1. Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2. Spread Too Thin: REIT Asset Dispersion and Divergence of Opinion. (2024). Sirmans, Stacy G ; Letdin, Mariya.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09920-1.

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3. Interactions between Equity REITs and S&P 500 Returns. (2024). Rahman, Matiur.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2024-03-23.

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4. Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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5. Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; JAWADI, Fredj ; Xu, Hai-Chuan.
   In: Empirical Economics.
   RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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6. Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759.

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7. Industrial tail exposure risk and asset price: Evidence from US REITs. (2023). Liow, Kim ; Song, Jeongseop.
   In: Real Estate Economics.
   RePEc:bla:reesec:v:51:y:2023:i:5:p:1209-1245.

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8. Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets. (2022). Gatzert, Nadine ; Scholz, Hendrik ; Barth, Florian ; Eckert, Christian.
   In: Schmalenbach Journal of Business Research.
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9. Buy-to-Rent Investors and the Market for Single Family Homes. (2022). Dlima, Walter ; Schultz, Paul.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09790-5.

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10. Dependence dynamics of US REITs. (2022). Shahzad, Syed Jawad Hussain ; Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928.

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11. Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR‐copula method. (2021). Cao, Yufei.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947.

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12. Spillovers of Non-Fundamental Risks: The Tale of Two Securitized Real Estate Markets. (2021). Wang, Long ; Sing, Tien Foo.
    In: International Real Estate Review.
    RePEc:ire:issued:v:24:n:02:2021:p:185-220.

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13. Diversification Benefits of European REIT, Equities and Bonds. (2021). Badji, Cherif Famara ; Guimaraes, Renato ; Benetti, Cristiane.
    In: Post-Print.
    RePEc:hal:journl:hal-03592183.

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14. Diversification Benefits of European REIT, Equities and Bonds. (2021). Guimaraes, Renato ; Benetti, Cristiane ; Badji, Cherif Famara.
    In: New Challenges in Accounting and Finance.
    RePEc:bco:ncafaa::v:6:y:2021:p:31-49.

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15. Interactions Between Housing Market and Stock Market in the United States: A Markov Switching Approach. (2020). Wang, Long ; Sing, Tien Foo ; Chiang, Ming-Chu.
    In: Journal of Real Estate Research.
    RePEc:taf:rjerxx:v:42:y:2020:i:4:p:552-571.

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16. The Pricing of Spatial Linkages in Companies’ Underlying Assets. (2020). Milcheva, Stanimira ; Zhu, Bing.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9666-z.

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17. Risk and risk management of spillover effects: Evidence from the literature. (2020). Eckert, Christian.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:23:y:2020:i:1:p:75-104.

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18. The Impact of Geographic and Cultural Dispersion on Information Opacity. (2019). Seiler, Michael ; Sheng, Hainan ; Cashman, George D ; Harrison, David M.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-017-9607-2.

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19. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Hammoudeh, Shawkat ; Toparli, Elif Akay.
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20. Introduction to the Special Issue. (2015). Ong, Seow Eng ; Ambrose, Brent ; Case, Brad.
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    RePEc:bla:reesec:v:43:y:2015:i:1:p:1-7.

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1. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Douady, Raphael ; Ye, Xingxing.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-02488592.

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2. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem.
   In: Working Papers.
   RePEc:bge:wpaper:906.

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3. Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise. (2015). Torricelli, Costanza ; Pederzoli, Chiara.
   In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
   RePEc:mod:wcefin:15207.

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4. Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis. (2015). Straetmans, Stefan ; Chaudhry, Sajid M.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:58:y:2015:i:c:p:191-223.

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5. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Calluzzo, Paul ; Dong, Gang Nathan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

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6. Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:16:y:2015:i:c:p:138-150.

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7. Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta.
   In: MPRA Paper.
   RePEc:pra:mprapa:55118.

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8. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). KRISHNAMURTHY, ARVIND ; He, Zhiguo.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:19885.

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9. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral.
   In: CEPS Papers.
   RePEc:eps:cepswp:8803.

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10. What factors drive systemic risk during international financial crises?. (2014). Weiß, Gregor N. F., ; Neumann, Sascha ; Bostandzic, Denefa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96.

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11. Systemic risk and bank consolidation: International evidence. (2014). Weiß, Gregor N. F., ; Neumann, Sascha ; Bostandzic, Denefa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181.

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12. An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Alexandrova-Kabadjova, Biliana ; Bravo-Benitez, Bernardo .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:242-265.

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13. Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect. (2013). Adams, Zeno ; Gluck, Thorsten.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79949.

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14. Taxes, banks and financial stability. (2013). Gropp, Reint.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:6.

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15. Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall. (2013). Talasli, Irem.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:13:y:2013:i:specialissue:p:25-40.

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16. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; battiston, stefano ; Pierobon, Federico.
    In: MPRA Paper.
    RePEc:pra:mprapa:52141.

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17. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
    In: MPRA Paper.
    RePEc:pra:mprapa:46788.

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18. Too big to fail or Too non-traditional to fail?: The determinants of banks systemic importance. (2013). Zhou, Chen ; Moore, Kyle.
    In: MPRA Paper.
    RePEc:pra:mprapa:45589.

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19. Beyond Correlation: Measuring Interdependence Through Complementarities. (2013). Strulovici, Bruno ; Meyer, Margaret.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:655.

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20. The Taxation of Bilateral Trade with Endogenous Information. (2013). Morath, Florian ; Dang, Tri Vi .
    In: Working Papers.
    RePEc:mpi:wpaper:tax-mpg-rps-2013-07.

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21. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
    In: Staff Reports.
    RePEc:fip:fednsr:607.

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22. How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s. (2013). Chen, Sichong.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:30:y:2013:i:c:p:1-18.

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23. Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

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24. Systemic risk measurement: Multivariate GARCH estimation of CoVaR. (2013). Ergun, Tolga A. ; Girardi, Giulio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3169-3180.

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25. Is bank default risk systematic?. (2013). Marques-Ibanez, David ; Fiordelisi, Franco ; Marques-Ibaez, David.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:2000-2010.

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26. Systemic risk measures: The simpler the better?. (2013). Rodriguez-Moreno, Maria ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:1817-1831.

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27. Valuation and systemic risk consequences of bank opacity. (2013). Lee, Wayne Y. ; Yeager, Timothy J. ; Jones, Jeffrey S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:693-706.

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28. The Risk Map: A new tool for validating risk models. (2013). Perignon, Christophe ; Hurlin, Christophe ; Colletaz, Gilbert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3843-3854.

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29. Systemic risk tradeoffs and option prices. (2013). Schoutens, Wim ; Madan, Dilip B..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:2:p:222-230.

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30. Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:287-299.

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31. Contagion in the interbank market and its determinants. (2013). Memmel, Christoph ; Sachs, Angelika .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:1:p:46-54.

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32. From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks. (2013). Hoque, Hafiz.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:334-350.

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33. Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis. (2013). Gallo, Angela ; Battaglia, Francesca.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:274-286.

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34. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

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35. Sequential estimation of shape parameters in multivariate dynamic models. (2013). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:233-249.

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36. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Working Paper Series.
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37. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
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38. Systemic Risk Allocation for Systems with A Small Number of Banks. (2013). Qin, Xiao ; Zhou, Chen.
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39. Fund Management and Systemic Risk - Lessons from the Global Financial Crisis. (2013). Bengtsson, E..
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    RePEc:dip:dpaper:2013-06.

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40. Bayesian inference for CoVaR. (2013). Petrella, Lea ; Bernardi, Mauro ; Gayraud, Ghislaine .
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41. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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42. Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon.
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    RePEc:eee:jfinin:v:21:y:2012:i:2:p:341-358.

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43. International diversification: An extreme value approach. (2012). de la Pea, Victor ; Chollete, Lorn ; Lu, Ching-Chih.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885.

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44. Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
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45. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Moshirian, Fariborz ; Arnold, Bruce .
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46. A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; Oncu, Sabri T.
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47. Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred .
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