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2. Bank capital regulation: How do Asian banks respond?. (2019). Nguyen, Quang ; Li, Zhaohua ; Thieu, Quang Thi ; Gan, Christopher.
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3. Financing as a supply chain: The capital structure of banks and borrowers. (2018). Gornall, Will ; Strebulaev, Ilya A.
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4. Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Moudud-Ul, Syed ; Zheng, Changjun.
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5. OPTIMAL BANK CAPITAL AND IMPACT OF THE MM THEOREM: A STUDY OF THE PAKISTANI FINANCIAL SECTOR. (2017). Rashid, Abdul ; Anis, Sumera.
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6. Pyramidal group structure and bank risk in Thailand. (2016). Wiwattanakantang, Yupana ; Bunkanwanicha, Pramuan ; Gupta, Jyoti.
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7. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord. (2015). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR.
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8. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord. (2014). Wu, Eliza ; HASAN, IFTEKHAR ; Kim, Suk-Joong.
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9. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord. (2014). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR.
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1. Systemic risk measures and regulatory challenges. (2022). Brzeszczynski, Janusz ; Ellis, Scott ; Sharma, Satish ; Brzeszczyski, Janusz.
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2. Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Pena, Juan Ignacio.
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3. CRISK: Measuring the Climate Risk Exposure of the Financial System. (2021). Jung, Hyeyoon ; Engle, Robert ; Berner, Richard.
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4. A dynamic MST-deltaCoVaR model of systemic risk in the European insurance sector. (2021). Wanat, Stanisaw ; Denkowska, Anna.
   In: Statistics in Transition New Series.
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5. Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?. (2021). Fenech, Jean-Pierre ; Contessi, Silvio ; Halili, Alba.
   In: Finance Research Letters.
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6. Modelling Systemic Risk Using Neural Network Quantile Regression. (2019). Wang, Weining ; Keilbar, Georg.
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7. Assessment of Cross-Border Transmission of Systemic Financial Risk in EU Countries. (2019). Seryakova, Ekaterina V ; Karminsky, Alexander M.
   In: Finansovyj žhurnal — Financial Journal.
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8. A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector. (2019). Wanat, Stanisław ; Denkowska, Anna.
   In: Papers.
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9. Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael.
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10. Systemic Greeks: Measuring risk in financial networks. (2018). Bertschinger, Nils ; Stobbe, Julian.
    In: Papers.
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11. Factors driving systemic risk of banks in Latin America. (2017). García Molina, Mario ; Garcia-Molina, Mario ; Kleinow, Jacob ; Horsch, Andreas.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-015-9341-7.

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12. Realized bank risk during the great recession. (2017). Marques-Ibanez, David ; Manganelli, Simone ; Altunbas, Yener.
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13. How economics got it wrong: Formalism, equilibrium modelling and pseudo-optimization in banking regulatory studies. (2016). Aldegwy, Mohamed ; Thiemann, Matthias.
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14. Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System. (2016). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2016-05.

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15. Risk Attribution Using the Shapley Value: Methodology and Policy Applications. (2016). Tsatsaronis, Kostas ; Tarashev, Nikola ; BORIO, Claudio.
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16. Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Plazzi, Alberto ; Lustig, Hanno ; Gandhi, Priyank.
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17. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
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18. Dueling policies: Why systemic risk taxation can fail. (2016). Bosma, Jakob J.
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19. Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy. (2016). Orji, Anthony ; Erdene-Urnukh, Oyun ; Ogbuabor, Jonathan E ; Aneke, Gladys C.
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20. Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro.
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21. EUROPEAN EQUITY MARKET RETURN, VOLATILITY AND LIQUIDITY SPILLOVER DYNAMICS DURING THE EUROZONE DEBT CRISIS. (2015). Dumitrescu, Sorin.
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22. Determinants of systemically important banks: the case of Europe. (2015). Kleinow, Jacob ; Nell, Tobias.
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23. Assessing systemic risk using interbank exposures in the global banking system. (2015). Kanno, Masayasu.
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24. Quantile cointegration in the autoregressive distributed-lag modeling framework. (2015). shin, yongcheol ; Kim, Tae-Hwan ; Cho, Jin Seo.
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25. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
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26. Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework. (2014). shin, yongcheol ; Kim, Tae-Hwan ; Cho, Jin Seo.
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27. An Assessment of Systemic Risk in the Japanese Banking Sector. (2014). Kanno, Masayasu.
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28. Systemic Liquidity Crisis with Dynamic Haircuts. (2014). SEVER, CAN.
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29. Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Pea, Juan Ignacio.
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    RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104.

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30. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
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31. Transatlantic systemic risk. (2013). Trapp, Monika ; Wewel, Claudio .
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32. The Two Faces of Interbank Correlation. (2013). Wagner, W B ; Schaeck, K ; Silva, C F.
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33. The Two Faces of Interbank Correlation. (2013). Wagner, W B ; Schaeck, K ; Silva, C F.
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34. The Two Faces of Interbank Correlation. (2013). Wagner, Wolf ; Silva Buston, Consuelo ; Schaeck, Klaus ; Silva Buston, C. F., .
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35. Flights to Safety. (2013). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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36. Measuring Margin. (2013). McDonald, Robert L..
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37. A SIMPLE METHOD FOR MEASURING SYSTEMIC RISK USING CREDIT DEFAULT SWAP MARKET DATA. (2013). Suh, Sangwon ; AHN, MISUN ; Jang, Inwon .
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38. Conditional copula simulation for systemic risk stress testing. (2013). Hendrich, Katharina ; Brechmann, Eike C. ; Czado, Claudia.
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    RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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39. A simple indicator of systemic risk. (2013). Sun, Xian ; Qi, Min ; Patro, Dilip K..
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40. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
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41. Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Tavolaro, S. ; J.-C. Heam, ; Labonne, C..
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42. Transatlantic systemic risk. (2012). Trapp, Monika ; Wewel, Claudio .
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43. Measuring Margin. (2012). Xiong, Wei ; Cheng, Ing-Haw ; Kirilenko, Andrei.
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44. Flights to Safety. (2012). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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45. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
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46. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
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47. Robust capital regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
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48. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. (2012). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
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49. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors. (2011). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
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50. Macroprudential Regulation and Supervision: From the Identification of Systemic Risks to Policy Measures. (2011). Posch, Michaela ; Liebeg, David.
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