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2. Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management. (2024). Nagy, Marek ; Macura, Marcel ; Valaskova, Katarina ; Kovalova, Erika.
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3. Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding. (2023). Chen, Song ; Qiu, Yumou ; Guo, Bin.
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   RePEc:eee:econom:v:235:y:2023:i:2:p:1337-1354.

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4. The Effects of Health Crisis on Economic Growth, Health and Movement of Population. (2022). Iacob, Tefan Virgil ; Panait, Mirela ; Anghel, Mdlina-Gabriela ; Rdulescu, Irina Gabriela ; Anghelache, Constantin ; Brezoi, Alina Gabriela ; Miron, Adrian.
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5. The Profitability of Technical Analysis during the COVID-19 Market Meltdown. (2022). Lento, Camillo ; Gradojevic, Nikola.
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6. The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network. (2022). Gaudenzi, Marcellino ; Mecchia, Federico.
   In: Papers.
   RePEc:arx:papers:2206.09899.

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7. COVID-19 Effects on the S&P 500 Index. (2021). YILMAZKUDAY, HAKAN.
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1. FDI interconnectedness and sustainable economic development: A linear and non-linear Granger causality assessment. (2023). Ndiaye, Malick ; Yamoah, Fred ; Quaye, Enoch ; Acquaye, Adolf.
   In: Journal of Business Research.
   RePEc:eee:jbrese:v:164:y:2023:i:c:s0148296323003399.

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2. Financial Integration in Asia: A Systemic View on Currency Markets*. (2020). Zhao, Wanli ; Zhang, Dayong ; Ji, Qiang ; Wu, Fei.
   In: Asian Economic Papers.
   RePEc:tpr:asiaec:v:19:y:2020:i:2:p:41-58.

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3. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Douady, Raphael ; Ye, Xingxing.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-02488592.

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4. Approximate Factor Models with Strongly Correlated Idiosyncratic Errors. (2019). Lin, Jiahe ; Michailidis, George.
   In: Papers.
   RePEc:arx:papers:1912.04123.

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5. A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN). (2018). Malik, Sheheryar ; Lindner, Peter ; Segoviano, Miguel A ; Cortes, Fabio.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/014.

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6. Variance Decomposition Networks: Potential Pitfalls and a Simple Solution. (2017). Chan-Lau, Jorge.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2017/107.

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7. Bank Systemic Risk and Corporate Investment. (2016). Adachi-Sato, Meg.
   In: PIER Discussion Papers.
   RePEc:pui:dpaper:17..

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8. Bail in or Bail out? The Atlante example from a systemic risk perspective. (2016). Parisi, Laura ; Giudici, Paolo.
   In: DEM Working Papers Series.
   RePEc:pav:demwpp:demwp0124.

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9. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Zhuang, Xin-Tian ; Uryasev, Stan ; Yao, Shuang.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

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10. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161898.

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11. 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.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:3:p:364-399.

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12. Systemic Risk in Europe. (2015). Rockinger, Michael ; Jondeau, Eric ; Engle, Robert.
    In: Review of Finance.
    RePEc:oup:revfin:v:19:y:2015:i:1:p:145-190..

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13. CoMargin. (2015). Perignon, Christophe ; Harris, Jeffrey ; Cruz Lopez, Jorge ; Hurlin, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00979440.

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14. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

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15. Granger causality stock market networks: Temporal proximity and preferential attachment. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:427:y:2015:i:c:p:262-276.

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16. Vulnerable banks. (2015). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:471-485.

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17. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

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18. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5305.

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19. Nets: Network Estimation for Time Series. (2015). Brownlees, Christian ; Barigozzi, Matteo.
    In: Working Papers.
    RePEc:bge:wpaper:723.

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20. A variance spillover analysis without covariances: what do we miss?. (2014). Fengler, Matthias ; Gisler, Katja I. M., .
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2014:09.

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21. Systemic importance of financial institutions: regulations, research, open issues, proposals. (2014). Riccaboni, Massimo ; Pammolli, Fabio ; Bonollo, Michele ; Crimaldi, Irene ; Flori, Andrea.
    In: Working Papers.
    RePEc:ial:wpaper:2/2014.

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22. Directionality of real world networks as predicted by path length in directed and undirected graphs. (2014). Louzoun, Yoram ; Rosen, Yonatan .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:401:y:2014:i:c:p:118-129.

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23. Structural changes in cross-border liabilities: A multidimensional approach. (2014). Araújo, Tanya ; Araujo, Tanya ; Spelta, Alessandro.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:394:y:2014:i:c:p:277-287.

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24. How does competition affect bank systemic risk?. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:23:y:2014:i:1:p:1-26.

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25. Systemic risk and bank consolidation: International evidence. (2014). Weiß, Gregor N. F., ; Neumann, Sascha ; Bostandzic, Denefa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181.

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26. Measuring and testing for the systemically important financial institutions. (2014). Castro Iragorri, Carlos ; Ferrari, Stijn.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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27. Hedge fund systemic risk signals. (2014). Savona, Roberto.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:236:y:2014:i:1:p:282-291.

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28. The risk implications of insurance securitization: The case of catastrophe bonds. (2014). Hagendorff, Jens ; Keasey, Kevin ; Gonzalez, Angelica.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:25:y:2014:i:c:p:387-402.

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29. Correlation structure and principal components in global crude oil market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Dai, Yue-Hua ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1405.5000.

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30. Mapping systemic risk: critical degree and failures distribution in financial networks. (2014). Magdanz, James ; Smerlak, Matteo ; Stoll, Brady ; Gupta, Agam.
    In: Papers.
    RePEc:arx:papers:1402.4783.

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31. Partial correlation analysis: Applications for financial markets. (2014). Huang, Xuqing ; Havlin, Shlomo ; Vodenska, Irena ; Stanley, Eugene H. ; Kenett, Dror Y..
    In: Papers.
    RePEc:arx:papers:1402.1405.

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32. Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors. (2014). Petrella, Lea ; Bernardi, Mauro.
    In: Papers.
    RePEc:arx:papers:1401.6408.

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33. Financial Networks and Contagion. (2014). Jackson, Matthew ; Golub, Benjamin ; Elliott, Matthew.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:10:p:3115-53.

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34. Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect. (2013). Adams, Zeno ; Gluck, Thorsten.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79949.

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35. Nets: Network estimation for time series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1391.

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36. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: MPRA Paper.
    RePEc:pra:mprapa:49557.

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37. Systemic Risk and Stability in Financial Networks. (2013). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18727.

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38. Forecasting systemic impact in financial networks. (2013). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-008.

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39. CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry. (2013). Song, Frank ; Mary L. Z. Ma, ; Li, LI ; Kim, Jeong-Bon ; Frank M. Song Author-Workplace-Name: University o, .
    In: Working Papers.
    RePEc:hkm:wpaper:182013.

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40. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Perignon, Christophe ; Hurlin, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00746272.

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41. The topology of a causal network for the Chinese financial system. (2013). Ren, Ruo-en ; Gao, BO.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:13:p:2965-2976.

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42. Insurance demand and country risks: A nonlinear panel data analysis. (2013). Lee, Chien-Chiang ; Chiu, Yi-Bin ; Chang, Chi-Hung.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:68-85.

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43. Conditional copula simulation for systemic risk stress testing. (2013). Hendrich, Katharina ; Brechmann, Eike C. ; Czado, Claudia.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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44. Analysis of non-stationary dynamics in the financial system. (2013). Houser, Daniel ; Rosen, Scott L. ; Guharay, Samar K. ; Thakur, Gaurav S. ; Goodman, Fred J..
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:3:p:454-457.

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45. Systemic Risk Allocation for Systems with A Small Number of Banks. (2013). Qin, Xiao ; Zhou, Chen.
    In: Working Papers.
    RePEc:dnb:dnbwpp:378.

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46. The systemic risk of energy markets. (2013). Pierret, Diane.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2013018.

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47. Systemic risk and spatiotemporal dynamics of the US housing market. (2013). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie ; Meng, Hao ; Stanley, Eugene H. ; Podobnik, Boris.
    In: Papers.
    RePEc:arx:papers:1306.2831.

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48. Systemic Risk in the Insurance Sector – What Do We Know?. (2012). Pankoke, David ; Eling, Martin.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:22.

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49. Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors. (2012). Gapko, Petr ; Mid, Martin.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:2:p:125-140.

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50. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Moshirian, Fariborz ; Arnold, Bruce .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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