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5. Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G.
   In: Journal of International Financial Markets, Institutions and Money.
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6. Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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7. Independent directors’ connectedness and bank risk-taking. (2024). Mollah, Sabur ; Kamal, Syed ; Simsek, Rasim ; Zhao, Yang ; Amin, Abu.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001098.

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8. Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371.

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9. Do market-based networks reflect true exposures between banks?. (2023). Karamysheva, Madina ; Salakhova, Dilyara ; Craig, Ben.
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10. Does financial interconnectedness affect monetary transmission? Evidence from India. (2022). Ghosh, Saibal.
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:15:y:2022:i:3:p:273-300.

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11. Financial Risk Meter for emerging markets. (2022). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; ben Amor, Souhir ; Althof, Michael.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154.

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12. Financial Risk Meter FRM based on Expectiles. (2022). Härdle, Wolfgang ; Li, Yingxing ; Hardle, Wolfgang Karl ; Ren, Rui ; Lu, Meng-Jou.
    In: Journal of Multivariate Analysis.
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13. Financial Risk Meter based on expectiles. (2021). Härdle, Wolfgang ; Ren, Rui ; Lu, Meng-Jou ; Li, Yingxing ; Hardle, Wolfgang.
    In: IRTG 1792 Discussion Papers.
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14. Systemic risk shifting in financial networks. (2021). Elliott, Matthew ; Hazell, Jonathon ; Georg, Co-Pierre.
    In: LSE Research Online Documents on Economics.
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15. Bank credit risk networks: Evidence from the Eurozone. (2021). Brownlees, Christian ; Nualart, Eula Lia ; Hans, Christina.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:117:y:2021:i:c:p:585-599.

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16. Systemic risk shifting in financial networks. (2021). Elliott, Matthew ; Hazell, Jonathon ; Georg, Co-Pierre.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301502.

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17. Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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18. The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences. (2020). Fillat, Jose ; Bräuning, Falk ; Brauning, Falk.
    In: Working Papers.
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19. Credit rating migration risk and interconnectedness in a corporate lending network. (2020). Kanno, Masayasu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310487.

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20. Do social networks encourage risk-taking? Evidence from bank CEOs. (2020). Fang, Yiwei ; Dbouk, Wassim ; Liu, Liuling ; Wang, Haizhi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:46:y:2020:i:c:s157230891930659x.

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21. Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Hussain, Syed Jawad ; Kang, Sang Hoon.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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22. Systemic Risk-Shifting in Financial Networks. (2020). Elliott, M ; Hazell, J ; Georg, C-P., .
    In: Cambridge Working Papers in Economics.
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23. Assessing the FSAP: Quality, Relevance, and Value Added. (2019). Caprio, Gerard.
    In: Department of Economics Working Papers.
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24. 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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25. Robust and sparse banking network estimation. (2018). Paterlini, Sandra ; Giacometti, Rosella ; Torri, Gabriele.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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26. Structural changes in banking after the crisis. (2018). Bank for International Settlements, .
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27. Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, José.
    In: Staff Working Papers.
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