Recent Top Papers (60 days)

As of: 26 May 2017 - 25 Jul 2017
Rank Paper Downloads
1.

Factor Analysis for Volatility

University of Pennsylvania, School of Arts & Sciences, Department of Economics and University of Pennsylvania, School of Arts & Sciences, Department of Economics
62
2.

Design of Macro-Prudential Stress Tests

University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Stanford University - Stanford Graduate School of Business
60
3.

How Important Was Contagion Through Banks During the European Sovereign Crisis?

Bocconi University - Department of Finance and Ohio State University (OSU) - Department of Finance
44
4.

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

Universitat Pompeu Fabra - Department of Economics and Business, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
44
5.

Systemic Risk for Financial Institutions of Major Petroleum-Based Economies: The Role of Oil

King Fahd University of Petroleum & Minerals (KFUPM), University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE and Montpellier Business School
41
6.

J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis

University of Wyoming - College of Business - Department of Economics and Finance
37
7.

Financial Crisis, Corporate Governance, and Bank Capital

University of Colorado at Boulder - Department of Finance
35
8.

Does Banks’ Systemic Importance Affect Their Capital Structure Adjustment Process?

Université de Limoges, LAPE, Tilburg University - Department of Finance and Universite de Limoges, LAPE
33
9.

Systematic Risk and Microstructure Invariance

Ohio University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Economics and Carnegie Mellon University - Tepper School of Business
26
10.

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
25

All Time Top Papers

As of: 02 Jan 1997 - 25 Jul 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
2,542
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,305
3.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,481
4.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,289
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
1,182
6.

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

University of South Carolina - Department of Finance
987
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
983
8.

Model Risk of Risk Models

London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
950
9.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and University of Oxford - Department of Economics
846
10.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
846