| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Structural Model for Fluctuations in Financial Markets |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
28 |
| A network model of financial system resilience |
0 |
0 |
0 |
123 |
3 |
3 |
4 |
278 |
| A network model of financial system resilience |
0 |
0 |
0 |
80 |
0 |
2 |
5 |
243 |
| Asset Encumbrance, Bank Funding, and Financial Fragility |
0 |
0 |
0 |
22 |
2 |
3 |
4 |
67 |
| Asset encumbrance, bank funding and financial fragility |
0 |
0 |
0 |
27 |
0 |
0 |
5 |
101 |
| Asset encumbrance, bank funding and fragility |
0 |
0 |
0 |
35 |
1 |
1 |
4 |
139 |
| Be Kind or Take It on the Chin? Political Narratives, Pandemics, and Social Distancing |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
21 |
| Capturing information contagion in a stress-testing framework |
0 |
0 |
0 |
43 |
2 |
2 |
6 |
143 |
| Covered bonds, core markets, and financial stability |
0 |
0 |
0 |
72 |
2 |
3 |
6 |
145 |
| Epidemics of rules, information aggregation failure and market crashes |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
228 |
| Epidemics of rules, rational negligence and market crashes |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
36 |
| Filling in the Blanks: Network Structure and Interbank Contagion |
0 |
0 |
0 |
91 |
4 |
5 |
9 |
121 |
| Filling in the Blanks: Network Structure and Interbank Contagion |
0 |
0 |
2 |
64 |
1 |
4 |
7 |
157 |
| Filling in the Blanks: Network Structure and Interbank Contagion |
0 |
0 |
0 |
29 |
0 |
2 |
3 |
110 |
| Filling in the blanks: Network structure and interbank contagion |
0 |
0 |
1 |
83 |
2 |
4 |
7 |
286 |
| Financial crises and the evaporation of trust |
1 |
1 |
2 |
74 |
3 |
6 |
15 |
129 |
| Leaping into the dark: A theory of policy gambles |
0 |
0 |
0 |
25 |
3 |
6 |
7 |
36 |
| Phase Transitions in Operational Risk |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
46 |
| Pre-emptive sovereign debt restructuring and holdout litigation |
0 |
0 |
0 |
20 |
1 |
2 |
6 |
81 |
| Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
68 |
| Rollover risk, network structure and systemic financial crises |
0 |
1 |
1 |
86 |
1 |
2 |
2 |
172 |
| Sovereign risk and bank fragility |
0 |
0 |
1 |
16 |
0 |
1 |
4 |
35 |
| The 'Celtic Crisis': Guarantees, transparency, and systemic liquidity risk |
0 |
0 |
0 |
63 |
2 |
4 |
4 |
129 |
| The Safety of Government Debt |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
47 |
| The missing links: A global study on uncovering financial network structures from partial data |
0 |
0 |
1 |
76 |
0 |
1 |
4 |
193 |
| The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk |
0 |
0 |
0 |
24 |
2 |
3 |
3 |
66 |
| The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk |
0 |
0 |
0 |
24 |
4 |
4 |
8 |
58 |
| Total Working Papers |
1 |
2 |
8 |
1,292 |
36 |
63 |
122 |
3,163 |