1. Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2. Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach. (2024). Amiri, Sajjad Pashay ; Rouz, Omid Farkhondeh ; Vafa, Hossein Sohrabi ; Khoojine, Arash Sioofy.
   In: Risk Management.
   RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-024-00142-8.

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3. Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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4. Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954.

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5. A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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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. Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions. (2023). Yang, Xin ; Chen, Shan ; Liu, Hong ; Huang, Chuangxia.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1201-1213.

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8. Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period. (2023). Narayan, Shivani ; Kumar, Dilip.
   In: Journal of Emerging Market Finance.
   RePEc:sae:emffin:v:22:y:2023:i:1:p:57-84.

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9. 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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10. High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Fan, Ying ; Ji, Qiang ; Liu, Bing-Yue.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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11. Extreme risk spillovers across financial markets under different crises. (2022). Cao, Yufei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002656.

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12. Network‐based early warning system to predict financial crisis. (2021). Dastkhan, Hossein.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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13. Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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14. Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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15. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Wang, Xiaoting ; Hou, Siyuan ; Shen, Jie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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16. Assessing the Systemic Risk Between American and European Financial Systems. (2020). Benli, Vahit Ferhan ; Castanho, Rui Alexandre ; Orhan, Ayhan.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2020:y:2020:i:6:id:756:p:649-671.

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17. An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression. (2020). Muteba Mwamba, John Weirstrass ; Eita, Joel ; Ngobese, Sibusiso Blessing.
    In: MPRA Paper.
    RePEc:pra:mprapa:101493.

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18. Macroprudential Policy: a Blessing or a Curse?. (2020). Popoyan, Lilit.
    In: Review of Economics and Institutions.
    RePEc:pia:review:v:11:y:2020:i:1-2:n:1.

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19. THE DETERMINANTS OF SYSTEMIC RISK: EVIDENCE FROM INDONESIAN COMMERCIAL BANKS. (2020). Aini, Mutiara ; Koesrindartoto, Deddy Priatmodjo.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:23:y:2020:i:1e:p:101-120.

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20. Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Yang, Hsin-Feng ; Liu, Chih-Liang.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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21. Fiscal risk and financial fragility. (2020). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119303395.

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22. 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.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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23. Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis. (2019). Petrella, Lea ; Merlo, Luca ; Laporta, Alessandro G.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1881-8.

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24. Identifying systemically important financial institutions: a network approach. (2019). Kaltwasser, Pablo Rovira ; Spelta, Alessandro.
    In: Computational Management Science.
    RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0327-8.

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25. Decomposing and backtesting a flexible specification for CoVaR. (2019). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302341.

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26. Testing the systemic risk differences in banks. (2018). Tunaru, Radu ; Jokivuolle, Esa ; Vioto, Davide.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2018_013.

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27. Systemic risk, financial markets, and performance of financial institutions. (2018). Sun, Edward ; Lin, Edward ; Yu, Min-Teh.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2113-8.

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28. 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.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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29. Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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

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31. Risk Measure Inference. (2017). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:35:y:2017:i:4:p:499-512.

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32. Taming macroeconomic instability: Monetary andmacro-prudential policy interactions in an agent-basedmodel. (2017). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5hussro0tc951q0jqpu8quliqu.

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33. Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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34. Taming macroeconomic instability. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Balint, Tomas ; Khorenzhenko, Igor ; Lamperti, Francesco ; Sapio, Alessandro.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03399574.

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35. Taming macroeconomic instability. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Balint, Tomas ; Khorenzhenko, Igor ; Lamperti, Francesco ; Sapio, Alessandro.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:hal-03399574.

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36. Taming macroeconomic instability. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Sapio, Alessandro ; Balint, Tomas ; Khorenzhenko, Igor ; Lamperti, Francesco.
    In: Post-Print.
    RePEc:hal:journl:hal-03399574.

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37. Taming macroeconomic instability. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Sapio, Alessandro ; Balint, Tomas ; Khorenzhenko, Igor ; Lamperti, Francesco.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-03399574.

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38. Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model. (2017). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:134:y:2017:i:c:p:117-140.

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39. Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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40. 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.

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41. 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.

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42. Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Petrella, Lea ; Bernardi, Mauro ; Maruotti, Antonello.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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43. Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

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44. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
    In: Working Papers.
    RePEc:bog:wpaper:240.

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45. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160074.

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46. The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective. (2016). Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: JRFM.
    RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:8-:d:73460.

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47. Economic policy uncertainty and risk spillovers in the Eurozone. (2016). Gnabo, Jean-Yves ; Bernal, Oscar ; Guilmin, Gregory .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:65:y:2016:i:c:p:24-45.

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48. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475.

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49. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161875.

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50. Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Stancato, Sergio Rubens.
    In: Working Papers Series.
    RePEc:bcb:wpaper:426.

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51. Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro.
    In: Papers.
    RePEc:arx:papers:1504.03733.

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52. CoVaR. (2016). Brunnermeier, Markus ; Adrian, Tobias.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:7:p:1705-41.

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53. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150070.

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54. Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2015/33.

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55. Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5bnglqth5987gaq6dhju3psjn3.

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56. Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03459508.

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57. Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03459508.

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58. Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1532.

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59. La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Heam, Jean-Cyprien ; Labonne, Claire.
    In: Revue économique.
    RePEc:cai:recosp:reco_663_0481.

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60. Assessing the Systemic Risk Between American and European Financial Systems. (). Benli, Vahit Ferhan ; Castanho, Rui Alexandre ; Orhan, Ayhan.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:756.

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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).
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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).
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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.
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8. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). KRISHNAMURTHY, ARVIND ; He, Zhiguo.
   In: NBER Working Papers.
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9. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral.
   In: CEPS Papers.
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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 .
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    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.
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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.
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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.
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19. Beyond Correlation: Measuring Interdependence Through Complementarities. (2013). Strulovici, Bruno ; Meyer, Margaret.
    In: Economics Series Working Papers.
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20. The Taxation of Bilateral Trade with Endogenous Information. (2013). Morath, Florian ; Dang, Tri Vi .
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21. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
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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.
    In: EconomiX Working Papers.
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38. Systemic Risk Allocation for Systems with A Small Number of Banks. (2013). Qin, Xiao ; Zhou, Chen.
    In: Working Papers.
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39. Fund Management and Systemic Risk - Lessons from the Global Financial Crisis. (2013). Bengtsson, E..
    In: CITYPERC Working Paper Series.
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40. Bayesian inference for CoVaR. (2013). Petrella, Lea ; Bernardi, Mauro ; Gayraud, Ghislaine .
    In: Papers.
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41. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
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42. Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon.
    In: Journal of Financial Intermediation.
    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.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

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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 .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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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.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8927.

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47. Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred .
    In: Papers.
    RePEc:arx:papers:1211.4173.

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48. The Taxation and Regulation of Banks. (2011). Keen, Michael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/206.

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49. The (revised) future of financial markets. (2011). Bennett, Paul.
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:3:y:2011:i:2:p:109-122.

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50. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8271.

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