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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 27 Mar 2017

Rank Downloads Paper Title
1 2,531 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 2,265 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 1,417 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: 1 Mar 2017
4 1,256 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 1,065 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
6 960 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
7 925 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
8 808 Does Governance Have a Role in Pricing? Cross-Country Evidence from Bitcoin Markets
Robert Viglione
University of South Carolina - Department of Finance
Date posted to database: 28 Sep 2015
Last Revised: 28 Sep 2015
9 802 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
10 794 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

RECENT TOP PAPERS for all papers first announced in the last 60 days
26 Jan 2017 through 27 Mar 2017

Rank Downloads Paper Title
1 211 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: 6 Mar 2017
2 171 Shadow Banking and Systemic Risk
Eddy Wymeersch
Ghent University - Financial Law Institute
Date posted to database: 6 Feb 2017
Last Revised: 6 Feb 2017
3 133 Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets
Antoaneta Serguieva
University College London - Financial Computing and Analytics Group, Department of Computer Science
Date posted to database: 25 Jan 2017
Last Revised: 21 Mar 2017
4 113 The Renminbi and Systemic Risk
Chris Brummer
Georgetown University Law Center
Date posted to database: 16 Feb 2017
Last Revised: 16 Feb 2017
5 60 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 56 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
7 46 Controlling Systemic Risk Through Corporate Governance
Steven L. Schwarcz
Duke University School of Law
Date posted to database: 16 Mar 2017
Last Revised: 16 Mar 2017
8 40 Reverse Stress Testing Interbank Networks
Daniel Grigat and Fabio Caccioli
University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Financial Computing and Analytics Group, Department of Computer Science
Date posted to database: 3 Mar 2017
Last Revised: 10 Mar 2017
9 32 Default Contagion and Systemic Risk in the Presence of Credit Default Swaps
Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
Graduate School of Economics, Hitotsubashi University, Hokkaido Univeristy and Tokyo Metropolitan University
Date posted to database: 1 Feb 2017
Last Revised: 1 Feb 2017
10 30 China's Long March to Dismantling the Financial Great Wall: RMB Internationalization and Macroprudential Policy
Weitseng Chen
National University of Singapore (NUS) - Faculty of Law
Date posted to database: 14 Feb 2017
Last Revised: 24 Feb 2017





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