systemic Risk," PIER Working Paper Archive 14-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    110. Jean-Cyprien H'eam & Erwan Koch, 2014. "Diversification and Endogenous Financial Networks," Papers 1408.4618, arXiv.org, revised Feb 2015.
    111. De Silva, Dakshina G. & Gertsberg, Marina & Kosmopoulou, Georgia & Pownall, Rachel A.J., 2022. "Evolution of a dealer trading network and its effects on art auction prices," European Economic Review, Elsevier, vol. 144(C).
    112. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
    113. Glasserman, Paul & Young, H. Peyton, 2016. "Contagion in financial networks," LSE Research Online Documents on Economics 68681, London School of Economics and Political Science, LSE Library.
    114. Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Networks," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
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Articles

  1. Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
    See citations under working paper version above.
  2. Babus, Ana & Das, Sanmay & Lee, SangMok, 2023. "The optimal allocation of Covid-19 vaccines," Economics Letters, Elsevier, vol. 224(C).
    See citations under working paper version above.
  3. Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
    See citations under working paper version above.
  4. Babus, Ana & Hachem, Kinda, 2021. "Regulation and security design in concentrated markets," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 139-151.
    See citations under working paper version above.
  5. Ana Babus & Péter Kondor, 2018. "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, vol. 86(5), pages 1727-1769, September.
    See citations under working paper version above.
  6. Babus, Ana & Hu, Tai-Wei, 2017. "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
    See citations under working paper version above.
  7. Ana Babus, 2016. "The formation of financial networks," RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 239-272, May.
    See citations under working paper version above.
  8. Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
    See citations under working paper version above.
  9. Babus, Ana & de Vries, Casper G., 2010. "Global stochastic properties of dynamic models and their linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 817-824, May.
    See citations under working paper version above.
  10. Franklin Allen & Ana Babus & Elena Carletti, 2009. "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 97-116, November.

    Cited by:

    1. Daniela Marchettini & Mr. Rodolfo Maino, 2015. "Systemic Risk Assessment in Low Income Countries: Balancing Financial Stability and Development," IMF Working Papers 2015/190, International Monetary Fund.
    2. Zhang, Xiaoyuan & Zhang, Tianqi, 2022. "Dynamic credit contagion and aggregate loss in networks," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    3. Chen Zhou, 2010. "Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 205-250, December.
    4. Timmermann, Allan & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
    5. Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," Journal of Financial Stability, Elsevier, vol. 13(C), pages 75-94.
    6. Mehmet Balcilar & Riza Demirer, 2014. "The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 142-172, March.
    7. Antonio Pacifico, 2019. "International Co-movements and Business Cycles Synchronization Across Advanced Economies: A SPBVAR Evidence," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(4), pages 68-84, July.
    8. Guembel, Alexander & Sussman, Oren, 2010. "Liquidity, Contagion and Financial Crisis," TSE Working Papers 10-240, Toulouse School of Economics (TSE).
    9. Bandyopadhyay, Satiprasad & Jha, Ranjini & Kennedy, Duane, 2017. "The effect of the US subprime crisis on Canadian banks," Advances in accounting, Elsevier, vol. 36(C), pages 58-74.
    10. Chao, Xiangrui & Ran, Qin & Chen, Jia & Li, Tie & Qian, Qian & Ergu, Daji, 2022. "Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions," International Review of Financial Analysis, Elsevier, vol. 80(C).
    11. Alberto BUCCI & Simone MARSIGLIO, 2016. "Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics," Departmental Working Papers 2016-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    12. Man Xu & Qing Shi, 2018. "A Theoretic Approach to China's Housing Market Boom and Down Payment Loans," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 265-278, May.
    13. Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
    14. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016. "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," NBER Working Papers 22148, National Bureau of Economic Research, Inc.
    15. Garriga, Ana Carolina, 2011. "Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises," MPRA Paper 59154, University Library of Munich, Germany.
    16. Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
    17. Matteo Smerlak & Brady Stoll & Agam Gupta & James S Magdanz, 2015. "Mapping Systemic Risk: Critical Degree and Failures Distribution in Financial Networks," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-15, July.
    18. İbrahim Özmen & Mihai Mutascu, 2024. "Public Debt and Growth: New Insights," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 8706-8736, June.
    19. Garita, Gus, 2009. "Risk-Factor Portfolios and Financial Stability," MPRA Paper 19611, University Library of Munich, Germany, revised 11 Dec 2009.
    20. Ugo Panizza, 2023. "State-owned commercial banks," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 26(1), pages 44-66, January.
    21. Claessens, Stijn & Kose, M. Ayhan, 2013. "Financial Crises: Explanations, Types, and Implications," CEPR Discussion Papers 9329, C.E.P.R. Discussion Papers.
    22. Eross, Andrea & Urquhart, Andrew & Wolfe, Simon, 2016. "Liquidity risk contagion in the interbank market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 142-155.
    23. Grodecka, Anna & Kenny, Seán & Ögren, Anders, 2018. "Predictors of Bank Distress: The 1907 Crisis in Sweden," Lund Papers in Economic History 180, Lund University, Department of Economic History.
    24. Michael Junho Lee, 2018. "Uncertain booms and fragility," Staff Reports 861, Federal Reserve Bank of New York.
    25. De Bruyckere, V. & Gerhardt, M. & Schepens, G., 2012. "Bank/sovereign Risk Spillovers in the European Debt Crisis," Other publications TiSEM 71b16c7d-81a7-4572-afcb-b, Tilburg University, School of Economics and Management.
    26. Her-Jiun Sheu & Chien-Ling Cheng, 2011. "Systemic risk in Taiwan stock market," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(5), pages 895-914, August.
    27. Ang, Andrew & Longstaff, Francis A., 2013. "Systemic sovereign credit risk: Lessons from the U.S. and Europe," Journal of Monetary Economics, Elsevier, vol. 60(5), pages 493-510.
    28. Coen, Patrick & Coen, Jamie, 2019. "A structural model of interbank network formation and contagion," Bank of England working papers 833, Bank of England.
    29. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
    30. Palea, Vera, 2014. "Financial Reporting for Varieties of Capitalism: The Case Against a Single Set of International Financial Reporting Standards," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201442, University of Turin.
    31. Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
    32. Sezer Bozkus Kahyaoglu & M. Vedat Pazarlioglu, 2014. "Hedging Strategy for Electricity Market Price Volatility: The Case of Turkish Electricity Market," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 196-210, March.
    33. Dirk Schoenmaker & Wolf Wagner, 2011. "The Impact of Cross-Border Banking on Financial Stability," Tinbergen Institute Discussion Papers 11-054/2/DSF18, Tinbergen Institute.
    34. Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
    35. Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023. "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, vol. 55(C).
    36. Mekki Hamdaoui, 2017. "RETRACTED ARTICLE: Liberalization, Regulatory Delays and Vulnerability to Systemic Banking Crisis," International Economic Journal, Taylor & Francis Journals, vol. 31(4), pages 490-534, October.
    37. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).
    38. Obstfeld, Maurice & Rogoff, Kenneth S, 2005. "The Unsustainable US Current Account Position Revisited," Center for International and Development Economics Research, Working Paper Series qt4f63x50j, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
    39. Leony, Larissa & Romeu, Rafael, 2011. "A model of bank lending in the global financial crisis and the case of Korea," Journal of Asian Economics, Elsevier, vol. 22(4), pages 322-334, August.
    40. Fredrik Hansen, 2013. "The efficient-markets hypothesis after the crisis: a methodological analysis of the evidence," Chapters, in: Mats Benner (ed.), Before and Beyond the Global Economic Crisis, chapter 3, pages 55-71, Edward Elgar Publishing.
    41. Sadettin Haluk Citci, 2014. "Agency and Transparency in Financial Markets," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 110-120, March.
    42. Basso, Henrique S., 2022. "Asset holdings, information aggregation in secondary markets and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    43. Frank Schmielewski, 2012. "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics 229, University of Lüneburg, Institute of Economics.
    44. Palea, Vera & Biancone, Paolo Pietro, 2017. "Which Accounting Rules for Economic and Social Sustainable Development? Engaging Critically with IFRS Adoption in the EU," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201733, University of Turin.
    45. Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
    46. Qingmin Hao & Jim Huangnan Shen & Chien-Chiang Lee, 2023. "Risk contagion of bank-firm loan network: evidence from China," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 341-361, June.
    47. Clark, Ephraim & Jokung, Octave, 2015. "The role of regulatory credibility in effective bank regulation," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 506-513.
    48. Fabian Kuehnhausen, 2014. "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 211-239, March.
    49. Garita, Gus, 2010. "An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"," MPRA Paper 25996, University Library of Munich, Germany.
    50. Hamdaoui, Mekki & Maktouf, Samir, 2020. "Financial reforms and banking system vulnerability: The role of regulatory frameworks," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 184-205.
    51. Leszek Lesniewski, 2015. "Gospodarki Danii, Finlandii i Szwecji a globalny kryzys finansowy / The Global Financial Crisis in Denmark, Finland and Sweden," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 9, pages 5-22, March.
    52. Vincent Bouvatier, 2017. "The frequency of banking crises in a dynamic setting: a discrete-time duration approach," Post-Print hal-01549788, HAL.
    53. Ricardo Reis, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," NBER Working Papers 15662, National Bureau of Economic Research, Inc.
    54. Franklin Allen & Elena Carletti, 2013. "Financial Markets, Institutions and Liquidity," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
    55. Arun Chandrasekhar & Robert Townsend & Juan Pablo Pablo Xandri, 2019. "Financial Centrality and the Value of Key Players," Working Papers 2019-26, Princeton University. Economics Department..
    56. Clemens Jobst & Kilian Rieder, 2016. "Principles, circumstances and constraints: the Nationalbank as lender of last resort from 1816 to 1931," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 140-162.
    57. Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
    58. Orhan Erdem & Evren Arik & Serkan Yuksel, 2014. "Trading Puzzle," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 66-81, March.
    59. Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
    60. Agur, Itai, 2014. "Bank risk within and across equilibria," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 322-333.
    61. Oparah Felix Chukwudi & James Tumba Henry, 2020. "Monetary Policy and Financial Stability in the Nigerian Banking Industry," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(1), pages 82-114, January.
    62. Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros, 2011. "Too Big to Fail Perception by Depositors: an empirical investigation," Working Papers Series 233, Central Bank of Brazil, Research Department.
    63. Viktar Fedaseyeu & Vitaliy Strohush, 2012. "Loans from the Government, Overinvestment by Households, and Asset Bubbles," Working Papers 443, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    64. Ana Carolina Garriga, 2017. "Regulatory lags, liberalization, and vulnerability to banking crises," Regulation & Governance, John Wiley & Sons, vol. 11(2), pages 143-165, June.
    65. Bartram, Söhnke M. & Bodnar, Gordon M., 2009. "No place to hide: The global crisis in equity markets in 2008/2009," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1246-1292, December.
    66. Opie, Wei & Riddiough, Steven J., 2020. "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, vol. 136(3), pages 780-805.
    67. Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014. "Inflation Dynamics and Business Cycles," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 121-129, March.
    68. Tonzer, Lena, 2015. "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, vol. 18(C), pages 19-32.
    69. Wermers, Russ, 2012. "Runs on money market mutual funds," CFR Working Papers 12-05, University of Cologne, Centre for Financial Research (CFR).
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Chapters

  1. Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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