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Volumn 6, Issue 4, 2010, Pages 205-250

Are banks too big to fail? Measuring systemic importance of financial institutions

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Indexed keywords


EID: 79251552832     PISSN: 18154654     EISSN: 18157556     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (119)

References (24)
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  • 10
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    • Financial Crisis, Contagion, and the Lender of Last Resort: A Reader, ed. C. Goodhart and G. Illing, 249-98. Oxford University Press
    • De Bandt, O., and P. Hartmann. 2001. "Systemic Risk in Banking: A Survey." In Financial Crisis, Contagion, and the Lender of Last Resort: A Reader, ed. C. Goodhart and G. Illing, 249-98. Oxford University Press.
    • (2001) Systemic Risk In Banking: A Survey
    • de Bandt, O.1    Hartmann, P.2
  • 11
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    • Springer. De Vries, C. G. 2005. "The Simple Economics of Bank Fragility."
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  • 12
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  • 13
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    • Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
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  • 14
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    • Modelling Extremal Events: for Insurance and Finance. Springer
    • Embrechts, P., C. Klüppelberg, and T. Mikosch. 1997. Modelling Extremal Events: for Insurance and Finance. Springer.
    • (1997)
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    • Freixas, X., B. M. Parigi, and J.-C. Rochet. 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank." Journal of Money, Credit, and Banking 32 (3): 611-38.
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    • Freixas, X.1    Parigi, B.M.2    Rochet, J.-C.3
  • 17
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    • Hartmann, P., S. 2005. "Banking System Stability: A Cross-Atlantic Perspective." NBER Working Paper No. 11698.
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  • 22
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