Acemoglu, D. ; Ozdaglar, A. ; Tahbaz-Salehi, A. Systemic risk and stability in financial networks. 2015 The American Economic Review. 105 564-608
Acharya, V.V. ; Pedersen, L.H. ; Philippon, T. Measuring systemic risk. 2017 Review of Financial Studies. 30 2-47
Acharya, V.V. ; Yorulmazer, T. Information contagion and bank herding. 2008 Journal of Money, Credit, and Banking. 40 215-231
- Adrian, T. ; Brunnermeier, M.K. . 2016 CoVaR, American Economic Review. 106 1705-1741
Paper not yet in RePEc: Add citation now
Adrian, T. ; Shin, H.S. Financial intermediaries and monetary economics. 2010 Handbook of Monetary Economics. 3 601-650
Ahern, K.R. ; Sosyura, D. Who writes the news? Corporate press releases during merger negotiations. 2014 The Journal of Finance. 69 241-291
Allen, F. ; Gale, D. Financial contagion. 2000 Journal of Political Economy. 108 1-33
Allen, F. ; Gale, D. Limited market participation and volatility of asset prices. 1994 The American Economic Review. 84 933-955
Anand, A. ; Basu, S. ; Pathak, J. ; Thampy, A. The impact of sentiment on emerging stock markets. 2021 International Review of Economics & Finance. 75 161-177
Anastasiou, D. ; Drakos, K. European depositors' behavior and crisis sentiment. 2021 Journal of Economic Behavior & Organization. 184 117-136
Anastasiou, D. ; Petralias, A. On the construction of a leading indicator based on news Headlines for predicting Greek deposit Outflows. 2021 International Journal of Business Management and Finance Research. 4 1-11
Anginer, D. ; Demirguc-Kunt, A. ; Zhu, M. How does deposit insurance affect bank risk? Evidence from the recent crisis. 2014 Journal of Banking & Finance. 48 312-321
Baker, M. ; Wurgler, J. Investor sentiment and the cross-section of stock returns. 2006 The Journal of Finance. 61 1645-1680
Benoit, S. ; Colliard, J.E. ; Hurlin, C. ; Pérignon, C. Where the risks lie: A survey on systemic risk. 2017 Review of Finance. 21 109-152
Bertrand, M. ; Mullainathan, S. Are CEOs rewarded for luck? The ones without principals are. 2001 Quarterly Journal of Economics. 116 901-932
- Borovkova, S. ; Garmaev, E. ; Lammers, P. ; Rustige, J. . 2017 :
Paper not yet in RePEc: Add citation now
- Braverman, A. ; Minca, A. Networks of common asset holdings: aggregation and measures of vulnerability. 2018 The Journal of Network Theory in Finance. 4 53-78
Paper not yet in RePEc: Add citation now
Brownless, C.T. ; Engle, R.F. Srisk. A conditional capital shortfall measure of systemic risk. 2017 Review of Financial Studies. 30 48-79
Cai, J. ; Eidam, F. ; Saunders, A. ; Steffen, S. Syndication, interconnectedness, and systemic risk. 2018 Journal of Financial Stability. 34 105-120
Calomiris, C.W. ; Mamaysky, H. How news and its context drive risk and returns around the world. 2019 Journal of Financial Economics. 133 299-336
- Davydov, D. ; Vähämaa, S. ; Yasar, S. Bank liquidity creation and systemic risk. 2021 Journal of Banking & Finance. 123 -
Paper not yet in RePEc: Add citation now
De Haan, J. ; Fang, Y. ; Jing, Z. Does the risk on banks' balance sheets predict banking crises? New evidence for developing countries. 2020 International Review of Economics & Finance. 68 254-268
De Jonghe, O. ; Diepstraten, M. ; Schepens, G. Banks' size, scope and systemic risk: What role for conflicts of interest?. 2015 Journal of Banking & Finance. 61 3-13
Dell'Ariccia, G. ; Ratnovski, L. Bailouts and systemic insurance. 2019 Journal of Banking & Finance. 105 166-177
Diamond, D.W. ; Dybvig, P.H. Bank runs, deposit insurance, and liquidity. 1983 Journal of Political Economy. 91 401-419
- Duarte, F. ; Eisenbach, T.M. Fire‐sale spillovers and systemic risk. 2021 The Journal of Finance. 76 1251-1294
Paper not yet in RePEc: Add citation now
- Embrechts, P. ; de Haan, L. ; Huang, X. Modelling multivariate extremes, Extremes and integrated risk management. 2000 Risk Waters Group: London, UK
Paper not yet in RePEc: Add citation now
Fan, X. ; Wang, Y. ; Wang, D. Network connectedness and China's systemic financial risk contagion—an analysis based on big data. 2021 Pacific-Basin Finance Journal. 68 -
Garcia, D. Sentiment during recessions. 2013 The Journal of Finance. 68 1267-1300
Girardi, G. ; Hanley, K.W. ; Nikolova, S. ; Pelizzon, L. ; Sherman, M.G. Portfolio similarity and asset liquidation in the insurance industry. 2021 Journal of Financial Economics. 142 69-96
Gompers, P.A. ; Metrick, A. Institutional investors and equity prices. 2001 The Quarterly Journal of Economics. 116 229-259
González-Fernández, M. ; González-Velasco, C. An alternative approach to predicting bank credit risk in Europe with Google data. 2020 Finance Research Letters. 35 -
- Greenwood, R. ; Landier, A. ; Thesmar, D. Vulnerable banks. 2015 Journal of Financial Economics. 115 471-485
Paper not yet in RePEc: Add citation now
Heckman, J.J. ; Robb, R. Alternative methods for evaluating the impact of interventions: An overview. 1985 Journal of Econometrics. 30 239-267
- Hill, B.M. A simple general approach to inference about the tail of a distribution. 1975 Annals of Statistics. 3 1163-1174
Paper not yet in RePEc: Add citation now
Ho, K.Y. ; Shi, Y. ; Zhang, Z. News and return volatility of Chinese bank stocks. 2020 International Review of Economics & Finance. 69 1095-1105
Huang, T. ; Zhang, X. Industry-level media tone and the cross-section of stock returns. 2022 International Review of Economics & Finance. 77 59-77
Irresberger, F. ; Mühlnickel, J. ; Weiß, G.N. Explaining bank stock performance with crisis sentiment. 2015 Journal of Banking & Finance. 59 311-329
Iyer, R. ; Puri, M. Understanding bank runs: The importance of depositor-bank relationships and networks. 2012 The American Economic Review. 102 1414-1445
- Jiang, F. ; Kim, K.A. Corporate governance in China: A modern perspective. 2015 Journal of Corporate Finance. 32 190-216
Paper not yet in RePEc: Add citation now
Jiang, F. ; Lee, J. ; Martin, X. ; Zhou, G. Manager sentiment and stock returns. 2019 Journal of Financial Economics. 132 126-149
- Jordà, O. Estimation and inference of impulse responses by local projections. 2005 The American Economic Review. 95 161-182
Paper not yet in RePEc: Add citation now
Khurshed, A. ; Paleari, S. ; Pande, A. ; Vismara, S. Transparent bookbuilding, certification and initial public offerings. 2014 Journal of Financial Markets. 19 154-169
Lewbel, A. Using heteroscedasticity to identify and estimate mismeasured and endogenous regressor models. 2012 Journal of Business & Economic Statistics. 30 67-80
Liu, L. ; Zhang, G. ; Fang, Y. Bank credit default swaps and deposit insurance around the world. 2016 Journal of International Money and Finance. 69 339-363
Loughran, T. ; McDonald, B. When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks. 2011 The Journal of Finance. 66 35-65
Niţoi, M. ; Pochea, M.M. The nexus between bank connectedness and investors' sentiment. 2022 Finance Research Letters. 44 -
Nyman, R. ; Kapadia, S. ; Tuckett, D. News and narratives in financial systems: Exploiting big data for systemic risk assessment. 2021 Journal of Economic Dynamics and Control. 127 -
Rizwan, M.S. Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?. 2021 Journal of International Financial Markets, Institutions and Money. 74 -
Shin, H.S. ; Shin, K. Procyclicality and monetary aggregates. 2011 NBER Working papers:
Shleifer, A. ; Vishny, R.W. Asset fire sales and credit easing. 2010 The American Economic Review. 100 46-50
Sias, R. Institutional herding. 2004 The Journal of Behavioral Finance. 5 -
Smales, L.A. News sentiment and bank credit risk. 2016 Journal of Empirical Finance. 38 37-61
Soo, C.K. Quantifying sentiment with news media across local housing markets. 2018 Review of Financial Studies. 31 3689-3719
Tetlock, P.C. Giving content to investor sentiment: The role of media in the stock market. 2007 The Journal of Finance. 62 1139-1168
Upper, C. Simulation methods to assess the danger of contagion in interbank markets. 2011 Journal of Financial Stability. 7 111-125
Van Oordt, M. ; Zhou, C. Systemic risk and bank business models. 2019 Journal of Applied Econometrics. 34 365-384
Xu, Y. ; Malkiel, B.G. Investigating the behavior of idiosyncratic volatility. 2003 The Journal of Business. 76 613-645
Zhu, F. ; Chen, J. ; Chen, Z. ; Li, H. Shadow banking shadowed in banks' balance sheets: Evidence from China's commercial banks. 2019 Accounting and Finance. 59 2879-2903
Zhu, Y. ; Wu, Z. ; Zhang, H. ; Yu, J. Media sentiment, institutional investors and probability of stock price crash: Evidence from Chinese stock markets. 2017 Accounting and Finance. 57 1635-1670