Shock amplification in an interconnected financial system of banks and investment funds-Reference-Cited by-同舟云学术

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Shock amplification in an interconnected financial system of banks and investment funds

Published:2024-04 Issue: Volume:71 Page:101234
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Sydow Matthias,Schilte Aurore,Covi Giovanni,Deipenbrock Marija,Del Vecchio Leonardo^ORCID,Fiedor Pawel,Fukker Gábor,Gehrend Max,Gourdel Régis,Grassi Alberto^ORCID,Hilberg Björn,Kaijser Michiel,Kaoudis Georgios,Mingarelli Luca^ORCID,Montagna Mattia,Piquard Thibaut^ORCID,Salakhova Dilyara,Tente Natalia

Publisher

Elsevier BV

Reference46 articles.

1. The network origins of aggregate fluctuations;Acemoglu;Econometrica,2012

2. System-Wide Stress Simulation;Aikman,2019

3. Baranova, Y., Coen, J., Lowe, P., Noss, J., Silvestri, L., 2017. Simulating Stress Across the Financial System: The Resilience of Corporate Bond Markets and the Role of Investment Funds. Financial Stability Paper.

4. Simulating Stress in the UK Corporate Bond Market: Investor Behaviour and Asset Fire-Sales;Baranova,2019

5. Liquidity Coverage Ratio;Basel Committee on Banking Supervision,2020

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A model of risk contagion for mutual funds considering fund redemptions and asset fire sales;Proceedings of the 2024 International Conference on Generative Artificial Intelligence and Information Security;2024-05-10

2. Financial Intermediation, Informational Efficiency & Leading Information on Business Cycles;2024

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