This document has not been cited yet.

1. Acharya, V. V., Pedersen, L. H., Philippon, T., & Richardson, M. (2017). Measuring systemic risk. Review of Financial Studies, 30(1), 2–47. https://doi.org/10.1093/rfs/hhw088 .

2. Agosto, A., Ahelegbey, D. F., & Giudici, P. (2019). Tree networks to assess financial contagion. Economic Modelling. https://doi.org/10.1016/j.econmod.2019.11.005 .

3. Aldasoro, I., & Alves, I. (2018). Multiplex interbank networks and systemic importance: An application to European data. Journal of Financial Stability, 35, 17–37. https://doi.org/10.1016/j.jfs.2016.12.008 .

4. Battiston, S., Puliga, M., Kaushik, R., Tasca, P., & Caldarelli, G. (2012). DebtRank: Too central to fail? Financial networks, the FED and systemic risk. Science and Reports, 2, 541. https://doi.org/10.1038/srep00541 .
   Paper not yet in RePEc: Add citation now
   

5. Billio, M., Getmansky, M., Lo, A. W., & Pelizzon, L. (2012). Econometric measures of connectedness and systemic risk in the finance and insurance sectors. Journal of Financial Economics, 104(3), 535–559. https://doi.org/10.1016/j.jfineco.2011.12.010 .

6. Bongini, P., Clemente, G. P., & Grassi, R. (2018). Interconnectedness, G-SIBs and network dynamics of global banking. Finance Research Letters, 27, 185–192. https://doi.org/10.1016/j.frl.2018.03.002 .

7. Caccioli, F., Farmer, J. D., Foti, N., & Rockmore, D. (2015). Overlapping portfolios, contagion, and financial stability. Journal of Economic Dynamics and Control, 51, 50–63. https://doi.org/10.1016/j.jedc.2014.09.041 .

8. Corsi, F., Lillo, F., Pirino, D., & Trapin, L. (2018). Measuring the propagation of financial distress with Granger-causality tail risk networks. Journal of Financial Stability, 38, 18–36. https://doi.org/10.1016/j.jfs.2018.06.003 .

9. Dastkhan, H., & Gharneh, N. S. (2017). Simulation of contagion in the stock markets using cross-shareholding networks: A case from an emerging market. Computational Economics, 53(3), 1071–1101. https://doi.org/10.1007/s10614-017-9781-6 .
   Paper not yet in RePEc: Add citation now
   

10. Dastkhan, H., & Gharneh, N. S. (2018). How the ownership structures cause epidemics in financial markets: A network-based simulation model. Physica a: Statistical Mechanics and Its Applications, 492, 324–342. https://doi.org/10.1016/j.physa.2017.09.089 .

11. De Marco, G., Donnini, C., Gioia, F., & Perla, F. (2018). On the measure of contagion in fuzzy financial networks. Applied Soft Computing, 67, 584–595. https://doi.org/10.1016/j.asoc.2018.02.056 .
    Paper not yet in RePEc: Add citation now
    

12. Demirer, M., Diebold, F. X., Liu, L., & Yilmaz, K. (2018). Estimating global bank network connectedness. Journal of Applied Econometrics, 33(1), 1–15. https://doi.org/10.1002/jae.2585 .

13. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66. https://doi.org/10.1016/j.ijforecast.2011.02.006 .

14. Fan, X., Wang, Y., & Wang, D. (2020). Network connectedness and China’s systemic financial risk contagion—An analysis based on big data. Pacific-Basin Finance Journal. https://doi.org/10.1016/j.pacfin.2020.101322 .
    Paper not yet in RePEc: Add citation now
    

15. Fang, L., Sun, B., Li, H., & Yu, H. (2018). Systemic risk network of Chinese financial institutions. Emerging Markets Review, 35, 190–206. https://doi.org/10.1016/j.ememar.2018.02.003 .

16. Hałaj, G., & Kok, C. (2013). Assessing interbank contagion using simulated networks. Computational Management Science, 10(2–3), 157–186. https://doi.org/10.1007/s10287-013-0168-4 .

17. Hautsch, N., Schaumburg, J., & Schienle, M. (2015). Financial network systemic risk contributions. Review of Finance, 19(2), 685–738. https://doi.org/10.1093/rof/rfu010 .

18. Huang, W.-Q., & Wang, D. (2018). A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. Physica a: Statistical Mechanics and Its Applications, 509, 405–421. https://doi.org/10.1016/j.physa.2018.06.035 .

19. Hull, J. C. (2015). Risk Management and Financial Institutions (4th ed.). Wiley.
    Paper not yet in RePEc: Add citation now
    

20. Kang, S. H., & Lee, J. W. (2019). The network connectedness of volatility spillovers across global futures markets. Physica a: Statistical Mechanics and Its Applications. https://doi.org/10.1016/j.physa.2019.03.121 .

21. Laeven, L., Ratnovski, L., & Tong, H. (2016). Bank size, capital, and systemic risk: Some international evidence. Journal of Banking & Finance, 69, S25–S34. https://doi.org/10.1016/j.jbankfin.2015.06.022 .

22. Langfield, S., & Soramäki, K. (2014). Interbank exposure networks. Computational Economics, 47(1), 3–17. https://doi.org/10.1007/s10614-014-9443-x .
    Paper not yet in RePEc: Add citation now
    

23. Leventides, J., Loukaki, K., & Papavassiliou, V. G. (2019). Simulating financial contagion dynamics in random interbank networks. Journal of Economic Behavior & Organization, 158, 500–525. https://doi.org/10.1016/j.jebo.2018.12.017 .

24. Soramäki, K., & Cook, S. (2013). SinkRank: An algorithm for identifying systemically important banks in payment systems. Economics: the Open-Access, Open-Assessment E-Journal. https://doi.org/10.5018/economics-ejournal.ja.2013-28 .

25. Soramäki, K., Bech, M. L., Arnold, J., Glass, R. J., & Beyeler, W. E. (2007). The topology of interbank payment flows. Physica a: Statistical Mechanics and Its Applications, 379(1), 317–333. https://doi.org/10.1016/j.physa.2006.11.093 .

26. Su, Z., & Xu, F. (2021). Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. Journal of Multinational Financial Management. https://doi.org/10.1016/j.mulfin.2021.100681 .

27. Tiwari, A. K., Trabelsi, N., Alqahtani, F., & Raheem, I. D. (2020). Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. Energy Economics. https://doi.org/10.1016/j.eneco.2019.104646 .

28. Varotto, S., & Zhao, L. (2018). Systemic risk and bank size. Journal of International Money and Finance, 82, 45–70. https://doi.org/10.1016/j.jimonfin.2017.12.002 .

29. Wang, G.-J., Chen, Y.-Y., Si, H.-B., Xie, C., & Chevallier, J. (2021). Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. International Review of Economics & Finance, 73, 325–347. https://doi.org/10.1016/j.iref.2021.01.005 .

30. Wang, G.-J., Jiang, Z.-Q., Lin, M., Xie, C., & Stanley, H. E. (2018). Interconnectedness and systemic risk of China’s financial institutions. Emerging Markets Review, 35, 1–18. https://doi.org/10.1016/j.ememar.2017.12.001 .
    Paper not yet in RePEc: Add citation now
    

31. Wang, G.-J., Xie, C., He, K., & Stanley, H. E. (2017). Extreme risk spillover network: Application to financial institutions. Quantitative Finance, 17(9), 1417–1433. https://doi.org/10.1080/14697688.2016.1272762 .

32. Wang, H., & Li, S. (2019). Risk contagion in multilayer network of financial markets. Physica a: Statistical Mechanics and Its Applications. https://doi.org/10.1016/j.physa.2019.123325 .
    Paper not yet in RePEc: Add citation now
    

33. Yang, X., Wen, S., Zhao, X., & Huang, C. (2020). Systemic importance of financial institutions: A complex network perspective. Physica a: Statistical Mechanics and Its Applications. https://doi.org/10.1016/j.physa.2019.123448 .

34. Zhao, L., Wang, G.-J., Wang, M., Bao, W., Li, W., & Stanley, H. E. (2018). Stock market as temporal network. Physica a: Statistical Mechanics and Its Applications, 506, 1104–1112. https://doi.org/10.1016/j.physa.2018.05.039 .

1. The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. (2022). Blake, David.
   In: JRFM.
   RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:245-:d:828773.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

7. Financial bridges and network communities. (2018). Casarin, Roberto ; Costola, Michele ; Yenerdag, Erdem.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:208.

   Full description at Econpapers || Download paper

8. Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Kartasheva, Anastasia ; Lundblad, Christian T ; Jotikasthira, Chotibhak ; Ellul, Andrew.
   In: ESRB Working Paper Series.
   RePEc:srk:srkwps:201875.

   Full description at Econpapers || Download paper

9. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
   In: Working Paper series.
   RePEc:rim:rimwps:18-22.

   Full description at Econpapers || Download paper

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..

    Full description at Econpapers || Download paper

11. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

    Full description at Econpapers || Download paper

12. Diversification and Systemic Risk: A Financial Network Perspective. (2018). Frey, Rudiger ; Hledik, Juraj.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:2:p:54-:d:146414.

    Full description at Econpapers || Download paper

13. Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2018_05.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:54-61.

    Full description at Econpapers || Download paper

16. Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

    Full description at Econpapers || Download paper

17. Bank CEO materialism: Risk controls, culture and tail risk. (2018). Bushman, Robert M ; Davidson, Robert H ; Dey, Aiyesha ; Smith, Abbie.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:65:y:2018:i:1:p:191-220.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

28. Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Tunaru, Radu ; Vioto, Davide.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_013.

    Full description at Econpapers || Download paper

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.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp118.

    Full description at Econpapers || Download paper

30. Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Paulin, James ; Calinescu, Anisoara.
    In: Papers.
    RePEc:arx:papers:1805.08454.

    Full description at Econpapers || Download paper

31. An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Hambly, Ben ; Sojmark, Andreas.
    In: Papers.
    RePEc:arx:papers:1801.10088.

    Full description at Econpapers || Download paper

32. Systemic risk in insurance: Towards a new approach. (2017). Sottocornola, Matteo ; Berdin, Elia.
    In: SAFE Policy Letters.
    RePEc:zbw:safepl:62.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

34. Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

    Full description at Econpapers || Download paper

35. Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara.
    In: Annals of Finance.
    RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z.

    Full description at Econpapers || Download paper

36. Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk. (2017). Escanciano, Juan Carlos ; Hualde, Javier.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2017017.

    Full description at Econpapers || Download paper

37. Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

39. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

    Full description at Econpapers || Download paper

40. The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40.

    Full description at Econpapers || Download paper

41. Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Lazzari, Valter ; Vena, Luigi ; Venegoni, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:86-98.

    Full description at Econpapers || Download paper

42. The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

    Full description at Econpapers || Download paper

43. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:corfin:v:44:y:2017:i:c:p:149-166.

    Full description at Econpapers || Download paper

47. More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172100.

    Full description at Econpapers || Download paper

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.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2017202.

    Full description at Econpapers || Download paper

49. Backtesting European Stress Tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, Pierre.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11805.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 03:39:15 || Missing content? Let us know