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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 28 Apr 2017

Rank Downloads Paper Title
1 2,534 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 2,275 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 1,434 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 1,269 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 1,105 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
6 965 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
7 937 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
8 845 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
9 821 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
10 806 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
27 Feb 2017 through 28 Apr 2017

Rank Downloads Paper Title
1 138 Controlling Systemic Risk Through Corporate Governance
Steven L. Schwarcz
Duke University School of Law
Date posted to database: 16 Mar 2017
Last Revised: 4 Apr 2017
2 134 Does Sentiment Index Predict Future Returns?
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Date posted to database: 10 Apr 2017
Last Revised: 12 Apr 2017
3 76 SenSR: A Sentiment-Based Systemic Risk Indicator
Svetlana Borovkova, Evgeny Garmaev, Philipp Lammers and Jordi Rustige
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration, VU University Amsterdam - Finance, VU University Amsterdam, Finance and VU University Amsterdam, Faculty of Economics and Business Administration
Date posted to database: 11 Apr 2017
Last Revised: 13 Apr 2017
4 58 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
5 49 Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Date posted to database: 11 Apr 2017
Last Revised: 11 Apr 2017
6 45 Clearinghouse Default Waterfalls: Risk-Sharing, Incentives, and Systemic Risk
Agostino Capponi, W. Allen Cheng and Jay Sethuraman
Columbia University, Columbia University and Columbia University
Date posted to database: 9 Mar 2017
Last Revised: 9 Mar 2017
7 38 Central Clearing and Risk Transformation
Rama Cont
Imperial College London
Date posted to database: 20 Apr 2017
Last Revised: 20 Apr 2017
8 36 Challenges in Implementing Worst-Case Analysis
Jon Danielsson, Lerby Murat Ergun and Casper G. de Vries
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date posted to database: 15 Mar 2017
Last Revised: 15 Mar 2017
9 36 Could Basel III Capital and Liquidity Requirements Avoid Bank Failure?
Lamia Bouattour Boulifa and Dalenda Khouaja
DEFI, ESSECT and University of Tunis
Date posted to database: 24 Feb 2017
Last Revised: 24 Feb 2017
10 32 Cross-Border Bank Flows and Systemic Risk
George Andrew Karolyi, John Sedunov and Alvaro G. Taboada
Cornell University - Johnson Graduate School of Management, Villanova University - Department of Finance and Mississippi State University
Date posted to database: 23 Mar 2017
Last Revised: 23 Mar 2017





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