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2. Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam.
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3. Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio.
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4. A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector. (2021). Gauci, Stephanie ; Meglioli, Francesco.
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5. Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Cuena, Eva Camacho ; Lux, Thomas.
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6. Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios.
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7. Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing.
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8. Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force.
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9. Systemic Risk in Financial Networks: A Survey. (2020). Jackson, Matthew ; Pernoud, Agathe.
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10. Interconnectedness and Contagion Analysis: A Practical Framework. (2019). Xu, TengTeng ; Bricco ('Gieck'), Jana.
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2. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
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3. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
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4. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
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6. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Baqaee, David ; Farhi, Emmanuel.
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