Marcel Bluhm

The Block

New York

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 45,797

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1,988

SSRN CITATIONS
Rank 30,490

SSRN RANKINGS

Top 30,490

in Total Papers Citations

23

CROSSREF CITATIONS

12

Scholarly Papers (9)

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
The Block, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 568 (89,392)
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
The Block and Goethe University Frankfurt
Downloads 398 (136,850)
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
The Block, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 365 (150,885)
Citation 7

Abstract:

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Network formation, contagion, central banks' interventions

4.

Interbank Intermediation

Bundesbank Discussion Paper No. 16/2016
Number of pages: 45 Posted: 21 Jun 2016
The Block, EDHEC Business School and Goethe University Frankfurt
Downloads 156 (343,968)

Abstract:

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interbank markets, liquidity, financial stability

5.

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
The Block and Goethe University Frankfurt
Downloads 156 (343,968)
Citation 1

Abstract:

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

6.

Interbank Funding as Insurance Mechanism for (Persistent) Liquidity Shocks

SAFE Working Paper No. 117
Number of pages: 37 Posted: 14 Nov 2015
Marcel Bluhm
The Block
Downloads 145 (365,185)

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

7.

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 The Block
Downloads 128 (402,528)
Citation 6

Abstract:

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

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
The Block
Downloads 45 (736,075)
Citation 2

Abstract:

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monetary policy rule, statement indicators, Bundesbank, monetary targeting

9.

Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)

Number of pages: 20 Posted: 12 Feb 2024 Last Revised: 13 Feb 2024
The Block, Steakhouse Financial Limited, affiliation not provided to SSRN and Balloonist ApS
Downloads 27 (874,237)

Abstract:

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ALM, Blockchain, Regulation, Risk Management, Stablecoins