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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 May 2017

Rank Downloads Paper Title
1 2,538 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 2,284 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 1,448 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 1,278 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 1,125 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
6 973 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
7 942 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
8 889 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
9 827 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
10 821 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
28 Mar 2017 through 27 May 2017

Rank Downloads Paper Title
1 238 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
2 143 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
3 86 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 57 Central Clearing and Risk Transformation
Rama Cont
Imperial College London
Date posted to database: 20 Apr 2017
Last Revised: 20 Apr 2017
5 54 Bank Sectoral Concentration and (Systemic) Risk: Evidence from a Worldwide Sample of Banks
Thorsten Beck, Olivier De Jonghe and Klaas Mulier
City University London - Sir John Cass Business School, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Faculty of Economics and Business Administration
Date posted to database: 28 Apr 2017
Last Revised: 28 Apr 2017
6 49 The Asset Management Industry, Systemic Risk, and Macroprudential Policy
Claude Lopez
Milken Institute
Date posted to database: 17 Apr 2017
Last Revised: 17 Apr 2017
7 48 Clearing Algorithms and Network Centrality
Christoph Siebenbrunner
University of Oxford - Mathematical Institute
Date posted to database: 29 Apr 2017
Last Revised: 29 Apr 2017
8 45 ETF Failures-to-Deliver: Naked Short-Selling or Operational Shorting?
Richard B. Evans, Rabih Moussawi, Michael S. Pagano and John Sedunov
University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Date posted to database: 3 May 2017
Last Revised: 20 May 2017
9 37 Contingent Claims Analysis of Sovereign Default Risk in the Eurozone
Dennis Kahlert, Niklas Wagner and Ludwig Weipert
University of Passau, Passau University and University of Passau
Date posted to database: 24 Apr 2017
Last Revised: 1 May 2017
10 31 Margin Procyclicality and Systemic Risk
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Date posted to database: 24 Apr 2017
Last Revised: 24 Apr 2017





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