Estimating Systemic Risk in the International Financial System

By Söhnke M. Bartram, Gregory W. Brown, John E. Hund. 2005

146 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/9232d60c0103fb5abf2b73f2ec9c3d1f177ceed5

Citations in the corpus

• CORPORATE HEDGING AND SHAREHOLDER VALUE (2010, unknown): “A potentially better, more forward looking proxy for the default risk of a firm would consist of the default probability implied in the firm’s stock or option price (Bartram et al., 2007; Vassalou and Xing, 2004; Merton, 1974).”
• Transmission channels of systemic risk and contagion in the European financial network (2015, unknown): “…tests (Basel Committee on Banking Supervision 2011; European Banking Authority 2012), the contagion from the Lehman bankruptcy put at risk the stability of the European financial system, indicating that systemic risk has been enormously underestimated (Bartram et al. 2007; Engle et al. 2014).”
• Financial inclusion and bank stability: evidence from Europe (2020, unknown): “The data for the remaining years is generated by linear interpolation which takes into account the fact that financial inclusion changes gradually and has the benefit of producing a smooth value-generating process by avoiding any jumps (Bartram et al., 2007).”
• Systemic risk, financial contagion and financial fragility (2010, unknown): “In Bartram et al. (2007) , the authors find that the probability of a breakdown of the international financial system is small; although, things have changed recently and their conclusions may not hold any more.”