1. Divergent impacts of quantity versus price-based monetary policies on banking systemic risk: Evidence from China. (2025). Wang, LI ; Ding, Youqiang ; Sun, Weihong ; Mo, Yichao.
   In: PLOS ONE.
   RePEc:plo:pone00:0322709.

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2. Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong.
   In: Mathematics.
   RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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3. Influence on Banks Credit Risk Through Monetary Policy Instruments: A Study of Listed Commercial Banks in Pakistan. (2024). Shahid, Rimsha ; Iqbal, Muhammad Navid ; Badar, Hammad ; Iftikhar, Aqsa ; Awan, Zulfiqar Hussain ; Muhammad, Sidra Ghulam.
   In: Bulletin of Business and Economics (BBE).
   RePEc:rfh:bbejor:v:13:y:2024:i:2:p:255-265.

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4. Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Tamilselvan, M ; Kannadhasan, M ; Halder, Abhishek.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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5. Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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6. How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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7. Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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8. Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063.

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9. Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Soumare, Issouf ; Amenounve, Edoh ; Kanga, Desire.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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10. How macroeconomic conditions affect systemic risk in the short and long-run?. (2022). Kurter, Zeynep O.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1407.

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11. Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah ; Qureshi, Anum.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345.

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12. Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Wang, Gang-Jin ; Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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13. Euro area banking and monetary policy shocks in the QE era. (2022). Kabundi, Alain ; de Simone, Francisco Nadal.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000845.

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14. Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation. (2022). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000073.

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15. The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2021129.

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16. Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros.
    In: Working Papers.
    RePEc:lan:wpaper:326919507.

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17. Measuring the deadly embrace: Systemic and sovereign risks. (2021). Nadal De Simone, Francisco.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309569.

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18. Industry heterogeneity in the risk-taking channel. (2021). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002108.

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19. Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances. (2021). Iwanicz-Drozdowska, Małgorzata ; Ukasz, Kurowski ; Magorzata, Iwanicz-Drozdowska.
    In: German Economic Review.
    RePEc:bpj:germec:v:22:y:2021:i:4:p:383-414:n:7.

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20. The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates?. (2020). Andrieș, Alin Marius ; Plecu, Ioana.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2020:i:3:p:5-30.

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1. Should macroprudential policy be countercyclical?. (2024). Igarashi, Yoske ; Liu, Keqing.
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2. MULTIDIMENSIONAL PERSPECTIVE OF FINANCIAL RISK ANALYSIS: EVIDENCE FROM CHINA. (2023). Wang, Zhuquan ; Tan, Yunxia ; Cheng, Xiaoyue ; Ullah, Hafeez ; Zhang, Fan.
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3. Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela.
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4. Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela.
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5. Marco de análisis sistémico del impacto de los riesgos económicos y financieros. (2023). Hurtado, Samuel ; Galan, Jorge ; Bru, Maria ; Galvez, Julio ; Roibas, Irene ; Asenjo, Eduardo Perez ; Montes, Carlos Perez ; Gonzalez, Carlos ; Garcia, Alberto ; Lavin, Nadia.
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6. Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Iwanicz-Drozdowska, Małgorzata ; Rogowicz, Karol.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

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7. Euro area banking and monetary policy shocks in the QE era. (2022). Kabundi, Alain ; de Simone, Francisco Nadal.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000845.

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8. Optimal monetary policy with the risk-taking channel. (2021). Thaler, Dominik ; Abbate, Angela.
   In: Working Papers.
   RePEc:snb:snbwpa:2021-09.

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9. Profitability and bank risk-taking in CEMAC. (2021). Landry, Jean Francky ; Kamguia, Danielle Sonia.
   In: Journal of Academic Finance.
   RePEc:jaf:journl:v:12:y:2021:i:1:n:274.

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10. Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks Performance. (2021). de Menna, Bruno.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03138738.

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11. The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector. (2021). Dong, Yan ; Wang, Cong.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:49:y:2021:i:c:s1566014120302235.

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12. Optimal Monetary Policy with the Risk-Taking Channel. (2021). Thaler, Dominik ; Abbate, Angela.
    In: Working Papers.
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13. Identification of risk-taking channel of monetary policy in Cameroon. (2020). Arsène Aurélien, Njamen Kengdo ; Kamta, Marcel Takoulac ; Tsobjio, Franklin Dongmo ; Njamen, Arsene Aurelien ; Ndzana, Alain Bertrand.
    In: Economic Research Guardian.
    RePEc:wei:journl:v:10:y:2020:i:2:p:83-96.

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14. Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). Nadal De Simone, Francisco ; Jin, Xisong.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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15. Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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16. 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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17. 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.

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18. Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2019/6.

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19. Multivariate Shortfall Risk Allocation and Systemic Risk. (2017). Armenti, Yannick ; Crepey, Stephane ; Drapeau, Samuel ; Papapantoleon, Antonis.
    In: Papers.
    RePEc:arx:papers:1507.05351.

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20. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
    In: Tinbergen Institute Discussion Papers.
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21. Bank Bias in Europe: Effects on Systemic Risk and Growth. (2015). Pagano, Marco ; Langfield, Sam.
    In: CSEF Working Papers.
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22. Estimating Global Bank Network Connectedness. (2015). Yilmaz, Kamil ; Liu, Laura ; Diebold, Francis ; Demirer, Mert.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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23. Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
    In: Working Papers.
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24. Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”. (2015). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:722.

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25. Systemic risk of insurers around the globe. (2015). Weiß, Gregor N. F., ; Irresberger, Felix ; Bierth, Christopher.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:232-245.

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26. Bank bias in Europe: effects on systemic risk and growth. (2015). Pagano, Marco ; Langfield, Sam.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151797.

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27. Making sense of the comprehensive assessment. (2014). Steffen, Sascha ; Acharya, Viral.
    In: SAFE Policy Letters.
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28. Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David.
    In: Working Papers on Finance.
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29. Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:21.

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30. Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre.
    In: Tinbergen Institute Discussion Papers.
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31. Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Anghelache, Gabriela ; Oanea, Dumitru-Cristian.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:06:y:2014:i:2:p:069-080.

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32. Systemic Risk and Bank Size. (2014). Varotto, Simone ; Zhao, Lei.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-17.

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33. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market. (2014). Uchida, Yoshihiko ; Kikuchi, Kentaro ; Niwa, Fuminori ; Hattori, Akio .
    In: IMES Discussion Paper Series.
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34. TENET: Tail-Event driven NETwork risk. (2014). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Sirotko-Sibirskaya, Natalia.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-066.

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35. Enhancing prudential standards in financial regulations. (2014). Lang, William ; Jagtiani, Julapa ; Allen, Franklin ; Goldstein, Itay.
    In: Working Papers.
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36. Supervisory stress tests. (2014). Lehnert, Andreas ; Hirtle, Beverly.
    In: Staff Reports.
    RePEc:fip:fednsr:696.

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37. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral.
    In: CEPS Papers.
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38. Model risk of risk models. (2014). Danielsson, Jon ; Valenzuela, Marcela ; James, Kevin R. ; Zer, Ilknur.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59296.

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39. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

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40. How does deposit insurance affect bank risk? Evidence from the recent crisis. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:312-321.

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41. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:134-146.

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42. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

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43. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B. ; Sopranzetti, Ben J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139.

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44. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:23-34.

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45. Why do some insurers become systemically relevant?. (2014). Weiß, Gregor N. F., ; Muhlnickel, Janina .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:95-117.

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46. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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47. Systemic risk and bank business models. (2014). van Oordt, Maarten ; Zhou, Chen.
    In: Working Papers.
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48. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
    In: Working papers.
    RePEc:bfr:banfra:499.

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49. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
    In: Working papers.
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50. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6575.

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51. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
    In: Working Papers.
    RePEc:ies:wpaper:e201319.

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52. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Perignon, Christophe ; Hurlin, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
    In: Working Papers.
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53. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
    In: Staff Reports.
    RePEc:fip:fednsr:607.

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54. 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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55. 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.
    RePEc:ecb:ecbwps:20131546.

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56. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-27.

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57. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

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58. The systemic risk of energy markets. (2013). Pierret, Diane.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2013018.

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59. Bayesian inference for CoVaR. (2013). Petrella, Lea ; Bernardi, Mauro ; Gayraud, Ghislaine .
    In: Papers.
    RePEc:arx:papers:1306.2834.

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60. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120115.

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61. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
    RePEc:tas:wpaper:15473.

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62. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-47.

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63. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Moshirian, Fariborz ; Arnold, Bruce .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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64. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:48.

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