Recent Top Papers (60 days)

As of: 22 Aug 2017 - 21 Oct 2017
Rank Paper Downloads
1.

Models of Financial Stability and Their Application in Stress Tests

London School of Economics & Political Science (LSE) - London School of Economics, Institute for New Economic Thinking, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students and University of Oxford, Students
63
2.

Distress and Default Contagion in Financial Networks

London School of Economics & Political Science (LSE) - Department of Mathematics
62
3.

Debt Priority Structure, Market Discipline and Bank Conduct

University of Bristol, University of Nottingham, Aston University - Aston Business School and University of Bristol
59
4.

Cyber Risk, Market Failures, and Financial Stability

International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
54
5.

Identifying Contagion in a Banking Network

University of Oxford - Said Business School, Bank of England, University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
40
6.

Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking

Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Babes-Bolyai University - Department of Finance
27
7.

Robust Stochastic Games and Systemic Risk

University of Toronto and University of Toronto - Department of Statistics
21
8.

A Dynamic Network Model of Interbank Lending — Systemic Risk and Liquidity Provisioning

Columbia University, Columbia University and Columbia University
20
9.

Systemic Risk and Firm Financial Constraints

Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
20
10.

Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk?

Imperial College London - Department of Mathematics, University of Vienna - Department of Statistics and Operations Research, University of Oxford - Nomura Centre for Quantitative Finance, OCIAM and California Institute of Technology
17

All Time Top Papers

As of: 02 Jan 1997 - 21 Oct 2017
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
2,557
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,337
3.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,522
4.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,317
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 - Finance Department
1,256
6.

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

University of South Carolina - Department of Finance
1,239
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
994
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
957
9.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and University of Oxford - Department of Economics
881
10.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
875