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. Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?. (2025). Hamori, Shigeyuki ; Shang, Jin.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000601.

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3. Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487.

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4. AI and Financial Systemic Risk in the Global Market. (2024). Nagayasu, Jun ; Tian, Jingyi.
   In: TUPD Discussion Papers.
   RePEc:toh:tupdaa:55.

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5. The effect of liquidity creation on systemic risk: evidence from European banking sector. (2024). Viviani, Jean-Laurent ; Srour, Zainab ; Saghi, Nadia ; Louhichi, Wal.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04836-8.

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6. Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x.

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7. Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501.

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8. Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Pradhan, Priodyuti ; Jalan, Sarika ; Reddy, Uday Kumar ; Pradeep, Moturi.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381.

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9. Assessing the performance of banks through an improved sigma-mu multicriteria analysis approach. (2024). Angilella, Silvia ; Doumpos, Michalis ; Pappalardo, Maria Rosaria ; Zopounidis, Constantin.
   In: Omega.
   RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000653.

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10. Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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11. Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871.

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12. Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

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13. Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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14. Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722.

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15. Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets. (2024). Kumar, Pawan ; Singh, Vipul Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006613.

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16. Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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17. 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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18. Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Wang, Yuhang ; Chen, Muzi ; Huang, Difang ; Wu, Boyao.
    In: Papers.
    RePEc:arx:papers:2403.19439.

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19. Banking sector openness, a path to social responsibility? Evidence from Southern European banks. (2023). Gaies, Brahim.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:19305.

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20. Financial constraint, cross-sectoral spillover and systemic risk in China. (2023). Bi, Shasha ; Yuan, Ming ; Hao, Jing ; Wen, Bohui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:1-11.

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21. Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Ding, YI ; Liu, Xinhong ; Yan, Chun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

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22. Climate risks and financial stability: Evidence from the European financial system. (2023). Chabot, Miia ; Bertrand, Jean-Louis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:69:y:2023:i:c:s1572308923000906.

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23. Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Tian, Sihua ; Li, Shaofang ; Gu, Qinen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295.

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24. The risk spillover of high carbon enterprises in China: Evidence from the stock market. (2023). Zhu, Pingheng ; Yin, Hua ; Wen, Fenghua ; Wu, Baohui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004371.

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25. Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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26. Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Chen, Yu-Lun ; Mo, Wan-Shin ; Chiang, Shu-Hen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

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27. Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Feng, Yun ; Hou, Weijie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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28. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomáš ; Shahzad, Syed Jawad Hussain ; Baumohl, Eduard ; Hoang, Thi-Hong-Van, ; Bouri, Elie ; Vrost, Toma ; Hussain, Syed Jawad.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:249340.

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29. Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Kang, Sang Hoon.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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30. Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration. (2022). Mukhtar, Saparuddin ; Salim, Muhammad Zulkifli ; Rizan, Mohamad ; Daly, Kevin.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:9:p:174-:d:904472.

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31. From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chiang, Shu-Hen ; Chen, Chien-Fu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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32. Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Wang, Gang-Jin ; Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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33. The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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34. Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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35. Sovereign risk spillovers: A network approach. (2022). Le, Chau ; Dickinson, David.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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36. Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Wang, ZE ; Di, Zengru ; Gao, Xiangyun ; Huang, Shupei ; Tang, Renwu ; Sun, Qingru ; Chen, Zhihua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

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37. Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Yuan, Ying ; Jin, Xiu ; Wang, Haiying.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

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38. Concentrated commonalities and systemic risk in Chinas banking system: A contagion network approach. (2022). Jiang, Yile ; Sun, Xiaoqi ; Shi, Qing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002113.

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39. Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Lu, Shuai ; Li, Shouwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256.

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40. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomáš ; Shahzad, Syed Jawad Hussain ; Baumohl, Eduard ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie ; Vrost, Toma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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41. Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: Papers.
    RePEc:arx:papers:2106.14168.

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42. Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:4:d:10.1007_s11403-021-00326-5.

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43. Does cross-shareholding lead to Chinas stock returns comovement? Evidence from a GMM-based spatial AR model. (2021). Feng, Yun ; Li, Xin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02002-2.

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44. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:108421.

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45. Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Kang, Sang Hoon ; McIver, Ron P.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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46. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Barnett, William ; Wang, Xue ; Xu, Hai-Chuan.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202113.

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47. Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Xingmin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003.

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48. Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281.

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49. Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Chabot, Miia ; Bertrand, Jean-Louis.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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50. The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review. (2021). Meier, Samira ; Gonzalez, Miguel Rodriguez ; Kunze, Frederik.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:65:y:2021:i:c:s0144818820301587.

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51. A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhang, Ziqing ; Deng, Yang ; Zhu, LI.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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52. Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomáš ; Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Baumohl, Eduard ; Hoang, Thi-Hong-Van, ; Vrost, Toma ; Hussain, Syed Jawad.
    In: EconStor Preprints.
    RePEc:zbw:esprep:222580.

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53. Risk contagion in the cross‐border banking network: Some new evidence. (2020). Salim, Ruhul ; Peng, Fei ; Chen, Bing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:3:p:475-495.

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54. The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Papafilis, Michalis-Panayiotis ; Margaritis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:98182.

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55. Bank risk, competition and bank connectedness with firms: A literature review. (2020). Badarau, Cristina ; Lapteacru, Ion.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301291.

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56. The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Foglia, Matteo ; Angelini, Eliana.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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57. Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Mahdavi Ardekani, Aref ; Distinguin, Isabelle.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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58. Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

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59. Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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60. Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Rostom, Ahmed.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

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61. Asset commonality of European banks. (2019). Dissem, Sonia.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0064-5.

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62. Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market. (2019). Gharneh, Naser Shams ; Dastkhan, Hossein.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9781-6.

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63. Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad ; Arreola-Hernandez, Jose.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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64. Measuring the increasing connectedness of Chinese assets with global assets: using a variance decompositions method. (2019). Ye, Xiangting ; Sun, Wencong ; Fang, Libing ; Yu, Honghai.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2019:i:5:p:1261-1290.

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65. The spread of a financial virus through Europe and beyond. (2019). Kostylenko, Olena ; Rodrigues, Helena Sofia.
    In: Papers.
    RePEc:arx:papers:1901.07241.

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66. Cultural similarities and housing market linkage: evidence from OECD countries. (2018). Kuang, Weida ; Wang, Qilin.
    In: Frontiers of Business Research in China.
    RePEc:spr:fobric:v:12:y:2018:i:1:d:10.1186_s11782-018-0030-1.

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67. Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu.
    In: Risk Management.
    RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4.

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68. Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, Jose Manuel.
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2018-05.

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69. Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets. (2018). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Rostom, Ahmed.
    In: Working Papers.
    RePEc:ipg:wpaper:2018-009.

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70. Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets. (2018). Jia, Zi-Yang ; Tang, Yong ; Zhang, Yi-Cheng ; Xiong, Jason Jie.
    In: Complexity.
    RePEc:hin:complx:4680140.

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71. 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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72. The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence. (2018). Mallick, Sushanta ; Leonida, Leone ; Benbouzid, Nadia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:226-240.

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73. 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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74. Chinas household balance sheet: Accounting issues, wealth accumulation, and risk diagnosis. (2018). Li, Cheng.
    In: China Economic Review.
    RePEc:eee:chieco:v:51:y:2018:i:c:p:97-112.

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75. Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, J M.
    In: Working Papers.
    RePEc:bol:bodewp:wp1124.

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76. Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Han, Liyan ; Ding, Ding.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

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77. China’s Household Balance Sheet: Accounting Issues, Wealth Accumulation, and Risk Diagnosis. (2017). Li, Cheng.
    In: MPRA Paper.
    RePEc:pra:mprapa:79838.

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78. Do banks differently set their liquidity ratios based on their network characteristics?. (2017). TARAZI, Amine ; Distinguin, Isabelle ; Mahdavi-Ardekani, Aref.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01336784.

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79. 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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80. 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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81. Money market funds, shadow banking and systemic risk in United Kingdom. (2017). Urga, Giovanni ; Bellavite Pellegrini, Carlo ; Meoli, Michele.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171.

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82. Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
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