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Measuring and Allocating Systemic Risk

https://doi.org/10.2139/ssrn.2372472
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1 of 48 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2139/ssrn.1640545
The 47 checked references that resolve
resolves10.1257/aer.102.3.59
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
resolves10.1093/rfs/hhw088
Measuring Systemic Risk
resolves10.1016/j.jfi.2016.08.004
The dark side of liquidity creation: Leverage and systemic risk
resolves10.1016/s0014-2921(00)00058-1
Contagious bank failures in a free banking system
resolves10.1093/rfs/hhs094
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
resolves10.1086/262109
Financial Contagion
resolves10.1137/16m1087357
Multivariate Shortfall Risk Allocation and Systemic Risk
resolves10.5089/9781451863659.001
A New Risk Indicator and Stress Testing Tool
resolves10.1111/jofi.12591
Measuring Liquidity Mismatch in the Banking Sector
resolves10.1108/jfrc-12-2014-0051
Investment funds, shadow banking and systemic risk
resolves10.1093/rof/rfw026
Where the Risks Lie: A Survey on Systemic Risk
resolves10.1111/mafi.12170
A unified approach to systemic risk measures via acceptance sets
resolves10.1016/j.jfineco.2011.12.010
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
resolves10.1007/s11403-017-0188-1
An agent-based model for financial vulnerability
resolves10.1080/14697680400020325
Network topology of the interbank market
resolves10.1093/rfs/hhw060
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
resolves10.1093/rfs/hhn098
Market Liquidity and Funding Liquidity
resolves10.1257/aer.104.2.379
A Macroeconomic Model with a Financial Sector
resolves10.1093/rfs/hhu016
Illiquidity Contagion and Liquidity Crashes
resolves10.1287/mnsc.1120.1631
An Axiomatic Approach to Systemic Risk
resolves10.1007/s11579-008-0013-7
Dual characterization of properties of risk measures on Orlicz hearts
resolves10.1111/j.1467-9965.2009.00364.x
RISK MEASURES ON ORLICZ HEARTS
resolves10.1162/jeea.2005.3.2-3.556
Liquidity Risk and Contagion
resolves10.1111/j.1540-6261.2005.00741.x
Liquidity Shortages and Banking Crises
resolves10.1093/rfs/hhn057
Systematic Risk and the Price Structure of Individual Equity Options
resolves10.1287/mnsc.47.2.236.9835
Systemic Risk in Financial Systems
resolves10.1257/aer.104.10.3115
Financial Networks and Contagion
resolves10.1287/mnsc.1060.0531
Risk Assessment for Banking Systems
resolves10.1137/16m1066087
Measures of Systemic Risk
resolves10.1515/9783110212075
Stochastic Finance
resolves10.2307/2601198
Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
resolves10.1098/rspa.2009.0410
Contagion in financial networks
resolves10.1287/mnsc.1110.1375
Systemic Risk: What Defaults Are Telling Us
resolves10.1016/j.jfineco.2016.12.009
Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
resolves10.3386/w19885
A Macroeconomic Framework for Quantifying Systemic Risk
resolves10.1007/s10693-011-0117-8
Systemic Risk Contributions
resolves10.1007/s00186-016-0545-1
Systemic risk measures on general measurable spaces
resolves10.1016/j.jbankfin.2004.09.007
Measuring systemic risk: A risk management approach
resolves10.1111/j.1540-6261.2005.00821.x
Financial Networks: Contagion, Commitment, and Private Sector Bailouts
resolves10.1111/j.1468-0262.2006.00716.x
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
resolves10.1111/j.1745-6622.1993.tb00231.x
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS
resolves10.1093/qje/qjr054
Monetary Policy as Financial Stability Regulation
resolves10.2139/ssrn.1014320
Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets
resolves10.2307/2296698
Prices vs. Quantities
The 8 references without a DOI — listed, not checked
no DOI — not checkedref19
no DOI — not checkedBubbles, financial crises, and systemic risk. Handbook of the Economics of Finance
no DOI — not checkedRAMSI: A top down stress testing model
no DOI — not checkedSimulating fire-sales in a banking and shadow banking system
no DOI — not checkedref37
no DOI — not checkedref42
no DOI — not checkedref50
no DOI — not checkedA view from the top: The interaction between solvency and liquidity stress
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