create a website

Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina.
In: International Review of Finance.
RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 64

References cited by this document

Cocites: 40

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

    Full description at Econpapers || Download paper

  2. Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China. (2025). Zhao, Yachao ; Su, Xianfang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004141.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrian, T., Covitz, D., & Nellie, L. (2015). Financial Stability Monitoring. Annual Review of Financial Economics, 7, 357–395. https://doi.org/10.1146/annurev-financial-111914-042008.

  2. Al‐Shboul, M., Assaf, A., & Mokni, K. (2022). When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID‐19 pandemic. International Review of Financial Analysis, 83, 102309.

  3. Anand, K., Craig, B., & Von Peter, G. (2015). Filling in the blanks: Network structure and interbank contagion. Quantitative Finance, 15(4), 625–636.

  4. Andrikopoulos, A., Angelidis, T., & Skintzi, V. (2014). Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers. International Review of Financial Analysis, 35, 118–127.

  5. ASEAN. (2021). Investment report 2020–2021 investing in industry 4.0. https://asean.org/wp-content/uploads/2021/09/AIR-2020-2021.pdf.
    Paper not yet in RePEc: Add citation now
  6. Baele, L. (2005). Volatility spillover effects in european equity markets. The Journal of Financial and Quantitative Analysis, 40(2), 373–401.

  7. Baruník, J., & Křehlík, T. (2018). Measuring the frequency dynamics of financial connectedness and systemic risk. Journal of Financial Econometrics, 16(2), 271–296.

  8. Bekiros, S. D. (2014). Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. International Review of Financial Analysis, 33, 58–69.

  9. Belaid, F., Ben Amar, A., Goutte, S., & Guesmi, K. (2021). Emerging and advanced economies markets behaviour during the COVID‐19 crisis era. International Journal of Finance and Economics, 28(2), 1563–1581.
    Paper not yet in RePEc: Add citation now
  10. Benkraiem, R., Garfatta, R., Lakhal, F., & Zorgati, I. (2022). Financial contagion intensity during the COVID‐19 outbreak: A copula approach. International Review of Financial Analysis, 81, 102136.

  11. Berisha, E., Meszaros, J., & Olson, E. (2018). Income inequality, equities, household debt, and interest rates: Evidence from a century of data. Journal of International Money and Finance, 80, 1–14.

  12. Billio, M., Getmansky, M., Lo, A. W., & Pelizzon, L. (2012). Econometric measures of connectedness and systemic risk in the finance and insurance sectors. Journal of Financial Economics, 104(3), 535–559.

  13. Bissoondoyal‐Bheenick, E., Do, H., Hu, X., & Zhong, A. (2022). Sentiment and stock market connectedness: Evidence from the US–China trade war. International Review of Financial Analysis, 80, 102031.
    Paper not yet in RePEc: Add citation now
  14. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–327.

  15. Bostanci, G., & Yilmaz, K. (2020). How connected is the global sovereign credit risk network? Journal of Banking & Finance, 113, 105761.

  16. Caloia, F. G., Cipollini, A., & Muzzioli, S. (2019). How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study. Energy Economics, 84, 104536.

  17. Chen, J., Liang, Z., Ding, Q., & Liu, Z. (2022). Quantile connectedness between energy, metal, and carbon markets. International Review of Financial Analysis, 83, 102282.
    Paper not yet in RePEc: Add citation now
  18. Chien, M. S., Lee, C. C., Hu, T. C., & Hu, H. T. (2015). Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN‐5. Economic Modelling, 51, 84–98.

  19. Dean, W. G., Faff, R. W., & Loudon, G. F. (2010). Asymmetry in return and volatility spillover between equity and bond markets in Australia. Pacific‐Basin Finance Journal, 18(3), 272–289.
    Paper not yet in RePEc: Add citation now
  20. Demirer, M., Diebold, F. X., Liu, L., & Yilmaz, K. (2018). Estimating global bank network connectedness. Journal of Applied Econometrics, 33(1), 1–15.

  21. Diebold, F. X., & Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119, 158–171.

  22. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66.

  23. Diebold, F. X., & Yılmaz, K. (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of Econometrics, 182(1), 119–134.

  24. Dua, P., & Tuteja, D. (2016). Financial crises and dynamic linkages across international stock and currency markets. Economic Modelling, 59, 249–261.

  25. Farid, S., Kayani, G. M., Naeem, M. A., & Shahzad, S. J. H. (2021). Intraday volatility transmission among precious metals, energy and stocks during the COVID‐19 pandemic. Resources Policy, 72, 102101.

  26. Ferrer, R., Shahzad, S. J. H., Lopez, R., & Jareno, F. (2018). Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. Energy Economics, 76, 1–20.

  27. Ghabri, Y., Rhouma, O. B., Gana, M., Guesmi, K., & Benkraiem, R. (2022). Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions. International Review of Financial Analysis, 82, 102197.

  28. Grillini, S., Ozkan, A., & Sharma, A. (2022). Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the COVID‐19 pandemic. International Review of Financial Analysis, 83, 102273.

  29. Guo, Y., Li, P., & Li, A. (2021). Tail risk contagion between international financial markets during COVID‐19 pandemic. International Review of Financial Analysis, 73, 101649.

  30. Gupta, R., & Donleavy, G. D. (2009). Benefits of diversifying investments into emerging markets with time‐varying correlations: An Australian perspective. Journal of Multinational Financial Management, 19(2), 160–177.

  31. Gupta, R., & Guidi, F. (2012). Cointegration relationship and time varying co‐movements among Indian and Asian developed stock markets. International Review of Financial Analysis, 21, 10–22.

  32. Huo, R., & Ahmed, A. D. (2017). Return and volatility spillovers effects: Evaluating the impact of Shanghai‐Hong Kong Stock Connect. Economic Modelling, 61, 260–272.

  33. Jebabli, I., Kouaissah, N., & Arouri, M. (2022). Volatility spillovers between stock and energy markets during crises: A comparative assessment between the 2008 global financial crisis and the COVID‐19 pandemic crisis. Finance Research Letters, 46(Part A), 102363.

  34. Ji, Q., Bouri, E., Lau, C. K. M., & Roubaud, D. (2019). Dynamic connectedness and integration in cryptocurrency markets. International Review of Financial Analysis, 63, 257–272.

  35. Kang, S. H., McIver, R., & Yoon, S. M. (2017). Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. Energy Economics, 62, 19–32.

  36. Karkowska, R., & Urjasz, S. (2021). Connectedness structures of sovereign bond markets in Central and Eastern Europe. International Review of Financial Analysis, 74, 101644.

  37. Kearney, C., & Lucey, B. M. (2004). International equity market integration: Theory, evidence and implications. International Review of Financial Analysis, 13, 571–583.

  38. Kenourgios, D. (2014). On financial contagion and implied market volatility. International Review of Financial Analysis, 34, 21–30.

  39. Koop, G., Pesaran, M. H., & Potter, S. M. (1996). Impulse response analysis in non‐linear multi‐variate models. Journal of Econometrics, 74(1), 119–147.
    Paper not yet in RePEc: Add citation now
  40. Li, H. (2007). International linkages of the Chinese stock exchanges: A multivariate GARCH analysis. Applied Financial Economics, 17(4), 285–297.

  41. Lin, K. P., Menkveld, A. J., & Yang, Z. (2009). Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years. China Economic Review, 20(1), 29–45.

  42. Mensi, W., Boubaker, F. Z., Al‐Yahyaee, K. H., & Kang, S. H. (2018). Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets. Finance Research Letters, 25, 230–238.

  43. Mensi, W., Hammoudeh, S., Nguyen, D. K., & Kang, S. H. (2016). Global financial crisis and spillover effects among the US and BRICS stock markets. International Review of Economics & Finance, 42, 257–276.

  44. Mensi, W., Hernandez, J. A., Yoon, S. M., Vo, X. V., & Kang, S. H. (2021). Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. International Review of Financial Analysis, 74, 101672.

  45. Minoiu, C., Kang, C., Subrahmanian, V. S., & Berea, A. (2015). Does financial connectedness predict crises? Quantitative Finance, 15(4), 607–624.

  46. Miyakoshi, T. (2003). Spillovers of stock return volatility to Asian equity markets from Japan and the US. Journal of International Financial Markets, Institutions and Money, 13(4), 383–399.

  47. Moon, G. H., & Yu, W. C. (2010). Volatility spillovers between the US and China stock markets: Structural break test with symmetric and asymmetric GARCH approaches. Global Economic Review, 39(2), 129–149.

  48. Narayan, P. K., Narayan, S., & Prabheesh, K. P. (2014). Stock returns, mutual fund flows and spillover shocks. Pacific‐Basin Finance Journal, 29, 146–162.

  49. OECD. (2019). Equity market review of Asia 2019, OECD Capital Market Series, Paris. http://www.oecd.org/daf/ca/oecd-equity-market-review-asia.htm.
    Paper not yet in RePEc: Add citation now
  50. Pesaran, M. H., & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1), 17–29.

  51. Samitas, A., Kampouris, E., & Polyzos, S. (2022). Covid‐19 pandemic and spillover effects in stock markets: A financial network approach. International Review of Financial Analysis, 80, 102005.

  52. Shahzad, S. J. H., Bouri, E., Arreola‐Hernandez, J., Roubaud, D., & Bekiros, S. (2019). Spillover across Eurozone credit market sectors and determinants. Applied Economics, 51(59), 6333–6349.

  53. Shahzad, S. J. H., Ferrer, R., Ballester, L., & Umar, Z. (2017). Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. International Review of Financial Analysis, 52, 9–26.

  54. Singh, P., Kumar, B., & Pandey, A. (2010). Price and volatility spillovers across North American, European and Asian stock markets. International Review of Financial Analysis, 19(1), 55–64.

  55. Skintzi, V. D., & Refenes, A. N. (2006). Volatility spillovers and dynamic correlation in European bond markets. Journal of International Financial Markets, Institutions and Money, 16(1), 23–40.

  56. Vidya, C. T., & Prabheesh, K. P. (2020). Implications of COVID‐19 pandemic on the global trade networks. Emerging Markets Finance and Trade, 56(10), 2408–2421.
    Paper not yet in RePEc: Add citation now
  57. Wang, G. J., Wan, L., Feng, Y., Xie, C., Uddin, G. S., & Zhu, Y. (2023). Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. International Review of Financial Analysis, 86, 102518.

  58. Wang, G. J., Xie, C., Jiang, Z. Q., & Stanley, H. E. (2016). Who are the net senders and recipients of volatility spillovers in China's financial markets? Finance Research Letters, 18, 255–262.

  59. Wang, Y., & Di Iorio, A. (2007). Are the China‐related stock markets segmented with both world and regional stock markets? Journal of International Financial Markets, Institutions and Money, 17(3), 277–290.

  60. Yang, S. Y., & Doong, S. C. (2004). Price and volatility spillovers between stock prices and exchange rates: empirical evidence from the G‐7 countries. International Journal of Business and Economics, 3(2), 139.

  61. Yilmaz, K. (2010). Return and volatility spillovers among the East Asian equity markets. Journal of Asian Economics, 21(3), 304–313.

  62. Yoon, S. M., Al Mamun, M., Uddin, G. S., & Kang, S. H. (2019). Network connectedness and net spillover between financial and commodity markets. The North American Journal of Economics and Finance, 48, 801–818.

  63. Zhang, D., & Broadstock, D. C. (2020). Global financial crisis and rising connectedness in the international commodity markets. International Review of Financial Analysis, 68, 101239.

  64. Zhou, X., Zhang, W., & Zhang, J. (2012). Volatility spillovers between the Chinese and world equity markets. Pacific‐Basin Finance Journal, 20(2), 247–270.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Institution Index, Banking Stability, and Human Development Index Nexus in Emerging Market Countries. (2025). Atiyatna, Dirta Pratama ; Shodrokova, Xenaneira ; Putra, Apriansyah ; Hidayat, Ariodillah ; Tjandrakirana, Rina ; Yulianita, Anna.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2025:i:3:p:22-45.

    Full description at Econpapers || Download paper

  2. The Development of Mass Assessment and Taxation of Real Estate as a Basis for Increasing the Source Income of the Local Self-Government Units of the Republic of Srpska. (2024). Dragan, Stankovi ; Srdi, Gojkovi Biljana.
    In: Economic Themes.
    RePEc:vrs:ecothe:v:62:y:2024:i:1:p:67-86:n:1004.

    Full description at Econpapers || Download paper

  3. AI and Financial Systemic Risk in the Global Market. (2024). Nagayasu, Jun ; Tian, Jingyi.
    In: TUPD Discussion Papers.
    RePEc:toh:tupdaa:55.

    Full description at Econpapers || Download paper

  4. Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

    Full description at Econpapers || Download paper

  5. Financial risk under the shock of global warming: Evidence from China. (2024). Gao, Zhiyuan ; Hao, YU ; Li, Lianqing.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:33:y:2024:i:2:p:335-351.

    Full description at Econpapers || Download paper

  6. Credit supply, house prices, and financial stability. (2023). Wu, Nan ; Xu, Jiayu ; Min, Feng ; Wen, Fenghua.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2088-2108.

    Full description at Econpapers || Download paper

  7. Environmental sustainability and financial stability: can macroprudential stress testing measure and mitigate climate-related systemic financial risk?. (2023). Demenno, Mercy Berman.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:24:y:2023:i:4:d:10.1057_s41261-022-00207-2.

    Full description at Econpapers || Download paper

  8. The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Danielsson, Jon ; Valenzuela, Marcela ; Zer, Ilknur.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

    Full description at Econpapers || Download paper

  9. Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron, Pablo ; Guerron-Quintana, Pablo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2023-27.

    Full description at Econpapers || Download paper

  10. The impact of risk cycles on business cycles: a historical view. (2023). Danielsson, Jon ; Valenzuela, Marcela ; Zer, Ilknur.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117384.

    Full description at Econpapers || Download paper

  11. Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Narayan, Shivani ; Bouri, Elie ; Kumar, Dilip.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

    Full description at Econpapers || Download paper

  12. Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix. (2022). Dotta, Vitor.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:1812022.

    Full description at Econpapers || Download paper

  13. Modelling the Vulnerability of Financial Accounting Systems during Global Challenges: A Comparative Analysis. (2022). Antohi, Valentin Marian ; Ionescu, Romeo Victor ; Zlati, Monica Laura.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:9:p:1462-:d:803404.

    Full description at Econpapers || Download paper

  14. The impact of risk cycles on business cycles: a historical view. (2022). Danielsson, Jon ; Valenzuela, Marcela ; Zer, Ilknur.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1358.

    Full description at Econpapers || Download paper

  15. A leverage-based measure of financial stability. (2022). Borowiecki, Karol ; Adrian, Tobias ; Tepper, Alexander.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957321000085.

    Full description at Econpapers || Download paper

  16. Identifying and assessing systemic risks in Ireland: a review of the Central Bank’s toolkit. (2022). Killeen, Neill ; Hallissey, Niamh ; Wosser, Michael.
    In: Financial Stability Notes.
    RePEc:cbi:fsnote:16/fs/22.

    Full description at Econpapers || Download paper

  17. Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Йосифов, Пламен ; Schmidt, Tomas Dutra ; Iossifov, Plamen K.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2021/028.

    Full description at Econpapers || Download paper

  18. Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Vigne, Samuel A ; Hamill, Philip A ; Waterworth, James ; Pantelous, Athanasios A.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

    Full description at Econpapers || Download paper

  19. Regulating financial networks under uncertainty. (2020). Ramirez, Carlos.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2020107.

    Full description at Econpapers || Download paper

  20. The anatomy of financial vulnerabilities and banking crises. (2020). Lee, Seung Jung ; Stebunovs, Viktors ; Posenau, Kelly E.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300864.

    Full description at Econpapers || Download paper

  21. Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

    Full description at Econpapers || Download paper

  22. Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio.
    In: Economics Department, Working Paper Series.
    RePEc:clm:pomwps:1001.

    Full description at Econpapers || Download paper

  23. Assessing systemic risk: An analysis of the German banking sector. (2019). Rotermund, Sophie-Dorothee.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:1292019.

    Full description at Econpapers || Download paper

  24. FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES. (2019). Apergis, Nicholas.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:21:y:2019:i:3f:p:395-408.

    Full description at Econpapers || Download paper

  25. FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES. (2019). Apergis, Nicholas.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:21:y:2019:i:3f:p:1-14.

    Full description at Econpapers || Download paper

  26. Strengthen Financial Holding Companies’ Business Sustainability by Using a Hybrid Corporate Governance Evaluation Model. (2019). Shen, Kao-Yi ; Huang, Jim-Yuh ; Tzeng, Gwo-Hshiung.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:3:p:582-:d:200041.

    Full description at Econpapers || Download paper

  27. Regulating Financial Networks Under Uncertainty. (2019). Ramirez, Carlos.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-56.

    Full description at Econpapers || Download paper

  28. EARLY WARNING INDICATORS FOR MACROFINANCIAL ACTIVITY IN ROMANIA. (2019). Sprincean, Nicu.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2019:j:23:sprinceann.

    Full description at Econpapers || Download paper

  29. INDICATORS FOR ASSESSING THE FINANCIAL CONDITION AND MUNICIPALITY MANAGEMENT. (2018). Szarowská, Irena ; Majerová, Ingrid ; Šebestová, Jarmila ; Sebestova, Jarmila ; Szarowska, Irena ; Majerova, Ingrid.
    In: REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC.
    RePEc:rom:rampas:v:2018:y:2018:i:31:p:97-110.

    Full description at Econpapers || Download paper

  30. A Network Model for Financial Stability Monitoring. (2018). Foley-Fisher, Nathan ; Ramirez, Carlos.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:917.

    Full description at Econpapers || Download paper

  31. Indicators of financial stability for needs of municipalities. (2018). Szarowská, Irena ; Majerová, Ingrid ; Šebestová, Jarmila ; Ebestova, Jarmila ; Szarowska, Irena ; Majerova, Ingrid.
    In: Český finanční a účetní časopis.
    RePEc:prg:jnlcfu:v:2018:y:2018:i:1:id:508:p:25-45.

    Full description at Econpapers || Download paper

  32. Politique monétaire et stabilité financière. (2018). RIEU-FOUCAULT, Anne-Marie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141775.

    Full description at Econpapers || Download paper

  33. Bilan sur le consensus de Jackson Hole. (2018). RIEU-FOUCAULT, Anne-Marie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141678.

    Full description at Econpapers || Download paper

  34. Bilan sur le consensus de Jackson Hole. (2018). RIEU-FOUCAULT, Anne-Marie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2018-49.

    Full description at Econpapers || Download paper

  35. Politique monétaire et stabilité financière. (2018). RIEU-FOUCAULT, Anne-Marie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2018-13.

    Full description at Econpapers || Download paper

  36. Consistent measures of systemic risk. (2017). Espinoza, Raphael ; Segoviano, Miguel.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118947.

    Full description at Econpapers || Download paper

  37. Mapping heat in the U.S. financial system. (2017). Warusawitharana, Missaka ; Lee, Seung Jung ; Kiley, Michael ; Aikman, David ; Palumbo, Michael G.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:81:y:2017:i:c:p:36-64.

    Full description at Econpapers || Download paper

  38. An analysis of the literature on systemic financial risk: A survey. (2017). Kimura, Herbert ; Silva, Walmir ; Sobreiro, Vinicius Amorim.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

    Full description at Econpapers || Download paper

  39. Macroprudential frameworks, implementation and relationships with other policies. (2017). Reserve, South African.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:94-25.

    Full description at Econpapers || Download paper

  40. Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy. (2016). Modugno, Michele ; Lehnert, Andreas ; Aikman, David ; Liang, Nellie J.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-55.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 13:55:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.