메뉴 건너뛰기




Volumn 58, Issue 5, 2011, Pages 453-470

Complexity, concentration and contagion

Author keywords

[No Author keywords available]

Indexed keywords


EID: 80053574970     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2011.05.005     Document Type: Article
Times cited : (580)

References (46)
  • 2
    • 80053563140 scopus 로고    scopus 로고
    • A model of liquidity hoarding and term premia in inter-bank markets
    • this issue.
    • Acharya, V., Skeie, D. A model of liquidity hoarding and term premia in inter-bank markets. Journal of Monetary Economics, this issue. http://doi:10.1016/j.jmoneco.2011.05.006.
    • Journal of Monetary Economics
    • Acharya, V.1    Skeie, D.2
  • 4
    • 79951799971 scopus 로고    scopus 로고
    • The changing nature of financial intermediation and the financial crisis of 2007-09
    • Adrian T., Shin H.S. The changing nature of financial intermediation and the financial crisis of 2007-09. Annual Review of Economics 2010, 2:603-618.
    • (2010) Annual Review of Economics , vol.2 , pp. 603-618
    • Adrian, T.1    Shin, H.S.2
  • 5
    • 0034721164 scopus 로고    scopus 로고
    • Error and attack tolerance of complex networks
    • Albert R., Jeong H., Barabasi A.-L. Error and attack tolerance of complex networks. Nature 2000, 406:378-382.
    • (2000) Nature , vol.406 , pp. 378-382
    • Albert, R.1    Jeong, H.2    Barabasi, A.-L.3
  • 6
    • 80053570966 scopus 로고    scopus 로고
    • Banking on the state. Paper from Material Presented at the Federal Reserve Bank of Chicago/World Bank Event-International Financial Crisis: Have the Rules of Finance Changed?
    • 24 September, 2009
    • Alessandri, P., Haldane, A.G., 2009. Banking on the state. Paper from Material Presented at the Federal Reserve Bank of Chicago/World Bank Event-International Financial Crisis: Have the Rules of Finance Changed? 24 September 2009.
    • (2009)
    • Alessandri, P.1    Haldane, A.G.2
  • 8
    • 68049107358 scopus 로고    scopus 로고
    • Interbank market liquidity and central bank intervention
    • Allen F., Carletti E., Gale D. Interbank market liquidity and central bank intervention. Journal of Monetary Economics 2009, 56(5):639-652.
    • (2009) Journal of Monetary Economics , vol.56 , Issue.5 , pp. 639-652
    • Allen, F.1    Carletti, E.2    Gale, D.3
  • 10
    • 3142764049 scopus 로고    scopus 로고
    • Financial intermediaries and markets
    • Allen F., Gale D. Financial intermediaries and markets. Econometrica 2004, 72(4):1023-1061.
    • (2004) Econometrica , vol.72 , Issue.4 , pp. 1023-1061
    • Allen, F.1    Gale, D.2
  • 12
    • 80053564769 scopus 로고    scopus 로고
    • Bank of England,. The Role of Macroprudential Policy. November.
    • Bank of England, 2009. The Role of Macroprudential Policy. November.
    • (2009)
  • 16
    • 34548502462 scopus 로고    scopus 로고
    • Liquidity coinsurance, moral hazard, and financial contagion
    • Brusco S., Castiglionesi F. Liquidity coinsurance, moral hazard, and financial contagion. Journal of Finance 2007, 62(5):2275-2302.
    • (2007) Journal of Finance , vol.62 , Issue.5 , pp. 2275-2302
    • Brusco, S.1    Castiglionesi, F.2
  • 17
    • 51749084900 scopus 로고    scopus 로고
    • Collective risk management in a flight to quality episode
    • Caballero R., Krishnamurthy A. Collective risk management in a flight to quality episode. Journal of Finance 2008, 63(5):2195-2230.
    • (2008) Journal of Finance , vol.63 , Issue.5 , pp. 2195-2230
    • Caballero, R.1    Krishnamurthy, A.2
  • 18
  • 19
    • 80053571665 scopus 로고    scopus 로고
    • CGFS. The role of margin requirements and haircuts in procyclicality. CGFS Papers, Number 36.
    • CGFS, 2010. The role of margin requirements and haircuts in procyclicality. CGFS Papers, Number 36.
    • (2010)
  • 21
    • 80052953338 scopus 로고    scopus 로고
    • Fear of fire sales, illiquidity seeking and credit freezes
    • in press.
    • Diamond, D., Rajan, R. Fear of fire sales, illiquidity seeking and credit freezes. Quarterly Journal of Economics, in press.
    • Quarterly Journal of Economics
    • Diamond, D.1    Rajan, R.2
  • 22
    • 0041029533 scopus 로고    scopus 로고
    • Systemic risk, interbank relations and liquidity provision by the central bank
    • Freixas X., Parigi B., Rochet J.-C. Systemic risk, interbank relations and liquidity provision by the central bank. Journal of Money, Credit and Banking 2000, 32(3):611-638.
    • (2000) Journal of Money, Credit and Banking , vol.32 , Issue.3 , pp. 611-638
    • Freixas, X.1    Parigi, B.2    Rochet, J.-C.3
  • 23
    • 0037332184 scopus 로고    scopus 로고
    • Interbank exposures: quantifying the risk of contagion
    • Furfine C.H. Interbank exposures: quantifying the risk of contagion. Journal of Money, Credit and Banking 2003, 35(1):111-128.
    • (2003) Journal of Money, Credit and Banking , vol.35 , Issue.1 , pp. 111-128
    • Furfine, C.H.1
  • 25
    • 80053560460 scopus 로고    scopus 로고
    • Liquidity hoarding, network externalities, and interbank market collapse. Mimeo. Bank of England.
    • Gai, P., Kapadia, S., 2011. Liquidity hoarding, network externalities, and interbank market collapse. Mimeo. Bank of England.
    • (2011)
    • Gai, P.1    Kapadia, S.2
  • 26
    • 80053572438 scopus 로고    scopus 로고
    • Mapping systemic risk in the international banking network. Bank of England Working Paper, Number 413.
    • Garratt, R.J., Mahadeva, L., Svirydzenka K., 2011. Mapping systemic risk in the international banking network. Bank of England Working Paper, Number 413.
    • (2011)
    • Garratt, R.J.1    Mahadeva, L.2    Svirydzenka, K.3
  • 29
    • 70449625181 scopus 로고    scopus 로고
    • Rethinking the financial network
    • In: Speech at the Financial Student Association, Amsterdam, 28 April.
    • Haldane, A.G., 2009. Rethinking the financial network. In: Speech at the Financial Student Association, Amsterdam, 28 April.
    • (2009)
    • Haldane, A.G.1
  • 30
    • 78751671623 scopus 로고    scopus 로고
    • Systemic risk in banking ecosystems
    • Haldane A.G., May R. Systemic risk in banking ecosystems. Nature 2011, 469:351-355.
    • (2011) Nature , vol.469 , pp. 351-355
    • Haldane, A.G.1    May, R.2
  • 33
    • 79953181835 scopus 로고    scopus 로고
    • Banking: From Bagehot to Basel, and back again
    • In: Speech at the Second Bagehot Lecture Buttonwood Gathering, New York City, 25 October.
    • King, M., 2010. Banking: From Bagehot to Basel, and back again. In: Speech at the Second Bagehot Lecture Buttonwood Gathering, New York City, 25 October.
    • (2010)
    • King, M.1
  • 34
    • 77951492381 scopus 로고    scopus 로고
    • How debt markets have malfunctioned in the crisis
    • Krishnamurthy A. How debt markets have malfunctioned in the crisis. Journal of Economic Perspectives 2010, 24(1):3-28.
    • (2010) Journal of Economic Perspectives , vol.24 , Issue.1 , pp. 3-28
    • Krishnamurthy, A.1
  • 35
    • 80053568529 scopus 로고    scopus 로고
    • The geographical composition of national external balance sheets: 1980-2005
    • Bank of England Working Paper, Number
    • Kubelec, C., Sa, F., 2010. The geographical composition of national external balance sheets: 1980-2005. Bank of England Working Paper, Number 384.
    • (2010) , pp. 384
    • Kubelec, C.1    Sa, F.2
  • 36
    • 80053573437 scopus 로고    scopus 로고
    • Complexity, concentration and contagion: a comment
    • this, issue.
    • Lo, A. Complexity, concentration and contagion: a comment. Journal of Monetary Economics, this issue. http://doi:10.1016/j.jmoneco.2011.06.001.
    • Journal of Monetary Economics
    • Lo, A.1
  • 37
    • 39749111958 scopus 로고    scopus 로고
    • Ecology for bankers
    • May R., Levin S., Sugihara G. Ecology for bankers. Nature 2008, 451:893-895.
    • (2008) Nature , vol.451 , pp. 893-895
    • May, R.1    Levin, S.2    Sugihara, G.3
  • 39
    • 0035420732 scopus 로고    scopus 로고
    • Random graphs with arbitrary degree distributions and their applications
    • Newman M., Strogatz S., Watts D. Random graphs with arbitrary degree distributions and their applications. Physical Review E 2001, 64:026118.
    • (2001) Physical Review E , vol.64 , pp. 026118
    • Newman, M.1    Strogatz, S.2    Watts, D.3
  • 41
    • 84868191023 scopus 로고    scopus 로고
    • Financial Intermediation and the post-crisis financial system
    • Paper Presented at the 8th BIS Annual Conference, June.
    • Shin, H., 2009. Financial Intermediation and the post-crisis financial system. Paper Presented at the 8th BIS Annual Conference, June.
    • (2009)
    • Shin, H.1
  • 42
    • 0000342340 scopus 로고
    • Credit rationing in markets with imperfect information
    • Stiglitz J., Weiss A. Credit rationing in markets with imperfect information. American Economic Review 1981, 71(3):393-410.
    • (1981) American Economic Review , vol.71 , Issue.3 , pp. 393-410
    • Stiglitz, J.1    Weiss, A.2
  • 43
    • 79956260654 scopus 로고    scopus 로고
    • Simulation methods to assess the danger of contagion in interbank markets
    • Upper C. Simulation methods to assess the danger of contagion in interbank markets. Journal of Financial Stability 2011, 7(3):111-125.
    • (2011) Journal of Financial Stability , vol.7 , Issue.3 , pp. 111-125
    • Upper, C.1
  • 44
    • 68549131626 scopus 로고    scopus 로고
    • International banking centres: a network perspective
    • BIS Quarterly Review, December.
    • von Peter, G., 2007. International banking centres: a network perspective. BIS Quarterly Review, December. http://www.bis.org/publ/qtrpdf/r_qt0712.htm.
    • (2007)
    • von Peter, G.1
  • 45
    • 0037197979 scopus 로고    scopus 로고
    • A simple model of global cascades on random networks
    • Watts D. A simple model of global cascades on random networks. Proceedings of the National Academy of Sciences 2002, 99(9):5766-5771.
    • (2002) Proceedings of the National Academy of Sciences , vol.99 , Issue.9 , pp. 5766-5771
    • Watts, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.