BIBLIOMETRIC ANALYSIS OF FINANCIAL CRISIS RESEARCH

Chien-Lung Hsu () and Chun-Hao Chiang
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Chien-Lung Hsu: Department of Business Administration, University of Kang Ning, No. 137, Alley 75, Sec. 3, Kang Ning Road, Neihu District, Taipei City 11485, Taiwan, R. O. C.
Chun-Hao Chiang: Department of Risk Control Management, Mega Financial Holding Company, 14F, No. 123, Section 2, Jhongsiao E. Road, Taipei 100, Taiwan, R. O. C.

The Singapore Economic Review (SER), 2024, vol. 69, issue 03, 1047-1074

Abstract: The global financial crisis that followed Lehman Brothers’ declaration of bankruptcy in September 2008 critically highlighted the significance of research on systemic risk and macro-prudential supervision. Accordingly, this paper mainly analyzed the relationship between financial crises and the article output in financial crisis research through the application of bibliometrics. The occurrence of a financial crisis leads to changes in the output of articles on crisis and risks. Hence, we focused on bibliographic coupling (e.g., co-authorship, co-occurrence), data classification by risk type in this study (e.g., market risk, credit risk) and citation analysis (e.g., top 1% cited paper). Meanwhile, the analysis indicated the most relevant disciplines in financial crisis research. For example, the number of top 1% cited articles and citations, MARKET RISK documents and citations published the most papers. In other words, the market risk is valued in the financial risk literature.

Keywords: Financial crisis; bibliometrics; bibliographic coupling (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1142/S0217590820500678

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