An analysis of the literature on systemic financial risk: A survey |
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| Institution: | 1. University of Brasília, Department of Management, Campus Darcy Ribeiro, Brasília, Federal District 70910-900, Brazil;2. Central Bank of Brazil, Brasília, Brazil;1. Columbia Business School, Columbia University, United States;2. Department of Economics, University of Oxford, United Kingdom;3. Institute for New Economic Thinking, Oxford Martin School, United Kingdom;4. Office of Financial Research, U.S. Treasury, United States;1. European Central Bank, Sonnemannstrasse 20, 60314 Frankfurt am Main, Germany;2. Tilburg University, P.O. Box 90153, 5000 LE Tilburg, The Netherlands;3. CEPR, 77 Bastwick St, London EC1V 3PZ, UK;4. International Monetary Fund, USA;1. The Wang Yanan Institute for Studies in Economics, Xiamen University, 361005 Xiamen, China;2. Center for Financial Studies, Grueneburgplatz 1, 60323 Frankfurt am Main, Germany;3. Goethe University Frankfurt and Center for Financial Studies, Grueneburgplatz 1, 60323 Frankfurt am Main, Germany |
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| Abstract: | This article presents an analysis of the literature on systemic financial risk. To that end, we analyze and classify 266 articles that were published no later than September 2016 in the databases Scopus and Web of Knowledge; these articles were identified using the keywords “systemic risk”, “financial stability”, “financial”, “measure”, “indicator”, and “index”. They were evaluated based on 10 categories, namely, type of study, type of approach, object of study, method, spatial scope, temporal scope, context, focus, type of data used, and results. The analysis and classification of this literature made it possible to identify the remaining gaps in the literature on systemic risk; this contributes to a future research agenda on the topic. Moreover, the most influential articles in this field of research and the articles that compose the mainstream research on systemic financial risk were identified. |
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| Keywords: | Systemic risk Financial stability Bibliometry Financial Measure |
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