Recent Top Papers (60 days)

As of: 19 Dec 2017 - 17 Feb 2018
Rank Paper Downloads
1.

Systemic Risk and Bank Defaults: Assessing the Explanatory Power of Systemic Risk Measures in Forecasting Bank Defaults

University of Cologne - Department of Banking
64
2.

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

University College London - Centre for the Study of Decision-Making Uncertainty, European Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
62
3.

Fair Value Accounting in Distressed Markets

University of Oxford - Said Business School and University of Cambridge - Judge Business School
57
4.

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)
42
5.

Are European Banks Still Too-Big-to-Fail? The Impact of Government Interventions and Regulatory Reform on Bailout Expectations in the EU

Centre for European Economic Research (ZEW)
39
6.

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
34
7.

Twin Peaks and Central Banks: Economics, Political Economy and Comparative Analysis

Bocconi University - Department of Economics and Trinity College (Dublin) - Department of Economics
34
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
30
9.

Are International Banks Different? Evidence on Bank Performance and Strategy

World Bank, World Bank - Development Research Group and Tilburg University - Center for Economic Research (CentER)
28
10.

Monitoring CCP Exposure, in Real Time If Needed

VU Amsterdam
27

All Time Top Papers

As of: 02 Jan 1997 - 17 Feb 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
2,570
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,393
3.

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

University of South Carolina - Department of Finance
1,932
4.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,584
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
1,369
6.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,347
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
1,016
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
976
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
950
10.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
934