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Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Sterne, Gabriel ; Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John.
In: NBER Chapters.
RePEc:nbr:nberch:12049.

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  4. Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero.
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  5. THE CONTROL OF SMALL MEDIUM BANKS PROFITABILITY USING FINANCIAL MODELING APPROACH UNDER CERTAINTY AND UNCERTAINTY. (2019). Trigkas, Sotirios J ; Liapis, Konstantinos J.
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  6. Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe .
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  7. Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo.
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  8. Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano.
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  9. Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph .
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  10. Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana.
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  11. Entangling Credit and Funding Shocks in Interbank Markets. (2016). Serri, Matteo ; Cimini, Giulio.
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  12. Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach. (2016). Segura, Anatoli ; Bologna, Pierluigi.
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  13. Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run. (2015). Klepková Vodová, Pavla ; Stavarek, Daniel ; Vodova, Pavla Klepkova .
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  14. Banks Belonging to the Erste Group and their Sensitivity to the Confidence Crisis on the Interbank Market. (2015). Vodova, Pavla Klepkova .
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  15. Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward. (2015). Demekas, Dimitri.
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  16. Financial Contagion in Networks. (2015). Gottardi, Piero ; Gale, Douglas ; Cabrales, Antonio.
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  17. Subprime mortgages and the MBSs in generating and transmitting the global financial crisis. (2014). Jurek, Michal ; Marszalek, Pawel .
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  18. Interbank Linkages and Contagion Risk in the Portuguese Banking System. (2013). Borges, Maria ; Lara Monica Machado Fernandes,, .
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  20. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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  21. Financial Stability Paper No 17: RAMSI: a top-down stress-testing model. (2012). Burrows, Oliver ; McKeown, Jack ; Learmonth, David .
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  22. Size and complexity in model financial systems. (2012). Kapadia, Sujit ; Arinaminpathy, Nimalan ; May, Robert .
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  23. A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios .
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  43. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
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    RePEc:fip:fedkrw:rwp11-06.

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  44. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111376.

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  45. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8706.

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  46. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8271.

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  47. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Allen, Jason ; Hortasu, Ali.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-17.

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  48. Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk. (2010). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7762.

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  49. Contingent liquidity. (2010). Salleo, Carmelo ; Nicoletti-Altimari, Sergio .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_70_10.

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  50. To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries. (). .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:529.

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