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Engle, R.F. Dynamic conditional beta. 2016 J. Financ. Econ.. 14 643-667
Engle, R.F. Systemic risk 10 years later. 2018 Annu. Rev. Financ. Econ.. -
Huang, X. ; Zhou, H. ; Zhu, Systemic risk contributions. 2012 J. Financ. Serv. Res.. 42 55-83
Lehar, A. Measuring systemic risk: A risk management approach. 2005 J. Bank. Financ.. 29 2577-2603
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