| 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 |
1 |
1 |
1 |
29 |
| A network model of financial system resilience |
0 |
0 |
0 |
80 |
2 |
12 |
27 |
266 |
| A network model of financial system resilience |
0 |
0 |
0 |
123 |
2 |
4 |
13 |
287 |
| Asset Encumbrance, Bank Funding, and Financial Fragility |
0 |
0 |
0 |
22 |
3 |
6 |
16 |
80 |
| Asset encumbrance, bank funding and financial fragility |
0 |
0 |
0 |
27 |
3 |
4 |
12 |
111 |
| Asset encumbrance, bank funding and fragility |
0 |
0 |
0 |
35 |
2 |
2 |
6 |
144 |
| Be Kind or Take It on the Chin? Political Narratives, Pandemics, and Social Distancing |
0 |
0 |
0 |
1 |
2 |
2 |
6 |
27 |
| Capturing information contagion in a stress-testing framework |
0 |
0 |
0 |
43 |
1 |
4 |
13 |
153 |
| Covered bonds, core markets, and financial stability |
0 |
0 |
0 |
72 |
2 |
3 |
10 |
152 |
| Epidemics of rules, information aggregation failure and market crashes |
0 |
0 |
0 |
141 |
0 |
1 |
7 |
235 |
| Epidemics of rules, rational negligence and market crashes |
0 |
0 |
0 |
0 |
4 |
4 |
10 |
43 |
| Filling in the Blanks: Network Structure and Interbank Contagion |
0 |
0 |
1 |
64 |
7 |
11 |
28 |
179 |
| Filling in the Blanks: Network Structure and Interbank Contagion |
0 |
0 |
0 |
29 |
3 |
6 |
14 |
122 |
| Filling in the Blanks: Network Structure and Interbank Contagion |
0 |
0 |
0 |
91 |
3 |
8 |
28 |
143 |
| Filling in the blanks: Network structure and interbank contagion |
0 |
0 |
0 |
83 |
3 |
8 |
21 |
303 |
| Financial crises and the evaporation of trust |
0 |
0 |
2 |
74 |
1 |
2 |
15 |
133 |
| Leaping into the dark: A theory of policy gambles |
0 |
0 |
0 |
25 |
3 |
5 |
21 |
51 |
| Phase Transitions in Operational Risk |
0 |
0 |
0 |
13 |
2 |
3 |
5 |
51 |
| Pre-emptive sovereign debt restructuring and holdout litigation |
0 |
0 |
0 |
20 |
3 |
4 |
20 |
98 |
| Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach |
0 |
0 |
0 |
31 |
1 |
2 |
9 |
75 |
| Rollover risk, network structure and systemic financial crises |
0 |
0 |
1 |
86 |
3 |
5 |
12 |
182 |
| Sovereign risk and bank fragility |
0 |
0 |
1 |
16 |
2 |
2 |
7 |
40 |
| The 'Celtic Crisis': Guarantees, transparency, and systemic liquidity risk |
0 |
0 |
0 |
63 |
3 |
4 |
11 |
136 |
| The Safety of Government Debt |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
48 |
| The missing links: A global study on uncovering financial network structures from partial data |
0 |
0 |
0 |
76 |
2 |
2 |
9 |
200 |
| The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk |
0 |
0 |
0 |
24 |
4 |
7 |
22 |
85 |
| The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk |
0 |
0 |
0 |
24 |
4 |
8 |
18 |
70 |
| Total Working Papers |
0 |
0 |
5 |
1,292 |
67 |
121 |
363 |
3,443 |