Systemic risk, financial contagion and financial fragility

By Seraf'in Mart'inez-Jaramillo, Omar Pérez Pérez, Fernando Avila Embriz, Fabrizio López-Gallo Dey. 2010

185 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4b518fd400b1501bc37e8ba1ca555147e8e40f1e

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Citations in the corpus

Contagion and risk-sharing on the inter-bank market (2013, unknown): “…allow the examination727 of this effect in the presence of larger shocks when the pattern of bankruptcies is reversed.728 In a similar manner to Martinez-Jaramillo et al. (2010) we separate the failures in729 the banking system into two groups (shown in Figure 1), those which were contagious…”
An empirical study of the Mexican banking system’s network and its implications for systemic risk (2012, unknown): “…simulation framework, as in Boss et al. (2006), Aikman et al. (2009), Alessandri et al. (2009), Márquez-Diez-Canedo and Mart́ınez-Jaramillo (2009), Mart́ınez-Jaramillo et al. (2010b), Mart́ınez-Jaramillo et al. (2010a), Lopez-Castañon et al. (2012), Gauthier et al. (2010b), Gauthier et al.…”
The Concept of Systemic Risk (2014, background): “Contagion is inherent to the systemic risk and occurs when systemic risk materializes (Martínez-Jaramillo et al., 2010).”
A Network Analysis of Global Banking:1978-2009 (2011, unknown): “12 A recent foray into network models of systemic risk include Martinez-Jaramillo et al. (2010) who simulate contagion in a banking system and derive measures of system fragility based on the topological features of the interbank exposures network.”
Quantification of systemic risk from overlapping portfolios in the financial system (2018, methodology): “Various aspects of the data have been studied before (Martı́nez-Jaramillo et al., 2010; López-Castañón et al., 2012; Martı́nez-Jaramillo et al., 2014; Molina-Borboa et al., 2015; Poledna et al., 2015).”
Supply chain disruption propagation: a systemic risk and normal accident theory perspective (2018, background): “Systemic risk is of utmost importance for maintaining the stability of a network and calls for methods to measure and manage risk (Martínez-Jaramillo et al. 2010).”
Firm-network characteristics and economic robustness to natural disasters (2012, unknown): “Ripple-e ects within economic networks have been the topic of intense research but this research focuses on credit contagion and systemic risk in the nancial system (e.g., Giesecke and Weber, 2006; Nier et al., 2007; Martínez-Jaramillo et al., 2010).”
The multi-layer network nature of systemic risk and its implications for the costs of financial crises (2015, background): “[31] Seraf́ın Mart́ınez-Jaramillo, Omar Pérez-Pérez, Fernando”