Macroprudential Capital Requirements and Systemic Risk

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

Financial Contagion

Franklin Allen, Douglas Gale · Journal of Political Economy · 2000 · 3.1K citations

Business, Economics, Finance +17

Systemic Risk in Financial Systems

Larry Eisenberg, Thomas H. Noe · Management Science · 2001 · 1.4K citations

Business, Economics, Finance +16

A comparative analysis of current credit risk models

Michel Crouhy, Dan Galai, Robert Mark · Journal of Banking & Finance · 2000 · 989 citations

Management, Economics, Finance +14

A New Approach to Measuring Financial Contagion

Kee‐Hong Bae, George Andrew Karolyi, Reneé M. Stulz · Review of Financial Studies · 2003 · 982 citations

Social Sciences, Economics, Finance +7