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

Authors

808

  1. JS
    John Sedunov

    Villanova University, United States

    5 publications · 375 citations

    5

    h-index

  2. MP
    Marco Pagano

    University of Naples Federico II, Italy

    4 publications · 267 citations

    4

    h-index

  3. AN
    Allen N. Berger

    University of South Carolina, United States

    4 publications · 273 citations

    4

    h-index

  4. JP
    José‐Luis Peydró

    Universitat Pompeu Fabra, Spain

    4 publications · 153 citations

    4

    h-index

  5. SB
    Stefano Battiston

    University of Zurich, Switzerland

    4 publications · 425 citations

    4

    h-index

1–5 of 808

Venues

  1. SSRN Electronic Journal

    Repository · 89 publications · 4.4K citations

    31

    h-index

  2. Journal of Banking & Finance

    14 publications · 1.4K citations

    14

    h-index

  3. Journal of Financial Stability

    11 publications · 843 citations

    11

    h-index

  4. PubMed

    Repository · 9 publications · 229 citations

    9

    h-index

  5. Finance research letters

    8 publications · 467 citations

    8

    h-index

1–5