Recent Top Papers (60 days)

As of: 21 Nov 2017 - 20 Jan 2018
Rank Paper Downloads
1.

Fair Value Accounting in Distressed Markets

University of Oxford - Said Business School and University of Cambridge - Judge Business School
29
2.

Reconstructing and Stress Testing Credit Networks

University College London - Financial Computing and Analytics Group, Department of Computer Science, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London
27
3.

Global Risk in Long-Term Sovereign Debt

LUISS University - Department of Economics and Finance and Einaudi Institute for Economics and Finance (EIEF)
24
4.

Bank-Based Versus Market-Based Financing: Implications for Systemic Risk

De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
21
5.

Managerial Risk-Taking Incentives and the Systemic Risk of Financial Institutions

University of Vaasa, School of Accounting and Finance and University of Vaasa
20
6.

Insurers as Asset Managers and Systemic Risk

Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, International Association of Insurance Supervisors, c/o Bank for International Settlements, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
20
7.

A Data Science Approach to Predict the Impact of Collateralization on Systemic Risk

Columbia University - School of International & Public Affairs, Quaternion Risk Management and Quaternion Risk Management
20
8.

Sentiment in Central Banks' Financial Stability Reports

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
18
9.

Tail Event Driven Networks of SIFIs

Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and University of Augsburg
17

All Time Top Papers

As of: 02 Jan 1997 - 20 Jan 2018
Rank Paper Downloads
1.

Can Microfinance Reduce Portfolio Volatility?

New York University - Leonard N. Stern School of Business and New York University (NYU) - Wilf Family Department of Politics
2,565
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,377
3.

Does Governance Have a Role in Pricing? Cross-Country Evidence from Bitcoin Markets

University of South Carolina - Department of Finance
1,752
4.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,572
5.

Where the Risks Lie: A Survey on Systemic Risk

Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris
1,344
6.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,341
7.

The Parade of the Bankers’ New Clothes Continues: 31 Flawed Claims Debunked

Stanford Graduate School of Business and Max Planck Institute for Research on Collective Goods
1,008
8.

Model Risk of Risk Models

London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, University of Chile and Federal Reserve Board
973
9.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and Capital University of Economics and Business-International School of Economics and Management
929
10.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
922