Systemic Risk Effects
Systemic Risk Effects is a theoretical construct in financial economics that identifies the cascading impacts on the stability of an entire financial system resulting from the interdependencies among financial institutions, particularly in the context of bank acquisitions.
360
Publications
19.8K
Citations
808
Authors
467
Institutions
Publications per year
2017–2026
137
Parents
360
Francesco D’Aiuto, Nikolaos Gkranias, Devina Bhowruth et al. · The Lancet Diabetes & Endocrinology · 2018 · 481 citations · Full text
Systemic Crises and Growth<sup>*</sup>
Romain Rancière, Aarón Tornell, Frank Westermann · The Quarterly Journal of Economics · 2008 · 392 citations
Social Sciences, Economics, Finance +11
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Centre for Economic Policy Research
London, United Kingdom
15 h-index
20 publications
1.4K citations

National Bureau of Economic Research
Cambridge, United States
14 h-index
21 publications
1.7K citations

International Monetary Fund
Washington D.C., United States
12 h-index
29 publications
1.2K citations
European Central Bank
Frankfurt am Main, Germany
11 h-index
15 publications
909 citations

City, University of London
London, United Kingdom
9 h-index
10 publications
526 citations
European Corporate Governance Institute
Brussels, Belgium
9 h-index
11 publications
424 citations

Tilburg University
Tilburg, The Netherlands
7 h-index
11 publications
1.2K citations
Columbia University
New York, United States
7 h-index
7 publications
603 citations
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Repository · 89 publications · 4.4K citations
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14 publications · 1.4K citations
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11 publications · 843 citations
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Repository · 9 publications · 229 citations
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8 publications · 467 citations
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