An analysis of the literature on systemic financial risk: A survey

Walmir Silva, Herbert Kimura and Vinicius Amorim Sobreiro

Journal of Financial Stability, 2017, vol. 28, issue C, 91-114

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.

Keywords: Systemic risk; Financial stability; Bibliometry; Financial; Measure (search for similar items in EconPapers)
JEL-codes: C58 C6 G01 G15 G2 G28 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (90)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114

DOI: 10.1016/j.jfs.2016.12.004

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