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1. The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. (2022). Blake, David.
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2. Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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3. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
   In: ECONtribute Discussion Papers Series.
   RePEc:ajk:ajkdps:079.

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4. Financial Vulnerability and Risks to Growth in Emerging Markets. (2020). Surti, Jay ; Acharya, Viral ; Bhadury, Soumya.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:27411.

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5. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/102.

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6. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
   In: Working Papers ECARES.
   RePEc:eca:wpaper:2013/283963.

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7. Financial bridges and network communities. (2018). Casarin, Roberto ; Costola, Michele ; Yenerdag, Erdem.
   In: SAFE Working Paper Series.
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8. Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Kartasheva, Anastasia ; Lundblad, Christian T ; Jotikasthira, Chotibhak ; Ellul, Andrew.
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9. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
   In: Working Paper series.
   RePEc:rim:rimwps:18-22.

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10. Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. (2018). Eckernkemper, Tobias.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:1:p:63-117..

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11. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: Annals of Finance.
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12. Diversification and Systemic Risk: A Financial Network Perspective. (2018). Frey, Rudiger ; Hledik, Juraj.
    In: Risks.
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13. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2018_05.

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14. Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris.
    In: Essex Finance Centre Working Papers.
    RePEc:esy:uefcwp:20937.

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15. Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets. (2018). Tony-Okeke, Uchenna ; Rodgers, Timothy ; Ahmadu-Bello, Jaliyyah ; Niklewski, Jacek.
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16. Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei.
    In: Journal of International Money and Finance.
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17. Bank CEO materialism: Risk controls, culture and tail risk. (2018). Bushman, Robert M ; Davidson, Robert H ; Dey, Aiyesha ; Smith, Abbie.
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18. Better safe than sorry? CEO inside debt and risk-taking in bank acquisitions. (2018). Hagendorff, Jens ; King, Tim ; Armitage, Seth ; Srivastav, Abhishek.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:208-224.

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19. Syndication, interconnectedness, and systemic risk. (2018). Steffen, Sascha ; Cai, Jian ; Eidam, Frederik ; Saunders, Anthony.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:105-120.

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20. Measuring systemic risk across financial market infrastructures. (2018). Perez-Saiz, Hector ; Li, Fuchun.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:1-11.

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21. Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212.

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22. Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Li, Huijing ; Yu, Honghai ; Sun, Boyang.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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23. Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Lin, Min ; Stanley, Eugene H ; Xie, Chi.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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24. Local currency systemic risk. (2018). Borri, Nicola.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

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25. Liquidity tail risk and credit default swap spreads. (2018). Gabrysch, Sandra ; Irresberger, Felix.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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26. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem.
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27. Monetary policy and long-run systemic risk-taking. (2018). Levieuge, Grégory ; Colletaz, Gilbert ; Popescu, Alexandra.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

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28. Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Tunaru, Radu ; Vioto, Davide.
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29. How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong.
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30. Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Paulin, James ; Calinescu, Anisoara.
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31. An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Hambly, Ben ; Sojmark, Andreas.
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32. Systemic risk in insurance: Towards a new approach. (2017). Sottocornola, Matteo ; Berdin, Elia.
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33. Extreme risk spillover network: application to financial institutions. (2017). Wang, Gang-Jin ; He, Kaijian ; Stanley, Eugene H ; Xie, Chi.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:9:p:1417-1433.

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34. Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando.
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35. Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara.
    In: Annals of Finance.
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36. Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk. (2017). Escanciano, Juan Carlos ; Hualde, Javier.
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37. Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi.
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38. CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Keasey, Kevin ; Vallascas, Francesco ; Srivastav, Abhishek.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:64:y:2017:i:1:p:37-55.

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39. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
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40. The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina.
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41. Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Lazzari, Valter ; Vena, Luigi ; Venegoni, Andrea.
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42. The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik.
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43. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
    In: Journal of Empirical Finance.
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44. Systemic risk and cross-sectional hedge fund returns. (2017). Kim, Tong Suk ; Xu, Simon ; Hwang, In Chang ; In, Francis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

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45. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Bhatt, Vipul ; Ma, Jun.
    In: Journal of Economic Dynamics and Control.
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46. Does the impact of board independence on large bank risks change after the global financial crisis?. (2017). Mollah, Sabur ; Keasey, Kevin ; Vallascas, Francesco.
    In: Journal of Corporate Finance.
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47. More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura.
    In: Working Paper Series.
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48. Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; van der Veer, Koen ; Lambert, Claudia.
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49. Backtesting European Stress Tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, Pierre.
    In: CEPR Discussion Papers.
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50. Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1153_17.

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