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Systemic Risk Conferences
10,278 Total downloads
Showing Papers 1 - 37 of 37
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Incl. Electronic Paper Systematic Liquidity and the Funding Liquidity Hypothesis
Journal of Banking and Finance, Forthcoming, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Xiaolin Qian, Lewis Tam and Bohui Zhang
University of Macau, Faculty of Business Administration, University of Macau and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: April 04, 2013
Last Revised: October 10, 2014
Accepted Paper Series
112 downloads

Incl. Electronic Paper The Determinants of Bank Liquidity
Gantiah Wuryandani
Bank Indonesia
Date Posted: April 04, 2013
Working Paper Series
630 downloads

Incl. Electronic Paper Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Jyotirmoy Podder, Michael T. Skully and Kym Brown
Torrens University Australia, Monash University - Department of Banking and Finance and Monash University - Department of Accounting
Date Posted: April 03, 2013
Last Revised: June 28, 2013
Working Paper Series
152 downloads

Incl. Electronic Paper Sentiment in Financial News and the Application of Portfolio Management
Ralph Lu, Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Department of Finance, National Kaohsiung First University of Science and Technology and National Taiwan University, Department of Finance, Students
Date Posted: April 02, 2013
Working Paper Series
121 downloads

Incl. Electronic Paper Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Fang Chin Cheng, Ferdinand A. Gul and Bin Srinidhi
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting
Date Posted: April 02, 2013
Working Paper Series
80 downloads

Incl. Electronic Paper Pricing Parisian Options: The Extended Binomial Tree vs. Monte-Carlo Simulation
Tao L. Wu
Illinois Institute of Technology
Date Posted: April 02, 2013
Working Paper Series
181 downloads

Incl. Electronic Paper Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Andreas (Andy) Jobst
World Bank Group
Date Posted: April 01, 2013
Last Revised: May 16, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper The ‘Celtic Case’: Guarantees, Transparency and Dual Debt Crises
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Philipp König, Kartik Anand and Frank Heinemann
Technische Universität Berlin (TU Berlin), Deutsche Bundesbank and Berlin Institute of Technology
Date Posted: April 01, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act
Review of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05
Suman Banerjee, Mark Humphery-Jenner and Vikram K. Nanda
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: April 01, 2013
Last Revised: September 15, 2016
Accepted Paper Series
613 downloads

Financial Crisis, Temporary Liquidity Guarantee Program, and the Impacts on the Fixed Income Markets
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Brent W. Ambrose, Yiying Cheng and Tao-Hsien Dolly King
Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance
Date Posted: April 01, 2013
Working Paper Series

Incl. Electronic Paper Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Date Posted: March 31, 2013
Working Paper Series
86 downloads

Bank Opacity and Information Asymmetry around Quarterly Earnings Announcements
Tanvir Ansari
Queensland University of Technology - School of Economics and Finance
Date Posted: March 30, 2013
Last Revised: October 28, 2014
Working Paper Series

Incl. Electronic Paper The Impact of Liquidity on Senior Credit Spreads During the Subprime Crisis
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Miriam Marra
University of Reading - ICMA Centre
Date Posted: March 30, 2013
Last Revised: July 08, 2013
Working Paper Series
100 downloads

Incl. Electronic Paper Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Massimiliano Affinito
Bank of Italy
Date Posted: March 28, 2013
Working Paper Series
56 downloads

Incl. Electronic Paper Bank Risk and National Governance in Asia
Systemic Risk: Liquidity Risk, Governance and Financial Stability Conference
Barry Williams
Department of Banking and Finance
Date Posted: March 27, 2013
Last Revised: August 11, 2014
Working Paper Series
100 downloads

Incl. Electronic Paper What Constrains Liquidity Provision? Evidence From Hedge Fund Trades
Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10
Francesco A. Franzoni and Alberto Plazzi
USI Lugano and USI-Lugano
Date Posted: March 26, 2013
Last Revised: July 03, 2015
Working Paper Series
434 downloads

Incl. Electronic Paper Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk Premium
Duminda Kuruppuarachchi, Hai Lin and I. M. Premachandra
University of Otago - Department of Accountancy and Finance, Victoria University of Wellington - School of Economics & Finance and University of Otago - Department of Accountancy and Finance
Date Posted: March 14, 2013
Last Revised: October 30, 2014
Working Paper Series
58 downloads

Incl. Electronic Paper The State-Contingent Link between Market Illiquidity and Economic Growth
Alan Rai
Macquarie University, Faculty of Business and Economics
Date Posted: February 17, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Asset Pricing with Downside Liquidity Risks
Management Science, Forthcoming
Sean A. Anthonisz and Tālis J. Putniņš
The University of Sydney and University of Technology Sydney - UTS Business School
Date Posted: December 22, 2012
Last Revised: December 24, 2015
Accepted Paper Series
399 downloads

Incl. Electronic Paper The Influence of Risk Governance on Risk Outcomes - International Evidence
Macquarie Applied Finance Centre Research Paper No. 37, November 2012, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Anna Lingel and Elizabeth A. Sheedy
Technical University Munich and Macquarie University Department of Applied Finance and Actuarial Studies
Date Posted: December 10, 2012
Last Revised: March 29, 2013
Working Paper Series
184 downloads

Incl. Electronic Paper Googling SIFIs
Systemic Risk: Liquidity Risk, Governance and Financial Stability, Forthcoming
Mardi Dungey, Matteo Luciani and David Veredas
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Federal Reserve Board and Vlerick Business School
Date Posted: October 25, 2012
Last Revised: April 24, 2014
Accepted Paper Series
650 downloads

Incl. Electronic Paper Financial Deepening and Social Capital.
Francesco Marchionne and Alberto Niccoli
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Università Politecnica delle Marche and MoFiR
Date Posted: August 23, 2011
Last Revised: May 24, 2013
Working Paper Series
99 downloads

Incl. Electronic Paper Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Zhen Shi and Bas J. M. Werker
University of Melbourne and Tilburg University - Center for Economic Research (CentER)
Date Posted: March 03, 2011
Working Paper Series
131 downloads

Incl. Electronic Paper Financial Crises and Adequacy of Regulatory Responses
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Andreas Walter Mattig and Stefan Morkoetter
University of St. Gallen and University of St. Gallen - School of Finance
Date Posted: March 02, 2011
Working Paper Series
217 downloads

Incl. Electronic Paper A Network Model for Bank Lending Capacity
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Christian Schmaltz and Sebastian Pokutta
University of Aarhus and Georgia Institute of Technology
Date Posted: March 02, 2011
Last Revised: May 02, 2011
Working Paper Series
287 downloads

Incl. Electronic Paper Asymmetric Covar: An Application to International Banking
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
University of Navarra, University of Navarra - Faculty of Economics and Business, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Date Posted: March 02, 2011
Working Paper Series
298 downloads

Incl. Electronic Paper Macs and PCs: Observations of the Canadian, U.S., and Global Financial Systems
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Patricia A. McGraw
Ryerson University
Date Posted: March 02, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Minsky’s Financial Instability Hypothesis and the Leverage Cycle
London School of Economics FMG Special Paper
Sudipto Bhattacharya, Dimitrios P. Tsomocos, Charles Goodhart and Alexandros Vardoulakis
London School of Economics, University of Oxford - Said Business School and St. Edmund Hall, London School of Economics & Political Science (LSE) - Financial Markets Group and Board of Governors of the Federal Reserve System
Date Posted: March 02, 2011
Last Revised: December 06, 2011
Working Paper Series
690 downloads

Incl. Electronic Paper Shadow Banking and Financial Stability: European Money Market Funds in the Global Financial Crisis
Journal of International Money and Finance, Vol. 32, 2013
Elias Bengtsson
Sveriges Riksbank
Date Posted: March 02, 2011
Last Revised: February 11, 2014
Accepted Paper Series
1094 downloads

Incl. Electronic Paper Identifying Banking Crises Dates
Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Pearpilai Jutasompakorn, Sirimon Treepongkaruna and Robert D. Brooks
Monash University, University of Western Australia and Monash University
Date Posted: March 01, 2011
Last Revised: October 26, 2011
Working Paper Series
101 downloads

Incl. Electronic Paper Measuring Systemic Risk and Financial Linkages in the Thai Banking System
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Rungporn Roengpitya and Phurichai Rungcharoenkitkul
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 01, 2011
Working Paper Series
361 downloads

Incl. Electronic Paper Xtreme Credit Risk Models: Implications for Bank Capital Buffers
Systemic Risk, Basel III, Financial Stability and Regulation 2011
David E. Allen, Akhmad Kramadibrata, Robert J. Powell and Abhay Kumar-Singh
University of South Australia, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Date Posted: March 01, 2011
Working Paper Series
236 downloads

Incl. Electronic Paper Do Interbank Customer Relationships Exist? And How Did They Function Over the Crisis? Learning from Italy
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Massimiliano Affinito
Bank of Italy
Date Posted: February 28, 2011
Last Revised: June 03, 2011
Working Paper Series
117 downloads

Incl. Electronic Paper Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence
Systemic Risk, Basel III, Financial Stability and Regulation 2011
T. C. Wong, Tom Fong, Ka-Fai Li and Henry Choi
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Date Posted: February 25, 2011
Working Paper Series
636 downloads

Incl. Electronic Paper Incentives Through the Cycle: Microfounded Macroprudential Regulation
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Giovanni di Iasio and Mario Quagliariello
Bank of Italy and European Banking Authority
Date Posted: January 22, 2011
Last Revised: March 01, 2013
Working Paper Series
156 downloads

Incl. Electronic Paper Does Contingent Capital Induce Excessive Risk-Taking?
Journal of Financial Intermediation, Forthcoming
Tobias Berg and Christoph Kaserer
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Date Posted: November 17, 2010
Last Revised: February 11, 2015
Working Paper Series
1450 downloads

Incl. Electronic Paper Managerial Incentives, Market Power and Bank Risk-Taking
Finance and Corporate Governance Conference 2010 Paper, Systemic Risk, Basel III, Financial Stability and Regulation 2011
Mamiza Haq, Barry Williams and Shams Pathan
University of Queensland - Finance, Department of Banking and Finance and University of Queensland - Business School
Date Posted: January 15, 2010
Last Revised: June 29, 2011
Working Paper Series
299 downloads