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1. Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef.
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2. Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Lin, Edward ; Yu, Min-Teh ; Chang, Carolyn W.
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3. High frequency trading and extreme price movements. (2018). Brogaard, Jonathan ; Riordan, Ryan ; Sokolov, Konstantin ; Shkilko, Andriy ; Carrion, Allen ; Moyaert, Thibaut.
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4. Syndication, interconnectedness, and systemic risk. (2018). Steffen, Sascha ; Cai, Jian ; Eidam, Frederik ; Saunders, Anthony.
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5. Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets. (2018). Jiang, Yuexiang ; Zhu, Yanjian ; Long, Huaigang.
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6. How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong.
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7. Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; Lillo, Fabrizio ; di Gangi, Domenico.
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8. SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian.
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9. Measuring Systemic Risk. (2017). PHILIPPON, Thomas ; Pedersen, Lasse ; Acharya, Viral ; Richardson, Matthew.
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10. Financial variables and macroeconomic forecast errors. (2017). Olivei, Giovanni ; Barnes, Michelle.
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11. Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G.
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12. Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Kapetanios, George ; Baltas, Konstantinos ; Izzeldin, Marwan.
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13. Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J.
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14. Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R.
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15. Systemic interconnectedness among Asian Banks. (2017). Premaratne, Gamini ; Odei-Mensah, Jones ; Odeimensah, Jones.
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16. The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina.
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17. An analysis of the literature on systemic financial risk: A survey. (2017). Kimura, Herbert ; Silva, Walmir ; Sobreiro, Vinicius Amorim.
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18. Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
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19. Systemic risk and cross-sectional hedge fund returns. (2017). Kim, Tong Suk ; Xu, Simon ; Hwang, In Chang ; In, Francis.
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20. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Bhatt, Vipul ; Ma, Jun.
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21. More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura.
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22. Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry. (2017). Tian, Weidong ; Ergen, Ibrahim ; Abdymomunov, Azamat.
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23. Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System. (2016). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel .
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24. Bank Systemic Risk and Corporate Investment. (2016). Adachi-Sato, Meg.
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31. Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis. (2015). Straetmans, Stefan ; Chaudhry, Sajid M.
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42. Integration of European bond markets. (2014). Christiansen, Charlotte.
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43. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
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44. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
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45. Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Melovelandia, Luis Fernando ; Parraamado, Daniel.
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46. Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Melovelandia, Luis Fernando ; Parraamado, Daniel.
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47. Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal. (2014). Araujo, Gustavo ; Jose Valentim Machado Vicente, .
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49. Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
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50. How do banks respond to shocks? A dynamic model of deposit-taking institutions. (2013). Dia, Enzo.
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