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2. Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Zhang, Ziyi ; Li, Yong ; Niu, Tong.
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3. Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Wen, Zhang ; Ji, Xiaoqin ; Huang, KE ; He, Chengying.
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10. The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China. (2021). Xu, Yunsong ; Ding, Ning ; Li, Jiaqi ; Qi, Hanying.
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23. Spillover Effects Within Business Groups: The Case of Korean Chaebols. (2018). Oh, Frederick Dongchuhl ; Joe, Denis Yongmin.
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27. Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhihong ; Zhu, Zhican ; Wu, Shuai.
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31. Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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32. The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.
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33. Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J.
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34. Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Petrella, Lea ; Bernardi, Mauro ; Maruotti, Antonello.
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35. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
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36. How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian.
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37. Pricing of Catastrophe Risk and the Implied Volatility Smile. (2016). Ben Ammar, Semir.
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38. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
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39. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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40. Systemic Risk in the Insurance Sector: A Review and Directions for Future Research. (2016). Pankoke, David ; Eling, Martin.
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42. On the impact of leveraged buyouts on bank systemic risk. (2015). Grupp, Marcel .
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43. Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno.
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44. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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45. Diverging financial regulations after the crisis? A comparison of the EU’s and the United States’ responses. (2015). Biedermann, Zsuzsanna ; Orosz, Agnes.
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46. Measuring Tail-Risk Cross-Country Exposures in the Banking Industry. (2015). Sanchis-Marco, Lidia ; Serrano, Antonio Rubia .
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47. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten.
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48. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS. (2015). Geraci, Marco Valerio ; Gnabo, Jean-Yves.
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49. Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio.
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50. The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity. (2015). Füss, Roland ; Adams, Zeno ; Fuss, Roland ; Schindler, Felix.
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