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2. Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach. (2025). Li, Xianhua ; Wang, Qin.
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3. Dynamic risk spillovers between green bonds and energy markets: New evidence from the GARCH-MIDAS-D-Copula-CoVaR approach considering uncertainties. (2025). Wang, Sikai ; Zheng, Hairong ; Zhang, Tingting.
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4. Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen.
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5. Tail risk network of Chinese green-related stocks market. (2024). Ye, Wuyi ; Guo, Ranran ; Hu, Chenglong.
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   RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008328.

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6. Analyzing fossil fuel commodities return spillovers during the Russia and Ukraine crisis in the energy market. (2024). Kayani, Umar ; Zahoor, Nadia ; Khan, Maaz ; Nawaz, Farrukh ; Hasnaoui, Amir.
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7. The international spill over effect of American economy on China’s macro-economy based on MCMC-Gibbs sampling algorithm. (2023). Hu, Jiamu.
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8. Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Umar, Zaghum ; Choi, Sun-Yong ; Usman, Muhammad ; Rice, John.
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9. Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing.
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10. Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO.
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11. Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. (2022). Kielmann, Julia ; Manner, Hans ; Min, Aleksey.
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12. Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Guo, Qiang ; Ghani, Maria ; Ma, Feng.
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1. Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends. (2022). Nivorozhkin, Eugene ; Chondrogiannis, Ilias.
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2. Systemic Risk Modeling with Lévy Copulas. (2021). Liu, Yuhao ; Kim, Youngshin ; Rachev, Svetlozar T ; Djuri, Petar M ; Glimm, James.
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3. Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Wang, Gang-Jin ; Chevallier, Julien ; Chen, Yang-Yang ; Si, Hui-Bin ; Xie, Chi.
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4. Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Su, Zhi ; Xu, Fuwei.
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5. Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
   In: Resources Policy.
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6. Herding by corporates in the US and the Eurozone through different market conditions. (2021). Tunaru, Radu ; Duygun, Meryem ; Vioto, Davide.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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7. Systemic risk shifting in financial networks. (2021). Elliott, Matthew ; Hazell, Jonathon ; Georg, Co-Pierre.
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8. Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao.
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9. Cyber-attacks, spillovers and contagion in the cryptocurrency markets. (2021). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Kang, Woo-Young.
   In: Journal of International Financial Markets, Institutions and Money.
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10. International tail risk connectedness: Network and determinants. (2021). Nguyen, Linh Hoang ; Lambe, Brendan John.
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11. The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Han, Heejoon ; Cho, Dooyeon.
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12. A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhang, Ziqing ; Deng, Yang ; Zhu, LI.
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13. Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Kolaric, Sascha ; Schiereck, Dirk ; Flore, Christian.
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14. Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war. (2020). Gong, Yuting ; Shi, Wenming ; Chen, Shu-Ling ; Li, Kevin X.
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15. Characteristics of spillovers between the US stock market and precious metals and oil. (2020). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Hussain, Syed Jawad ; Kang, Sang Hoon.
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16. Assessing the contribution of China’s financial sectors to systemic risk. (2020). Morelli, David ; Vioto, Davide.
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17. Macroprudential policy and bank systemic risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
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18. Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, jianping ; Sun, Xiaolei ; Wang, Jun ; Liu, Chang.
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19. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Ji, Qiang ; Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue.
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20. Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Meng, Juan ; Nie, HE ; Mo, Bin.
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21. Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao.
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22. Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal.
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23. The interaction of bank regulation and taxation. (2020). Horvath, Balint.
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24. La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro.
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25. Measuring the network connectedness of global stock markets. (2019). Wang, Yutong ; Tang, Pan ; Gong, Chen.
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26. An equilibrium model of risk management spillover. (2019). Qiu, Zhigang ; Ye, Zhiqiang ; Jiang, Ying ; Huang, Shiyang.
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27. Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Lin, Edward ; Yu, Min-Teh ; Chang, Carolyn W.
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28. Risk contagion under regular variation and asymptotic tail independence. (2018). Fasen-Hartmann, Vicky ; Das, Bikramjit.
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29. Bank CEO materialism: Risk controls, culture and tail risk. (2018). Bushman, Robert M ; Davidson, Robert H ; Dey, Aiyesha ; Smith, Abbie.
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30. Stochastic orders and co-risk measures under positive dependence. (2018). Sordo, M A ; Suarez-Llorens, A ; Bello, A J.
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31. Liquidity tail risk and credit default swap spreads. (2018). Gabrysch, Sandra ; Irresberger, Felix.
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32. Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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33. Inflation targeting and financial stability: Does the quality of institutions matter?. (2018). Tabak, Benjamin ; Silva, Thiago ; Fazio, Dimas ; Cajueiro, Daniel.
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34. An integrated macro-financial risk-based approach to the stressed capital requirement. (2017). Liu, Xiaochun.
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35. Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi.
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36. Dealer balance sheets and bond liquidity provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias.
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37. Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Adams, Zeno ; Gluck, Thorsten ; Fuss, Roland.
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38. CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Keasey, Kevin ; Vallascas, Francesco ; Srivastav, Abhishek.
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39. Forecasting multidimensional tail risk at short and long horizons. (2017). Stoja, Evarist ; Polanski, Arnold.
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40. Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman.
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41. The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina.
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42. Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi.
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43. Credit risk interconnectedness: What does the market really know?. (2017). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina.
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44. Measuring systemic risk: A comparison of alternative market-based approaches. (2017). Vähämaa, Sami ; Strobl, Sascha ; Vahamaa, Sami ; Kleinow, Jacob ; Moreira, Fernando.
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45. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
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46. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Bhatt, Vipul ; Ma, Jun.
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48. What is the systemic risk exposure of financial institutions?. (2016). Sedunov, John.
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