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2. Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Zhang, Ziyi ; Li, Yong ; Niu, Tong.
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3. Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Wen, Zhang ; Ji, Xiaoqin ; Huang, KE ; He, Chengying.
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4. Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura.
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   RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003701.

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5. Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir.
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   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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6. Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Tian, Maoxi ; Guo, Fei.
   In: The North American Journal of Economics and Finance.
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7. Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan.
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   RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

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8. The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan.
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9. Network‐based early warning system to predict financial crisis. (2021). Dastkhan, Hossein.
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10. The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China. (2021). Xu, Yunsong ; Ding, Ning ; Li, Jiaqi ; Qi, Hanying.
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11. International tail risk connectedness: Network and determinants. (2021). Nguyen, Linh Hoang ; Lambe, Brendan John.
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    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512.

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12. Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios.
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13. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Wang, Xiaoting ; Hou, Siyuan ; Shen, Jie.
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14. An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution. (2021). Song, Shijia ; Li, Handong ; Tian, Fei.
    In: Journal of Asian Economics.
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15. Macro-Financial Spillovers. (2020). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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16. Systemic importance of financial institutions: A complex network perspective. (2020). Yang, Xin ; Zhao, Xian ; Wen, Shigang ; Huang, Chuangxia.
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17. Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Xiong, Xiong ; Gong, Xiao-Li ; Liu, Xi-Hua ; Zhang, Wei.
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18. Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Chevapatrakul, Thanaset ; Nguyen, Linh Hoang ; Yao, Kai.
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19. Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA.
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20. Risk and risk management of spillover effects: Evidence from the literature. (2020). Eckert, Christian.
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21. Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Chen, YU ; Zhang, Weiping ; Hu, Jie.
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22. Localizing Multivariate CAViaR. (2019). Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor.
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23. Spillover Effects Within Business Groups: The Case of Korean Chaebols. (2018). Oh, Frederick Dongchuhl ; Joe, Denis Yongmin.
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24. Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana.
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25. Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Lin, Edward ; Yu, Min-Teh ; Chang, Carolyn W.
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26. Short selling in extreme events. (2018). Geraci, Marco Valerio ; Garbaraviius, Tomas ; Veredas, David.
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27. Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhihong ; Zhu, Zhican ; Wu, Shuai.
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28. Banks’ Vulnerability and Financial Openness across Central and Eastern Europe. (2017). Nistor, Simona ; Simona, Nistor.
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29. Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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30. Extreme risk spillover network: application to financial institutions. (2017). Wang, Gang-Jin ; He, Kaijian ; Stanley, Eugene H ; Xie, Chi.
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31. Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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32. The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.
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33. Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J.
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34. Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Petrella, Lea ; Bernardi, Mauro ; Maruotti, Antonello.
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35. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
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36. How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian.
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37. Pricing of Catastrophe Risk and the Implied Volatility Smile. (2016). Ben Ammar, Semir.
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38. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
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39. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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40. Systemic Risk in the Insurance Sector: A Review and Directions for Future Research. (2016). Pankoke, David ; Eling, Martin.
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41. CoVaR. (2016). Brunnermeier, Markus ; Adrian, Tobias.
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42. On the impact of leveraged buyouts on bank systemic risk. (2015). Grupp, Marcel .
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43. Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno.
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44. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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45. Diverging financial regulations after the crisis? A comparison of the EU’s and the United States’ responses. (2015). Biedermann, Zsuzsanna ; Orosz, Agnes.
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46. Measuring Tail-Risk Cross-Country Exposures in the Banking Industry. (2015). Sanchis-Marco, Lidia ; Serrano, Antonio Rubia .
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47. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten.
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48. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS. (2015). Geraci, Marco Valerio ; Gnabo, Jean-Yves.
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49. Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio.
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50. The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity. (2015). Füss, Roland ; Adams, Zeno ; Fuss, Roland ; Schindler, Felix.
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