On the public citation graph

Tail Risk Measures and Bank Failures: A Novel Approach to Monitor Financial Instability

https://doi.org/10.2139/ssrn.4873879
0 signed · 84 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s10693-011-0103-1openalex-extracted
Determinants of Bank Distress in Europe: Evidence from a New Data Set
inferredcites →https://doi.org/10.1007/s10693-011-0116-9openalex-extracted
Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around
inferredcites →https://doi.org/10.1007/s10693-012-0150-2openalex-extracted
Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
inferredcites →https://doi.org/10.1007/s11187-021-00478-5openalex-extracted
Bank failures, local business dynamics, and government policy
inferredcites →https://doi.org/10.1016/0304-4076(94)01642-dopenalex-extracted
Another look at the instrumental variable estimation of error-components models
inferredcites →https://doi.org/10.1016/0378-4266(77)90022-xopenalex-extracted
Early warning of bank failure
inferredcites →https://doi.org/10.1016/0378-4266(95)98952-mopenalex-extracted
Separating the likelihood and timing of bank failure
inferredcites →https://doi.org/10.1016/j.econlet.2020.109717openalex-extracted
Income inequality and minority labor market dynamics: Medium term effects from the Great Recession
inferredcites →https://doi.org/10.1016/j.ejor.2016.07.046openalex-extracted
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach
inferredcites →https://doi.org/10.1016/j.frl.2016.12.028openalex-extracted
Bank Bailouts in Europe and Bank Performance
inferredcites →https://doi.org/10.1016/j.ijforecast.2019.11.005openalex-extracted
Predicting bank insolvencies using machine learning techniques
inferredcites →https://doi.org/10.1016/j.indmarman.2017.11.010openalex-extracted
Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data
inferredcites →https://doi.org/10.1016/j.jbankfin.2006.12.009openalex-extracted
Accounting for distress in bank mergers
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.03.005openalex-extracted
Ability of accounting and audit quality variables to predict bank failure during the financial crisis
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.11.030openalex-extracted
The Relationship between Liquidity Risk and Credit Risk in Banks
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.11.041openalex-extracted
Predicting distress in European banks
inferredcites →https://doi.org/10.1016/j.jbankfin.2018.07.007openalex-extracted
Real estate as a common risk factor in bank stock returns
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.07.013openalex-extracted
Does Efficiency Help Banks Survive and Thrive during Financial Crises?
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.105651openalex-extracted
The moderating role of capital on the relationship between bank liquidity creation and failure risk
inferredcites →https://doi.org/10.1016/j.jbusres.2019.02.037openalex-extracted
Mind the tail, or risk to fail
inferredcites →https://doi.org/10.1016/j.jcorpfin.2020.101560openalex-extracted
Does gender diversity on banks' boards matter? Evidence from public bailouts
inferredcites →https://doi.org/10.1016/j.jeconom.2020.05.016openalex-extracted
Spatial dynamic panel data models with correlated random effects
inferredcites →https://doi.org/10.1016/j.jempfin.2013.05.005openalex-extracted
The disciplinary effect of subordinated debt on bank risk taking
inferredcites →https://doi.org/10.1016/j.jfi.2013.01.001openalex-extracted
Nontraditional banking activities and bank failures during the financial crisis
inferredcites →https://doi.org/10.1016/j.jfi.2013.02.002openalex-extracted
Do we need big banks? Evidence on performance, strategy and market discipline
inferredcites →https://doi.org/10.1016/j.jfineco.2012.03.005openalex-extracted
Endogeneity and the dynamics of internal corporate governance
inferredcites →https://doi.org/10.1016/j.jfineco.2013.02.008openalex-extracted
How does capital affect bank performance during financial crises?
inferredcites →https://doi.org/10.1016/j.jfineco.2016.01.020openalex-extracted
Does the geographic expansion of banks reduce risk?
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103871openalex-extracted
The death of a regulator: Strict supervision, bank lending, and business activity
inferredcites →https://doi.org/10.1016/j.jfs.2011.02.002openalex-extracted
Escaping TARP
inferredcites →https://doi.org/10.1016/j.jfs.2014.02.005openalex-extracted
Which banks are more risky? The impact of business models on bank stability
inferredcites →https://doi.org/10.1016/j.jfs.2017.11.005openalex-extracted
To be bailed out or to be left to fail? A dynamic competing risks hazard analysis
inferredcites →https://doi.org/10.1016/j.jimonfin.2007.10.004openalex-extracted
Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
inferredcites →https://doi.org/10.1016/j.jimonfin.2015.07.003openalex-extracted
Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis
inferredcites →https://doi.org/10.1016/j.omega.2009.09.007openalex-extracted
Financial crises and bank failures: A review of prediction methods
inferredcites →https://doi.org/10.1016/j.pacfin.2017.12.001openalex-extracted
What enables Islamic banks to contribute in global financial reintermediation?
inferredcites →https://doi.org/10.1016/s0304-4076(98)00009-8openalex-extracted
Initial conditions and moment restrictions in dynamic panel data models
inferredcites →https://doi.org/10.1016/s0378-4266(01)00270-9openalex-extracted
Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings
inferredcites →https://doi.org/10.1016/s0573-8555(2006)274openalex-extracted
Panel Data Econometrics Theoretical Contributions and Empirical Applications
inferredcites →https://doi.org/10.1016/s1042-9573(03)00016-0openalex-extracted
Loan loss provisioning and economic slowdowns: too much, too late?
inferredcites →https://doi.org/10.1017/s0022109009990482openalex-extracted
Predicting Hedge Fund Failure: A Comparison of Risk Measures
inferredcites →https://doi.org/10.1017/s0022109016000168openalex-extracted
Inside Debt and Bank Risk
inferredcites →https://doi.org/10.1017/s0022109018000327openalex-extracted
When Banks Grow Too Big for Their National Economies: Tail Risks, Risk Channels, and Government Guarantees
inferredcites →https://doi.org/10.1017/s0022109020000150openalex-extracted
The Effects of Cultural Values on Bank Failures around the World
inferredcites →https://doi.org/10.1057/jors.2014.106openalex-extracted
Estimating bank default with generalised extreme value regression models
inferredcites →https://doi.org/10.1093/rfs/hhn104openalex-extracted
Bank Liquidity Creation
inferredcites →https://doi.org/10.1093/rfs/hhq022openalex-extracted
Bank Capital and Value in the Cross-Section
inferredcites →https://doi.org/10.1093/rfs/hhr121openalex-extracted
Assessing TARP
inferredcites →https://doi.org/10.1093/rfs/hhs056openalex-extracted
Bank Bailouts and Moral Hazard: Evidence from Germany
inferredcites →https://doi.org/10.1108/imr-02-2015-0020openalex-extracted
Assessing endogeneity issues in international marketing research
inferredcites →https://doi.org/10.1111/1467-9965.00068openalex-extracted
Coherent Measures of Risk
inferredcites →https://doi.org/10.1111/1468-036x.00125openalex-extracted
Risk management lessons from Long‐Term Capital Management
inferredcites →https://doi.org/10.1111/1540-6261.00455openalex-extracted
How Accurate Are Value‐at‐Risk Models at Commercial Banks?
inferredcites →https://doi.org/10.1111/fima.12056openalex-extracted
Crises, Liquidity Shocks, and Fire Sales at Commercial Banks
inferredcites →https://doi.org/10.1111/fima.12253openalex-extracted
Bank capital buffers in a dynamic model
inferredcites →https://doi.org/10.1111/fire.12213openalex-extracted
Uncertain Times and Early Predictions of Bank Failure
inferredcites →https://doi.org/10.1111/j.1468-036x.2010.00603.xopenalex-extracted
Bank Size and Systemic Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00558.xopenalex-extracted
PREDICTION OF BANK FAILURES
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01795.xopenalex-extracted
Ex Ante Skewness and Expected Stock Returns
inferredcites →https://doi.org/10.1111/jfir.12397openalex-extracted
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States
inferredcites →https://doi.org/10.1111/jmcb.12316openalex-extracted
The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis
inferredcites →https://doi.org/10.1111/jofi.12057openalex-extracted
Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies
inferredcites →https://doi.org/10.1162/003465300558560openalex-extracted
Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions
inferredcites →https://doi.org/10.1177/1536867x0900900106openalex-extracted
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
inferredcites →https://doi.org/10.1177/1536867x1701700106openalex-extracted
Within- and Between-cluster Effects in Generalized Linear Mixed Models: A Discussion of Approaches and the Xthybrid command
inferredcites →https://doi.org/10.1353/mcb.2006.0032openalex-extracted
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
inferredcites →https://doi.org/10.1920/wp.ifs.1995.9517openalex-extracted
Initial conditions and moment restrictions in dynamic panel data models
inferredcites →https://doi.org/10.2139/ssrn.2191861openalex-extracted
The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress
inferredcites →https://doi.org/10.2139/ssrn.2823946openalex-extracted
Measuring Bank Risk: An Exploration of Z-Score
inferredcites →https://doi.org/10.2139/ssrn.3364841openalex-extracted
Bank Distress and Tail Risk
inferredcites →https://doi.org/10.2139/ssrn.982943openalex-extracted
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
inferredcites →https://doi.org/10.2307/1400905openalex-extracted
Moments and Cumulants in the Specification of Distributions
inferredcites →https://doi.org/10.2307/1913646openalex-extracted
On the Pooling of Time Series and Cross Section Data
inferredcites →https://doi.org/10.2307/2109682openalex-extracted
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
inferredcites →https://doi.org/10.2307/2297968openalex-extracted
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
inferredcites →https://doi.org/10.2307/2601102openalex-extracted
Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence
inferredcites →https://doi.org/10.3386/w16178openalex-extracted
Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies
inferredcites →https://doi.org/10.3386/w24168openalex-extracted
The Death of a Regulator: Strict Supervision, Bank Lending, and Business Activity
inferredcites →https://doi.org/10.4135/9781412993869openalex-extracted
Fixed Effects Regression Models
inferredcites →https://doi.org/10.5089/9781451871562.001openalex-extracted
Distress in European Banks
inferredcites →https://doi.org/10.2139/ssrn.1518368openalex-snapshot
Financial Crises and Bank Failures: A Review of Prediction Methods
inferredcites →https://doi.org/10.2139/ssrn.1773031openalex-snapshot
Ability of Accounting and Audit Quality Variables to Predict Bank Failure During the Financial Crisis
inferredcites →https://doi.org/10.2139/ssrn.318359openalex-snapshot
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
inferredcites →https://doi.org/10.2139/ssrn.886684openalex-snapshot
Troubled Banks: Why Don't They All Fail?
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.