Marcel Bluhm

Wang Yanan Institute for Studies in Economics

Assistant Professor

A 307, Economics Building

Xiamen, Fujian 361005

China

Center for Financial Studies

Research Fellow

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

8

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1,622

SSRN CITATIONS
Rank 33,502

SSRN RANKINGS

Top 33,502

in Total Papers Citations

14

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

Endogenous Banks' Networks, Cascades and Systemic Risk

SAFE Working Paper No. 12
Number of pages: 76 Posted: 20 Mar 2013 Last Revised: 04 Jul 2014
Marcel Bluhm, Ester Faia and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics, Goethe University Frankfurt and Faculty of Economics and Business Administration
Downloads 497 (68,331)
Citation 3

Abstract:

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network formation, tâtonnement, contagion

2.

Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets

SAFE Working Paper No. 48
Number of pages: 50 Posted: 08 Apr 2014
Marcel Bluhm and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics and Faculty of Economics and Business Administration
Downloads 357 (100,928)
Citation 13

Abstract:

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systemic risk, systemic risk charge, macroprudential supervision, Shapley value, financial network

3.

Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk

SAFE Working Paper No. 46
Number of pages: 43 Posted: 29 Mar 2014 Last Revised: 19 Nov 2016
Marcel Bluhm, Ester Faia and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics, Goethe University Frankfurt and Faculty of Economics and Business Administration
Downloads 298 (122,924)
Citation 4

Abstract:

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Network formation, contagion, central banks' interventions

4.

Default Risk in an Interconnected Banking System with Endogeneous Asset Markets

CFS Working Paper Series No. 2011/19
Number of pages: 63 Posted: 14 Sep 2011 Last Revised: 13 Feb 2012
Marcel Bluhm and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics and Faculty of Economics and Business Administration
Downloads 127 (266,257)
Citation 1

Abstract:

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systemic risk, systemic risk charge, systemic risk fund, macroprudential supervision, shapley value, financial network

5.

Interbank Funding as Insurance Mechanism for (Persistent) Liquidity Shocks

SAFE Working Paper No. 117
Number of pages: 37 Posted: 14 Nov 2015
Marcel Bluhm
Wang Yanan Institute for Studies in Economics
Downloads 120 (277,680)

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Financial fragility, interbank market, liquidity, maturity, network model

6.

On the Conditional Effects of IMF Program Participation on Output Growth

CESifo Working Paper Series No. 3161
Number of pages: 47 Posted: 13 Sep 2010
Michael Binder and Marcel Bluhm
Goethe University Frankfurt and Wang Yanan Institute for Studies in Economics
Downloads 100 (315,108)
Citation 2

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IMF program participation, output growth, panel sample selection models, conditional pooling

7.

Interbank Intermediation

Bundesbank Discussion Paper No. 16/2016
Number of pages: 45 Posted: 21 Jun 2016
Wang Yanan Institute for Studies in Economics, University of Cape Town and Faculty of Economics and Business Administration
Downloads 97 (321,322)

Abstract:

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interbank markets, liquidity, financial stability

8.

Investigating the Monetary Policy of Central Banks with Assessment Indicators

CFS Working Paper Series
Number of pages: 38 Posted: 09 Sep 2011 Last Revised: 16 Sep 2011
Marcel Bluhm
Wang Yanan Institute for Studies in Economics
Downloads 26 (575,241)
Citation 2

Abstract:

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monetary policy rule, statement indicators, Bundesbank, monetary targeting