1. Higher-order exposures. (2025). Kleinnijenhuis, Alissa M ; Wiersema, Garbrand ; Wetzer, Thom ; Kemp, Esti.
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2. Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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3. Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz.
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   RePEc:ecb:ecbwps:20242929.

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4. Moments, shocks and spillovers in Markov-switching VAR models. (2023). van Dijk, Dick ; Kole, Erik.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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5. Moments, Shocks and Spillovers in Markov-switching VAR Models. (2022). van Dijk, Dick ; Kole, Erik.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20210080.

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6. Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Bereau, Sophie ; Dossougoin, Cyrille.
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7. Simulating fire sales in a system of banks and asset managers. (2022). Żochowski, Dawid ; Halaj, Grzegorz ; Calimani, Susanna ; Haaj, Grzegorz.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:138:y:2022:i:c:s037842661930281x.

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8. Mapping exposures of EU banks to the global shadow banking system. (2022). Portes, Richard ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Derrico, Marco ; Luz, Vera ; Peltonen, Tuomas.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621001278.

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9. Quantifying the asymmetric spillovers in sustainable investments. (2022). Iqbal, Najaf ; Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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10. It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626.

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11. Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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12. Measuring Transition Risk in Investment Funds. (2022). Crisóstomo, Ricardo ; Crisostomo, Ricardo.
    In: Papers.
    RePEc:arx:papers:2210.15329.

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13. Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Iwanicz-Drozdowska, Małgorzata ; Kurowski, Ukasz ; Smaga, Pawe ; Rogowicz, Karol.
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    RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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14. Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Halaj, Grzegorz ; Battiston, Stefano ; Derrico, Marco ; Haaj, Grzegorz ; Roncoroni, Alan.
    In: Journal of Economic Dynamics and Control.
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15. Wybrane uwarunkowania stosowania instrumentu umorzenia lub konwersji długu (bail-in).. (2021). Borsuk, Marcin ; Klupa, Kamil.
    In: Ekonomista.
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16. Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202499.

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17. Simulating fire sales in a system of banks and asset managers. (2020). Żochowski, Dawid ; Halaj, Grzegorz ; Calimani, Susanna ; Haaj, Grzegorz.
    In: Working Paper Series.
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18. Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Harun, Cicilia ; Nattan, Raquela Renanda ; Taruna, Aditya Anta.
    In: Journal of Central Banking Theory and Practice.
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19. Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0897.

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20. Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline.
    In: BIS Working Papers.
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21. FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS. (2019). Walters, Nadine ; van Zyl, Gusti ; Beyers, Conrad.
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22. Strategic fire-sales and price-mediated contagion in the banking system. (2019). Braouezec, Yann ; Wagalath, Lakshithe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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23. Interconnected banks and systemically important exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; battiston, stefano ; D'Errico, Marco ; Haaj, Grzegorz ; Roncoroni, Alan.
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24. Interconnected Banks and Systemically Important Exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; d'Errico, Marco ; battiston, stefano ; Derrico, Marco ; Roncoroni, Alan.
    In: Staff Working Papers.
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25. Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Liu, Zijun ; Ota, Tomohiro.
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26. Approaching non-performing loans from a macroprudential angle. (2018). Suarez, Javier ; Sánchez Serrano, Antonio.
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27. Derivatives, financial fragility and systemic risk: lessons from Barings Bank, Long-Term Capital Management, Lehman Brothers and AIG. (2018). Montani Martins, Norberto ; Sarno, Paula Marina.
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28. M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
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29. Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Derrico, Marco ; Luz, Vera ; Urbano, Teresa.
    In: ESRB Working Paper Series.
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30. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; D'Errico, Marco ; Luz, Vera ; Urbano, Teresa.
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31. Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; D'Errico, Marco ; Luz, Vera.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11919.

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32. An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Devulder, Antoine ; Couaillier, Cyril ; Piquard, T ; Bennani, T ; Lopez, P ; Scalone, V.
    In: Working papers.
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33. Rethinking Financial Contagion. (2016). battiston, stefano ; D'Errico, Marco ; Visentin, Gabriele.
    In: Papers.
    RePEc:arx:papers:1608.07831.

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40. Laurent Clerc Banque de France Alberto Giovannini ESRB Advisory Scientific Committee and MTS and EuroMTS Sam Langfield ESRB Secretariat and Princeton University; e-mail: Sam.Langfield@ecb.int Tuomas Peltonen ESRB Secretariat Richard Portes ESRB Advisory Scientific Committee and London Business School Martin Scheicher European Central Bank (Single Supervisory Mechanism) Imprint and acknowlegements European Systemic Risk Board, 2016 Postal address 60640 Frankfurt am Main, Germany Telephone +49 69 1344 0 Website www.esrb.europa.eu All rights reserved. Reproduction for educational and non-commercial purposes is permitted provided that the source is acknowledged.
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2. Unveiling the drivers of banks misconduct: Sanctions, signals, and the extent of unethical behaviour. (2024). Tselika, Maria ; D'Avino, Carmela.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005489.

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3. Foreign ownership and national governance quality affect liquidity risk – case in Vietnam. (2023). Dat, Pham Tien ; Trung, Kim Quoc.
   In: Cogent Business & Management.
   RePEc:taf:oabmxx:v:10:y:2023:i:2:p:2244752.

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4. Regulatory reform and banking diversity: reassessing Basel 3. (2022). Savioli, Marco ; Ferri, Giovanni ; Birindelli, Giuliana ; Ferretti, Paola.
   In: Annals of Finance.
   RePEc:kap:annfin:v:18:y:2022:i:4:d:10.1007_s10436-021-00406-3.

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5. Risk committee complexity and liquidity risk in the European banking industry. (2021). Galletta, Simona ; Mazzu, Sebastiano ; Scannella, Enzo.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:192:y:2021:i:c:p:691-703.

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6. DOES BANK LIQUIDITY RISK LEAD TO BANKS OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM. (2021). Wong, Wing-Keung ; Nhu, Nguyen Thi ; Thuy, Le Ngoc ; Thanh, Do Thi.
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7. Crisis Contracts. (2020). Gersbach, Hans ; Britz, Volker ; Aptus, Elias.
   In: Economic Theory.
   RePEc:spr:joecth:v:70:y:2020:i:1:d:10.1007_s00199-019-01204-9.

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8. Risco moral e seleção adversa na intermediação financeira no mercado de crédito.. (2020). ALFAZEMA, ANTONIO ; Filippi, Eduardo.
   In: MPRA Paper.
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9. Bank Risk Determinants in Latin America. (2020). Martinez-Malvar, Maria ; Baselga-Pascual, Laura.
   In: Risks.
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10. Determinants of Polish Co-operative Banks’ Financial Liquidity in the Post-Crisis Perspective. (2020). Ciukaj, Radoslaw ; Kil, Krzysztof.
    In: Czech Journal of Economics and Finance (Finance a uver).
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11. Liquidity risk in the Saudi banking system: Is there any Islamic banking specificity?. (2020). Djelassi, Mouldi ; Boukhatem, Jamel.
    In: The Quarterly Review of Economics and Finance.
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12. Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Mahdavi Ardekani, Aref ; Distinguin, Isabelle.
    In: European Journal of Operational Research.
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    In: Journal of Economics and Financial Analysis.
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14. The Macroeconomic Drivers for Household Deposits Growth in the Eurozone. (2019). Corovei, Emilia Anuta ; Socol, Adela.
    In: Academic Journal of Economic Studies.
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15. Liquidity Risk Drivers and Bank Business Models. (2019). Galletta, Simona ; Mazzu, Sebastiano.
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16. Coordination and communication during bank runs. (2018). Angerer, Martin ; Shakina, Ekaterina.
    In: Journal of Behavioral and Experimental Finance.
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17. Liquidity Risk Exposure in Islamic and Conventional Banks. (2017). Fendi, Usama Adnan ; Jaara, Osama Omar ; Shamieh, Jamal.
    In: International Journal of Economics and Financial Issues.
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18. Indirect contagion: the policy problem. (2016). Portes, Richard ; Peltonen, Tuomas ; Langfield, Sam ; CLERC, Laurent ; Giovannini, Alberto.
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19. What drives the liquidity position of foreign-owned banks? The case of Poland. (2016). Patora, Karolina .
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20. Basel 3: Does One Size Really Fit All Banks Business Models?. (2016). Savioli, Marco ; Ferretti, Paola ; Birindelli, Giuliana.
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21. Liquidity Forms and Bank Size. (2016). Latvkova, Jana.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
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22. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
    In: CEPR Discussion Papers.
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23. Dimensions of liquidity and their factors in the Slovenian banking sector. (2015). Lastuvkova, Jana .
    In: MENDELU Working Papers in Business and Economics.
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24. Determinants of the Slovak bank liquidity flows. (2015). Lastuvkova, Jana .
    In: MENDELU Working Papers in Business and Economics.
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25. Herding behaviour and sentiment: Evidence in a small European market. (2015). Valente, Marcia S ; Simes, Elisabete F.
    In: Revista de Contabilidad - Spanish Accounting Review.
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26. Management Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic. (2015). Zigraiova, Diana.
    In: Working Papers.
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27. On the economics of crisis contracts. (2014). Gersbach, Hans ; Britz, Volker ; Aptus, Elias.
    In: CFS Working Paper Series.
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28. Bank earnings forecasts, risk and the crisis. (2014). Molyneux, Philip ; Anolli, Mario ; Beccalli, Elena.
    In: Journal of International Financial Markets, Institutions and Money.
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29. Institutions, moral hazard and expected government support of banks. (2014). Tsoumas, Chris ; Antzoulatos, Angelos.
    In: Journal of Financial Stability.
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30. Bailouts And Moral Hazard: How Implicit Government Guarantees Affect Financial Stability. (2014). merrouche, ouarda ; Mariathasan, Mike ; Werger, Charlotte .
    In: CEPR Discussion Papers.
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