1. Mapping Systemic Tail Risk in Crypto Markets: DeFi, Stablecoins, and Infrastructure Tokens. (2025). Naifar, Nader.
   In: JRFM.
   RePEc:gam:jjrfmx:v:18:y:2025:i:6:p:329-:d:1680249.

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2. A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications. (2025). Karim, Sitara ; Bouri, Elie ; Hussain, Syed Jawad ; Sadorsky, Perry.
   In: Energy Economics.
   RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002452.

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3. Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers. (2024). Gabauer, David ; Darehshiri, Sahar ; Asl, Mahdi Ghaemi ; Bouri, Elie.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00636-0.

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4. Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2.

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5. Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS. (2024). Lau, Chi Keung ; Zhang, Dongna ; Soliman, Alaa M.
   In: Emerging Markets Finance and Trade.
   RePEc:mes:emfitr:v:60:y:2024:i:12:p:2631-2645.

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6. Basel IV and the structural relationship between SA and IMA. (2024). Rossignolo, Adrin F.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
   RePEc:imx:journl:v:19:y:2024:i:2:a:1.

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7. Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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8. Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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9. Bitcoin replication using machine learning. (2024). Rambaccussing, Dooruj ; MAZIBAŞ, MURAT ; Mazibas, Murat.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s105752192400139x.

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10. Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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11. Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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12. The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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13. Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha.
    In: Post-Print.
    RePEc:hal:journl:hal-04047924.

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14. Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13.

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15. Fan tokens: Sports and speculation on the blockchain. (2023). Scharnowski, Stefan ; Zimmermann, Lukas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488.

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16. Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Guangxi, Cao ; Egan, Paul ; Fang, Sheng ; Cao, Guangxi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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17. Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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18. From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Zaevski, Tsvetelin S ; Nedeltchev, Dragomir C.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618.

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19. Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). GONZALEZ SANCHEZ, MARIANO ; Gonzalez-Sanchez, Mariano ; Nave, Juan M.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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20. Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Chiaramonte, Laura ; Goodell, John W ; Alon, Ilan ; Paltrinieri, Andrea ; Dreassi, Alberto.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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21. A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. (2022). Recchioni, Maria Cristina ; Polinesi, Gloria ; Mariani, Francesca.
    In: Computational Management Science.
    RePEc:spr:comgts:v:19:y:2022:i:3:d:10.1007_s10287-022-00422-2.

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22. Statistical Modelling of Downside Risk Spillovers. (2022). Ahelegbey, Daniel Felix.
    In: FinTech.
    RePEc:gam:jfinte:v:1:y:2022:i:2:p:9-134:d:785220.

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23. Crypto Asset Portfolio Selection. (2022). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
    In: FinTech.
    RePEc:gam:jfinte:v:1:y:2022:i:1:p:5-71:d:754698.

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24. Explainable artificial intelligence for crypto asset allocation. (2022). Giudici, Paolo ; Babaei, Golnoosh ; Raffinetti, Emanuela.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322002021.

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25. Tail event-based sovereign credit risk transmission network during COVID-19 pandemic. (2022). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002543.

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26. Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Dai, Xingyu ; Wang, Qunwei ; Liu, Mengmeng ; Xiao, Ling ; Wu, Fei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059.

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27. Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Muhadinovic, Milica ; Bojaj, Martin M ; Jolicic, Ivan ; Milosevic, Igor ; Mihailovic, Andrej ; Bracanovic, Andrej ; Milacic, Veselin ; Radulovic, Mladen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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28. Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market. (2021). Yoon, Seong-Min ; Tiwari, Aviral ; Nasreen, Samia.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:14:p:7672-:d:591227.

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29. Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Long, Huaigang ; Mercik, Aleksander.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349.

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1. Another history of global financial markets: Local stock market integration since 1913 from a network perspective. (2023). PARENT, Antoine ; BASTIDON, Cécile ; Bordo, Michael ; Weidenmier, Marc Daniel.
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2. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
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3. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
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4. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
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5. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
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6. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Baqaee, David ; Farhi, Emmanuel.
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7. Privacy-constrained network formation. (2017). Acemoglu, Daron ; Malekian, Azarakhsh ; Ozdaglar, Asuman ; Makhdoumi, Ali.
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8. Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro.
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9. Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne .
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10. Too interconnected to fail: A survey of the Interbank Networks literature. (2016). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
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11. The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn.
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12. Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores.
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13. Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tumer.
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14. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic.
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15. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic.
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16. Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil.
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17. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Zhuang, Xin-Tian ; Uryasev, Stan ; Yao, Shuang.
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18. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
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19. The credit quality channel: Modeling contagion in the interbank market. (2016). Krüger, Ulrich ; Kruger, Ulrich ; Wong, Lui-Hsian ; Fink, Kilian ; Meller, Barbara.
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20. Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Murinde, Victor ; Tiriongo, Samuel ; Ngoka, Kethi ; Maana, Isaya ; Bai, YE.
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21. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
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22. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
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23. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2016). Berlinger, Edina.
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24. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
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25. Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay.
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26. Financial Linkages, Portfolio Choice and Systemic Risk. (2016). Goyal, Sanjeev ; Galeotti, Andrea ; Ghiglinoy, Christian .
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27. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; León, Carlos ; Kim, Geun-Young ; Lee, Daeyup ; Martinez, Constanza ; Leon, Carlos.
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28. Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
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29. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; Alexandre, Michel ; da Silva, Michel Alexandre.
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30. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, José.
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31. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Smaga, Pawel ; Wili, Mateusz .
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32. The credit quality channel: Modeling contagion in the interbank market. (2015). Krüger, Ulrich ; Kruger, Ulrich ; Wong, Lui-Hsian ; Fink, Kilian ; Meller, Barbara.
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33. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
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34. Surfing through the GFC: systemic risk in Australia. (2015). Matei, Marius ; Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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35. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
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36. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel.
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37. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
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40. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
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41. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail.
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42. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
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43. Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter.
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44. Conflict and Networks. (2015). Goyal, Sanjeev ; Dziubinski, Marcin ; Vigier, Adrien.
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45. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
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46. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William R ; Akcigit, Ufuk ; Acemoglu, Daron.
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47. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William ; Akcigit, Ufuk ; Acemoglu, Daron.
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48. Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
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49. Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
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50. Key Players. (2014). Zenou, Yves.
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