create a website

A multilayer approach for systemic risk in the insurance sector. (2022). Clemente, Gian Paolo ; Cornaro, Alessandra.
In: Chaos, Solitons & Fractals.
RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 59

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

    Full description at Econpapers || Download paper

  2. The labor market channel of systemic risk. (2024). Silva, Thiago ; Alexandre, Michel ; Tabak, Benjamin Miranda.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001684.

    Full description at Econpapers || Download paper

  3. Editorial on the Special Issue on Insurance: complexity, risks and its connection with social sciences. (2023). della Corte, Francesco ; Savelli, Nino ; Clemente, Gian Paolo ; Zappa, Diego.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-023-01705-9.

    Full description at Econpapers || Download paper

  4. Cost Sharing in Insurance Communities: A Hybrid Approach Based on Multiple-Choice Objective Programming and Cooperative Games. (2022). Xia, Zilong ; Li, Yuanzhong ; Ji, Ying ; Cao, Xinbang ; Qu, Shaojian.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:24:p:16792-:d:1003504.

    Full description at Econpapers || Download paper

  5. Similarity-based heterogeneity and cohesiveness of networked companies issuing minibonds. (2022). Storani, Saverio ; Cerqueti, Roy ; Deffains-Crapsky, Catherine.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008335.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, V. ; Philippon, T. ; Richardson, M. . 2016 En : Measuring systemic risk for insurance companies. :
    Paper not yet in RePEc: Add citation now
  2. Acharya, V. ; Richardson, M. Modernizing insurance regulation, chap. Is the insurance industry systemically risky?. 2014 :
    Paper not yet in RePEc: Add citation now
  3. Acharya, V.V. ; Pedersen, L.H. ; Philippon, T. ; Richardson, M. Measuring systemic risk. 2017 Rev Financ Stud. 30 2-47

  4. Adrian, T. ; Brunnermeier, M.K. CoVar. 2016 Am Econ Rev. 106 1705-1741
    Paper not yet in RePEc: Add citation now
  5. Alexandre, M. ; Silva, T.C. ; Connaughton, C. ; Rodrigues, F.A. The drivers of systemic risk in financial networks: a data-driven machine learning analysis. 2021 Chaos Solitons Fractals. 153 -

  6. Artzner, P. ; Delbaen, F. ; Jean-Marc, E. ; Heath, D. Coherent measures of risk. 1999 Math Financ. 9 203-228

  7. Barth, J. ; Wihlborg, C. Too big to fail and too big to save: dilemmas for banking reform. 2016 Natl Inst Econ Rev. 235 R27-R39

  8. Battistion, S. ; Puliga, M. ; Kaushik, R. ; Tasca, P. ; Caldarelli, G. DebtRank: too central to fail? Sci Rep 2:541, Financial networks, the FED and systemic risk. 2012 :
    Paper not yet in RePEc: Add citation now
  9. Benoit, S. ; Colliard, J.E. ; Hurlin, C. ; Pérignon, C. Where the risks lie: a survey on systemic risk. 2017 Rev Financ. 21 109-152

  10. Bertin, E. ; Sottocornola, M. Assessing systemic risk of the European insurance industry. Tech. rep., EIOPA working paper. 2015 :

  11. Billio, M. ; Getmansky, M. ; Lo, A.W. ; Pelizzon, L. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. 2012 J Financ Econ. 104 535-559
    Paper not yet in RePEc: Add citation now
  12. Billio, M. ; Getmansky, M. ; Lo, A.W. ; Pelizzon, L. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. 2012 J Financ Econ. 104 535-559

  13. Bisias, D. ; Flood, M. ; Lo, A.W. ; Valavanis, S. A survey of systemic risk analytics. 2012 Annu Rev Financ Econ. 4 255-296

  14. Bongini, P. ; Clemente, G.P. ; Grassi, R. Interconnectedness, G-SIBs and network dynamics of global banking. 2018 Financ Res Lett. 27 185-192

  15. Bongini, P. ; Nieri, L. ; Pelagatti, M. The importance of being systemically important financial institutions. 2015 J Bank Financ. 50 562-574

  16. Caccioli, F. ; Barucca, P. ; Kobayashi, T. Network models of financial systemic risk: a review. 2018 J Comput Soc Sci. 1 81-114

  17. Cerqueti, R. ; Clemente, G.P. ; Grassi, R. Systemic risk assessment through high order clustering coefficient. 2020 Ann Oper Res. 299 1165-1187

  18. Clemente, G.P. ; Cornaro, A. Assessing systemic risk in the insurance sector via network theory. 2020 ArXiv:

  19. Clemente, G.P. ; Grassi, R. Directed clustering in weighted networks: a new perspective. 2018 Chaos Solitons Fractals. 107 26-38

  20. Clemente, G.P. ; Grassi, R. ; Pederzoli, C. Networks and market-based measures of systemic risk: the european banking system in the aftermath of the financial crisis. 2020 J Econ Interac Coord. 15 159-181

  21. Cont, R. . 2007 En : Volatility clustering in financial markets: empirical facts and agent-based models. Springer Berlin Heidelberg: Berlin, Heidelberg
    Paper not yet in RePEc: Add citation now
  22. Cummins, J.D. ; Weiss, M. Systemic risk and the insurance industry. 2013 En : Handbook of insurance. :

  23. Cummins, J.D. ; Weiss, M.A. Systemic risk and the U.S. Insurance sector. 2014 J Risk Insur. 81 489-527
    Paper not yet in RePEc: Add citation now
  24. De Bandt, O. ; Héam, J.C. ; Labonne, C. ; Tavolaro, S. Measuring systemic risk in a post-crisis world. Tech. rep., Banque de France. 2013 :
    Paper not yet in RePEc: Add citation now
  25. Deguchi, T. ; Takahashi, K. ; Takayasu, H. ; Takayasu, M. Hubs and authorities in the world trade network using a weighted hits algorithm. 2014 PLOS ONE. 9 1-16

  26. Denkowska, A. ; Wanat, S. A tail dependence-based MST and their topological indicators in modeling systemic risk in the european insurance sector. 2020 Risks. 8 39-

  27. EIOPA, Other potential macro prudential tools and measures to enhance the current framework. Tech. rep. 2018 EIOPA:
    Paper not yet in RePEc: Add citation now
  28. EIOPA, Solvency ii tools with macroprudential impact. Tech. rep. 2018 EIOPA:
    Paper not yet in RePEc: Add citation now
  29. EIOPA, Systemic risk and macroprudential policy in insurance. Tech. rep. 2017 EIOPA:
    Paper not yet in RePEc: Add citation now
  30. Eling, M. ; Pankoke, D.A. Systemic risk in the insurance sector: a review and directions for future research. 2016 Risk Manag Insurance Rev. 19 249-284

  31. English, W.B. ; Loretan, M. Evaluating correlation breakdowns during periods of market volatility. 2000 En : International finance discussion papers 658, Board of Governors of the Federal Reserve System (U.S.). :

  32. ESRB, Report on systemic risks in the EU insurance sector. Tech. rep. 2015 :
    Paper not yet in RePEc: Add citation now
  33. Financial Stability Board (FSB), Global systemically important insurers (G-SIIs) and the policy measures that will apply to them. Tech. rep. 2013 :
    Paper not yet in RePEc: Add citation now
  34. Financial Stability Board (FSB), Policy measures to address systemically important financial institutions. Tech. rep. 2011 :
    Paper not yet in RePEc: Add citation now
  35. Financial Stability Board (FSB), Reducing the moral hazard posed by systemically important financial institutions. Tech. rep. 2010 :
    Paper not yet in RePEc: Add citation now
  36. Fontana, R. Impact of Covid-19 announcements on financial markets. 2021 Iason:
    Paper not yet in RePEc: Add citation now
  37. Fung, D.W.H. ; Yeh, J.J.H. Is the new regulation successful in reducing systemic risk of global systemically important insurers? Empirical evidence from insurers around the globe. 2018 J. Insurance Issues. 41 57-110
    Paper not yet in RePEc: Add citation now
  38. Geneva Association Systemic risk in insurance - an analysis of insurance and financial stability. Tech. rep. 2010 :
    Paper not yet in RePEc: Add citation now
  39. Gómez, F. ; Ponce, J. Systemic risk and insurance regulation. 2018 Risks. 6 74-

  40. Huang, W.Q. ; Wang, D. Systemic importance analysis of chinese financial institutions based on volatility spillover network. 2018 Chaos Solitons Fractals. 114 19-30

  41. International Actuarial Association (IAA) Actuarial viewpoints on and roles in systemic risk regulation in insurance markets. Tech. rep. 2013 :
    Paper not yet in RePEc: Add citation now
  42. International Association of Insurance Supervisors (IAIS) Global systemically important insurers: initial assessment methodology. Tech. rep. 2013 IAIS:
    Paper not yet in RePEc: Add citation now
  43. International Association of Insurance Supervisors (IAIS) Global systemically important insurers: policy measures. Tech. rep. 2013 :
    Paper not yet in RePEc: Add citation now
  44. International Association of Insurance Supervisors (IAIS) Holistic framework for systemic risk in the insurance sector. Tech. rep. 2019 :
    Paper not yet in RePEc: Add citation now
  45. International Association of Insurance Supervisors (IAIS) Insurance and financial stability. Tech. rep. 2011 :
    Paper not yet in RePEc: Add citation now
  46. International Association of Insurance Supervisors (IAIS) Systemic risk and the insurance sector. Tech. rep. 2009 IAIS:
    Paper not yet in RePEc: Add citation now
  47. Jobst, A. . 2014 En : Systemic risk in the insurance sector: a review of current assessment approaches. The Geneva papers on risk and insurance - issues and practice. :

  48. Kenett, D.Y. ; Preis, T. ; Gur-Gershgoren, G. ; Ben-Jacob, E. Dependency network and node influence: application to the study of financial markets. 2012 Int J Bifurcation Chaos. 22 -
    Paper not yet in RePEc: Add citation now
  49. Kivelä, M. ; Arenas, A. ; Barthelemy, M. ; Gleeson, J.P. ; Moreno, Y. ; Porter, M.A. Multilayer networks. 2014 J Complex Netw. 2 203-271
    Paper not yet in RePEc: Add citation now
  50. Kleinberg, J.M. Authoritative sources in a hyperlinked environment. 1999 J ACM (JACM). 46 604-632
    Paper not yet in RePEc: Add citation now
  51. Lo Duca, M. ; Koban, A. ; Basten, M. ; Bengtsson, E. ; Klaus, B. ; Kusmierczyk, P. ; Lang, J.H. ; Detken, C. ; Peltonen, T. A new database for financial crises in European countries. Tech. rep. 2017 European Central Bank:

  52. Markose, S. ; Giansante, S. ; Eterovic, N. Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. 2021 Ann Oper Res. -
    Paper not yet in RePEc: Add citation now
  53. Minoiu, C. ; Reyes, J. A network analysis of global banking: 1978–2010. 2013 J Financ Stab. 9 168-184

  54. Neveu, A.R. A survey of network-based analysis and systemic risk measurement. 2018 J Econ Interac Coord. 13 241-281

  55. Pederzoli, C. ; Torricelli, C. Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. 2017 Ann Financ. 13 237-251

  56. Rovira Kaltwasser, P. ; Spelta, A. Identifying systemically important financial institutions: a network approach. 2019 Comput Manag Sci. 16 155-185

  57. Spelta, A. ; Pecora, N. ; Kaltwasser, P.R. Identifying systemically important banks: a temporal approach for macroprudential policies. 2018 J Policy Model. 41 -
    Paper not yet in RePEc: Add citation now
  58. Taylor, D. ; Myers, S. ; Clauset, A. ; Porter, M. ; Mucha, P. Eigenvector-based centrality measures for temporal networks. 2015 Multiscale Model Simul. 15 -
    Paper not yet in RePEc: Add citation now
  59. Varotto, S. ; Zhao, L. Systemic risk and bank size. 2018 J Int Money Financ. 82 45-70

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. (2022). Blake, David.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:245-:d:828773.

    Full description at Econpapers || Download paper

  2. Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

    Full description at Econpapers || Download paper

  3. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:079.

    Full description at Econpapers || Download paper

  4. Financial Vulnerability and Risks to Growth in Emerging Markets. (2020). Surti, Jay ; Acharya, Viral ; Bhadury, Soumya.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27411.

    Full description at Econpapers || Download paper

  5. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/102.

    Full description at Econpapers || Download paper

  6. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/283963.

    Full description at Econpapers || Download paper

  7. Financial bridges and network communities. (2018). Casarin, Roberto ; Costola, Michele ; Yenerdag, Erdem.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:208.

    Full description at Econpapers || Download paper

  8. Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Kartasheva, Anastasia ; Lundblad, Christian T ; Jotikasthira, Chotibhak ; Ellul, Andrew.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201875.

    Full description at Econpapers || Download paper

  9. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Paper series.
    RePEc:rim:rimwps:18-22.

    Full description at Econpapers || Download paper

  10. Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. (2018). Eckernkemper, Tobias.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:1:p:63-117..

    Full description at Econpapers || Download paper

  11. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

    Full description at Econpapers || Download paper

  12. Diversification and Systemic Risk: A Financial Network Perspective. (2018). Frey, Rudiger ; Hledik, Juraj.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:2:p:54-:d:146414.

    Full description at Econpapers || Download paper

  13. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2018_05.

    Full description at Econpapers || Download paper

  14. Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris.
    In: Essex Finance Centre Working Papers.
    RePEc:esy:uefcwp:20937.

    Full description at Econpapers || Download paper

  15. Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets. (2018). Tony-Okeke, Uchenna ; Rodgers, Timothy ; Ahmadu-Bello, Jaliyyah ; Niklewski, Jacek.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:54-61.

    Full description at Econpapers || Download paper

  16. Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

    Full description at Econpapers || Download paper

  17. Bank CEO materialism: Risk controls, culture and tail risk. (2018). Bushman, Robert M ; Davidson, Robert H ; Dey, Aiyesha ; Smith, Abbie.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:65:y:2018:i:1:p:191-220.

    Full description at Econpapers || Download paper

  18. Better safe than sorry? CEO inside debt and risk-taking in bank acquisitions. (2018). Hagendorff, Jens ; King, Tim ; Armitage, Seth ; Srivastav, Abhishek.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:208-224.

    Full description at Econpapers || Download paper

  19. Syndication, interconnectedness, and systemic risk. (2018). Steffen, Sascha ; Cai, Jian ; Eidam, Frederik ; Saunders, Anthony.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:105-120.

    Full description at Econpapers || Download paper

  20. Measuring systemic risk across financial market infrastructures. (2018). Perez-Saiz, Hector ; Li, Fuchun.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:1-11.

    Full description at Econpapers || Download paper

  21. Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212.

    Full description at Econpapers || Download paper

  22. Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Li, Huijing ; Yu, Honghai ; Sun, Boyang.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

    Full description at Econpapers || Download paper

  23. Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Lin, Min ; Stanley, Eugene H ; Xie, Chi.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

    Full description at Econpapers || Download paper

  24. Local currency systemic risk. (2018). Borri, Nicola.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

    Full description at Econpapers || Download paper

  25. Liquidity tail risk and credit default swap spreads. (2018). Gabrysch, Sandra ; Irresberger, Felix.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

    Full description at Econpapers || Download paper

  26. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

    Full description at Econpapers || Download paper

  27. Monetary policy and long-run systemic risk-taking. (2018). Levieuge, Grégory ; Colletaz, Gilbert ; Popescu, Alexandra.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

    Full description at Econpapers || Download paper

  28. Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Tunaru, Radu ; Vioto, Davide.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_013.

    Full description at Econpapers || Download paper

  29. How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp118.

    Full description at Econpapers || Download paper

  30. Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Paulin, James ; Calinescu, Anisoara.
    In: Papers.
    RePEc:arx:papers:1805.08454.

    Full description at Econpapers || Download paper

  31. An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Hambly, Ben ; Sojmark, Andreas.
    In: Papers.
    RePEc:arx:papers:1801.10088.

    Full description at Econpapers || Download paper

  32. Systemic risk in insurance: Towards a new approach. (2017). Sottocornola, Matteo ; Berdin, Elia.
    In: SAFE Policy Letters.
    RePEc:zbw:safepl:62.

    Full description at Econpapers || Download paper

  33. Extreme risk spillover network: application to financial institutions. (2017). Wang, Gang-Jin ; He, Kaijian ; Stanley, Eugene H ; Xie, Chi.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:9:p:1417-1433.

    Full description at Econpapers || Download paper

  34. Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

    Full description at Econpapers || Download paper

  35. Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara.
    In: Annals of Finance.
    RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z.

    Full description at Econpapers || Download paper

  36. Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk. (2017). Escanciano, Juan Carlos ; Hualde, Javier.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2017017.

    Full description at Econpapers || Download paper

  37. Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

    Full description at Econpapers || Download paper

  38. CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Keasey, Kevin ; Vallascas, Francesco ; Srivastav, Abhishek.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:64:y:2017:i:1:p:37-55.

    Full description at Econpapers || Download paper

  39. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

    Full description at Econpapers || Download paper

  40. The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40.

    Full description at Econpapers || Download paper

  41. Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Lazzari, Valter ; Vena, Luigi ; Venegoni, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:86-98.

    Full description at Econpapers || Download paper

  42. The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

    Full description at Econpapers || Download paper

  43. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157.

    Full description at Econpapers || Download paper

  44. Systemic risk and cross-sectional hedge fund returns. (2017). Kim, Tong Suk ; Xu, Simon ; Hwang, In Chang ; In, Francis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

    Full description at Econpapers || Download paper

  45. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Bhatt, Vipul ; Ma, Jun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

    Full description at Econpapers || Download paper

  46. Does the impact of board independence on large bank risks change after the global financial crisis?. (2017). Mollah, Sabur ; Keasey, Kevin ; Vallascas, Francesco.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:44:y:2017:i:c:p:149-166.

    Full description at Econpapers || Download paper

  47. More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172100.

    Full description at Econpapers || Download paper

  48. Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; van der Veer, Koen ; Lambert, Claudia.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2017202.

    Full description at Econpapers || Download paper

  49. Backtesting European Stress Tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, Pierre.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11805.

    Full description at Econpapers || Download paper

  50. Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1153_17.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 01:07:52 || 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.