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A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre.
In: Journal of Economic Interaction and Coordination.
RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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  17. A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets. (2020). Sakurai, Yuji ; Kurosaki, Tetsuo.
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  19. Assessing Systemic Risk in the Insurance Sector via Network Theory. (2020). Clemente, Gian Paolo ; Cornaro, Alessandra.
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  20. Systemic risk assessment through high order clustering coefficient. (2020). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo.
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  21. Systemic Risk in the Interbank Market with Overlapping Portfolios. (2019). Jiang, Shanshan ; Fan, Hong.
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  22. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Yun, Tae-Sub ; Park, Sun Young ; Jeong, Deokjong.
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  23. Asset allocation: new evidence through network approaches. (2018). Grassi, Rosanna ; Clemente, Gian Paolo ; Hitaj, Asmerilda.
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  45. VAR for VaR: measuring systemic risk using multivariate regression quantiles.. (2010). Manganelli, Simone ; Kim, Tae-Hwan ; White, Halbert.
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  46. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
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  49. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
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  50. Attributing systemic risk to individual institutions. (2010). Tsatsaronis, Kostas ; Tarashev, Nikola ; BORIO, Claudio.
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