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2. Observer-based aperiodically intermittent pinning synchronization of complex-valued dynamical networks with time-varying delay. (2024). Tse, Chi ; Liu, Mengxuan ; Liang, Jianchao.
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3. Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Wang, Gang-Jin ; Uddin, Gazi ; Zhu, You ; Zhou, Yang ; Xie, Chi.
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4. Identifying influential airports in airline network based on failure risk factors with TOPSIS. (2023). Chen, Zhaoxin ; Du, Yuxian ; Pan, YE ; Lin, XI ; Luo, Qian ; Xia, Huan.
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5. Micro- and small-sized enterprises’ willingness to borrow via internet financial services during coronavirus disease 2019. (2022). Huang, Weilun ; Fuming, Yang ; Xiaojing, Liu.
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6. Operational risk assessment of third-party payment platforms: a case study of China. (2022). Li, jianping ; Yao, Yinhong.
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7. Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model. (2022). Xu, Zhaoyi ; Shen, Xiaoqin ; Li, Qilun ; Zhong, Jiacheng.
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8. Influential node identification by aggregating local structure information. (2022). Sun, Zejun ; Gan, Quan ; Shi, Hesheng ; Hu, Haifeng ; Wang, Feifei ; Fan, Aiwan.
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9. Reconstructing a complex financial network using compressed sensing based on low-frequency time series data. (2022). Zhao, Yiran ; Gao, Xiangyun ; Tao, WU ; Ze, Wang ; Zhou, Jinsheng ; Si, Jingjian.
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10. Analysis of global stock markets’ connections with emphasis on the impact of COVID-19. (2021). Zhang, Xin ; Zhao, Xinyao ; Guo, Hongfeng ; Yu, Hang.
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11. Empirical study of financial crises based on topological data analysis. (2020). Zhang, Xin ; Zhao, Xinyao ; Sun, Weihua ; Xia, Shengxiang ; Guo, Hongfeng.
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12. Risk Fluctuation Characteristics of Internet Finance: Combining Industry Characteristics with Ecological Value. (2020). Xiao, Yadong ; Marshall, Tom ; Xu, Runjie ; Ye, Nan ; Shuai, Hefan ; Mi, Chuanmin.
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1. MULTIDIMENSIONAL PERSPECTIVE OF FINANCIAL RISK ANALYSIS: EVIDENCE FROM CHINA. (2023). Wang, Zhuquan ; Tan, Yunxia ; Cheng, Xiaoyue ; Ullah, Hafeez ; Zhang, Fan.
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2. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Douady, Raphael ; Ye, Xingxing.
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3. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
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4. Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael.
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5. Multivariate Shortfall Risk Allocation and Systemic Risk. (2017). Armenti, Yannick ; Crepey, Stephane ; Drapeau, Samuel ; Papapantoleon, Antonis.
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6. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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7. Bank Bias in Europe: Effects on Systemic Risk and Growth. (2015). Pagano, Marco ; Langfield, Sam.
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8. Estimating Global Bank Network Connectedness. (2015). Yilmaz, Kamil ; Liu, Laura ; Diebold, Francis ; Demirer, Mert.
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9. Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
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10. Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”. (2015). Adrian, Tobias.
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11. Systemic risk of insurers around the globe. (2015). Weiß, Gregor N. F., ; Irresberger, Felix ; Bierth, Christopher.
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12. Bank bias in Europe: effects on systemic risk and growth. (2015). Pagano, Marco ; Langfield, Sam.
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13. Making sense of the comprehensive assessment. (2014). Steffen, Sascha ; Acharya, Viral.
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14. Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David.
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15. Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin.
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16. Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre.
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17. Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Anghelache, Gabriela ; Oanea, Dumitru-Cristian.
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18. Systemic Risk and Bank Size. (2014). Varotto, Simone ; Zhao, Lei.
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19. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market. (2014). Uchida, Yoshihiko ; Kikuchi, Kentaro ; Niwa, Fuminori ; Hattori, Akio .
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20. TENET: Tail-Event driven NETwork risk. (2014). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Sirotko-Sibirskaya, Natalia.
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21. Enhancing prudential standards in financial regulations. (2014). Lang, William ; Jagtiani, Julapa ; Allen, Franklin ; Goldstein, Itay.
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22. Supervisory stress tests. (2014). Lehnert, Andreas ; Hirtle, Beverly.
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23. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral.
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24. Model risk of risk models. (2014). Danielsson, Jon ; Valenzuela, Marcela ; James, Kevin R. ; Zer, Ilknur.
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25. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
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26. How does deposit insurance affect bank risk? Evidence from the recent crisis. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
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27. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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28. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
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29. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B. ; Sopranzetti, Ben J..
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30. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
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31. Why do some insurers become systemically relevant?. (2014). Weiß, Gregor N. F., ; Muhlnickel, Janina .
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32. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
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33. Systemic risk and bank business models. (2014). van Oordt, Maarten ; Zhou, Chen.
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34. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
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35. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
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36. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
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37. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
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38. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Perignon, Christophe ; Hurlin, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
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39. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
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40. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
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41. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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42. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
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43. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
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44. The systemic risk of energy markets. (2013). Pierret, Diane.
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45. Bayesian inference for CoVaR. (2013). Petrella, Lea ; Bernardi, Mauro ; Gayraud, Ghislaine .
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46. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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47. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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48. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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49. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Moshirian, Fariborz ; Arnold, Bruce .
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