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SSRN Top Downloads For
ERN: Systemic Risk (Topic)

ALL TIME TOP PAPERS for all papers in this SSRN eLibrary subject area
2 Jan 1997 through 20 Feb 2017

Rank Downloads Paper Title
1 2,524 Can Microfinance Reduce Portfolio Volatility?
Ingo Walter and Nicolas A. Krauss
New York University - Leonard N. Stern School of Business and New York University (NYU) - Wilf Family Department of Politics
Date posted to database: 10 Nov 2006
Last Revised: 4 Jan 2014
2 2,252 CoVaR
Tobias Adrian and Markus K. Brunnermeier
International Monetary Fund and Princeton University - Department of Economics
Date posted to database: 19 Sep 2008
Last Revised: 17 Oct 2013
3 1,395 Systemic Risk and Central Clearing Counterparty Design
Hamed Amini, Damir Filipović and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Date posted to database: 9 Jun 2013
Last Revised: 4 Sep 2015
4 1,247 Measuring and Allocating Systemic Risk
Markus K. Brunnermeier and Patrick Cheridito
Princeton University - Department of Economics and ETH Zurich
Date posted to database: 29 Dec 2013
Last Revised: 26 Jul 2014
5 1,006 Where the Risks Lie: A Survey on Systemic Risk
Sylvain Benoit, Jean-Edouard Colliard, Christophe Hurlin and Christophe Perignon
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Date posted to database: 15 Mar 2015
Last Revised: 9 Feb 2016
6 933 The Parade of the Bankers’ New Clothes Continues: 31 Flawed Claims Debunked
Anat R. Admati and Martin F. Hellwig
Stanford Graduate School of Business and Max Planck Institute for Research on Collective Goods
Date posted to database: 11 Jul 2013
Last Revised: 12 Jan 2016
7 910 Model Risk of Risk Models
Jon Danielsson, Kevin R. James, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
Date posted to database: 18 Apr 2014
Last Revised: 16 Feb 2016
8 791 The Price of Complexity in Financial Networks
Stefano Battiston, Guido Caldarelli, Robert May, Tarik Roukny and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Oxford, Université Libre de Bruxelles (ULB) and Columbia Business School - Finance and Economics
Date posted to database: 15 Apr 2015
Last Revised: 2 Nov 2015
9 780 Learning from History: Volatility and Financial Crises
Jon Danielsson, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
Date posted to database: 21 Nov 2016
Last Revised: 29 Nov 2016
10 770 Factor High-Frequency Based Volatility (HEAVY) Models
Kevin Sheppard and Wen Xu
University of Oxford - Department of Economics and University of Oxford - Department of Economics
Date posted to database: 28 May 2014
Last Revised: 28 May 2014

RECENT TOP PAPERS for all papers first announced in the last 60 days
22 Dec 2016 through 20 Feb 2017

Rank Downloads Paper Title
1 152 Banking Regulation, Institutional Quality, and Financial Crises
Francesco Marchionne and Beniamino Pisicoli
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Università degli Studi di Bari Aldo Moro - Dpt. of Economics
Date posted to database: 11 Feb 2017
Last Revised: 11 Feb 2017
2 60 Shadow Banking and Systemic Risk
Eddy Wymeersch
Ghent University - Financial Law Institute
Date posted to database: 6 Feb 2017
Last Revised: 6 Feb 2017
3 58 Early Warning and Systemic Risk in Core Global Banking: Balance Sheet Financial Network and Market Price-Based Methods
Sheri M. Markose, Simone Giansante, Nicolas A. Eterovic and Mateusz Gatkowski
University of Essex - Department of Economics, University of Bath - School of Management, University of Essex and University of Essex - Centre for Computational Finance and Economic Agents
Date posted to database: 17 Jan 2017
Last Revised: 3 Feb 2017
4 48 Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets
Antoaneta Serguieva
Department of Computer Science, University College London
Date posted to database: 25 Jan 2017
Last Revised: 10 Feb 2017
5 48 The Determinants of Systematic Risk: A Firm Lifecycle Perspective
Jimmy A. Saravia, Carlos Garcia and Paula Maria Almonacid
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date posted to database: 25 Jan 2017
Last Revised: 25 Jan 2017
6 34 Towards Single Resolution and Single Supervision of Systemically Important Financial Institutions in the European Union?
Danny Busch and Mirik van Rijn
Radboud University Nijmegen and Radboud University Nijmegen, Faculty of Law, Students
Date posted to database: 17 Jan 2017
Last Revised: 24 Jan 2017
7 30 Adjustable Network Reconstruction with Applications to CDS Exposures
Axel Gandy and Luitgard A. M. Veraart
Imperial College London and London School of Economics & Political Science (LSE) - Department of Mathematics
Date posted to database: 10 Jan 2017
Last Revised: 10 Jan 2017
8 29 Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks
Anqi Liu, Mark E. Paddrik, Steve Y. Yang and Xingjia Zhang
Stevens Institute of Technology, Government of the United States of America - Office of Financial Research, Stevens Institute of Technology and Stevens Institute of Technology
Date posted to database: 22 Dec 2016
Last Revised: 22 Dec 2016
9 27 The Impact of Bank Restatements on Illiquidity and Systemic Risk
Marie Herly
University of Aarhus - School of Business and Social Sciences
Date posted to database: 19 Jan 2017
Last Revised: 19 Jan 2017
10 23 Dynamic Systemic Risk Networks: A Note
Sanjiv Ranjan Das, Seoyoung Kim and Daniel N Ostrov
Santa Clara University - Leavey School of Business, Santa Clara University and Santa Clara University
Date posted to database: 8 Feb 2017
Last Revised: 8 Feb 2017





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