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    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000845.

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12. The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros.
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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. 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.

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13. Optimal Monetary Policy with the Risk-Taking Channel. (2021). Thaler, Dominik ; Abbate, Angela.
    In: Working Papers.
    RePEc:bde:wpaper:2137.

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

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

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17. 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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18. 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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19. 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.

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

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22. Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Kartasheva, Anastasia ; Lundblad, Christian T ; Jotikasthira, Chotibhak ; Ellul, Andrew.
    In: ESRB Working Paper Series.
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23. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Paper series.
    RePEc:rim:rimwps:18-22.

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24. 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..

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25. 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.

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26. 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.

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

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

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29. 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.

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30. 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.

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31. 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.

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32. 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.

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33. 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.

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34. 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.

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35. 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.

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36. 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.

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37. 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.

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

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39. 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.

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40. 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.

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41. 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.

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42. 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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43. 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.

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44. 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.

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

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

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47. 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.

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48. 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..

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49. 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.

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

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51. 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.

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52. 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.

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53. 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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54. 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.

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55. 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.

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56. 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.

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57. 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.

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58. 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.

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59. 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.

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60. 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.

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

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62. 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.

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

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64. 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.

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