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1. A robust hybrid method using dynamic network analysis and Weighted Mahalanobis distance for modeling systemic risk in the international energy market. (2022). Chen, Weidong ; Xiong, Shi.
   In: Energy Economics.
   RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200130x.

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2. Dynamic connectedness of major financial markets in China and America. (2021). Lin, Sihan ; Chen, Shoudong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:75:y:2021:i:c:p:646-656.

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3. A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhang, Ziqing ; Deng, Yang ; Zhu, LI.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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4. Dynamic Interpretation of Emerging Risks in the Financial Sector. (2019). Hanley, Kathleen Weiss ; Hoberg, Gerard.
   In: The Review of Financial Studies.
   RePEc:oup:rfinst:v:32:y:2019:i:12:p:4543-4603..

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5. Monitoring banking system connectedness with big data. (2019). Lopez, Jose ; Hale, Galina.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:212:y:2019:i:1:p:203-220.

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6. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
   In: Post-Print.
   RePEc:hal:journl:halshs-01630616.

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7. Individual, Systematic and Systemic Risks in the Danish Banking Sector. (2018). Zugrav, Victoria ; Schmid, Peter A ; Dreyer, Johannes K.
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:68:y:2018:i:4:p:320-350.

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8. Collateralization, leverage, and stressed expected loss. (2017). Jondeau, Eric ; Khalilzadeh, Amir.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:33:y:2017:i:c:p:226-243.

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9. Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Thurner, Stefan ; Poledna, Sebastian ; Bochmann, Olaf .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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10. Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. (2016). Thurner, Stefan ; Poledna, Sebastian.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:10:p:1599-1613.

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11. Systemic risk of European institutions: estimation and ranking by Marginal Expected Shortfall. (2016). Derbali, Abdelkader ; Hallara, Slaheddine.
    In: Post-Print.
    RePEc:hal:journl:hal-01696000.

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12. Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall. (2016). Hallara, Slaheddine ; Derbali, Abdelkader.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:113-134.

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13. On the separation of monetary and prudential policy: How much of the precrisis consensus remains?. (2016). Cecchetti, Stephen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:157-169.

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14. Too-international-to-fail? Supranational bank resolution and market discipline. (2016). Zoican, Marius ; Gornicka, Lucyna.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:65:y:2016:i:c:p:41-58.

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15. Financial openness, risk and bank efficiency: Cross-country evidence. (2016). Luo, Yun ; Tanna, Sailesh ; de Vita, Glauco.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:24:y:2016:i:c:p:132-148.

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16. Bank networks from text: interrelations, centrality and determinants. (2016). Ronnqvist, Samuel ; Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161876.

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17. Macroprudential Policies and the Lucas Critique. (2016). Of, Central Bank.
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    RePEc:bis:bisbpc:86-06.

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18. Centrality-based capital allocations. (2015). Raupach, Peter ; Alter, Adrian ; Craig, Ben.
    In: Discussion Papers.
    RePEc:zbw:bubdps:032015.

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19. Banks’ size, scope and systemic risk : What role for conflicts of interest?. (2015). Schepens, Glenn ; De Jonghe, Olivier ; Diepstraten, M.
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    RePEc:tiu:tiutis:87c2f000-51b4-40dd-a4a6-1a1f7d265fc1.

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20. Input-output-based measures of systemic importance. (2015). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:4:p:589-606.

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21. Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; Kim, Minjoo ; cerrato, mario ; Crosby, John.
    In: Working Papers.
    RePEc:gla:glaewp:2015_24.

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22. Banks’ size, scope and systemic risk: What role for conflicts of interest?. (2015). Schepens, Glenn ; Diepstraten, Maaike ; De Jonghe, Olivier.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s3-s13.

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23. Monitoring the “invisible” hand of market discipline: Capital adequacy revisited. (2015). HASAN, IFTEKHAR ; Sun, Xian ; Siddique, Akhtar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:475-492.

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24. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Thurner, Stefan ; Molina-Borboa, José Luis ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
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    RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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25. Bank Networks from Text: Interrelations, Centrality and Determinants. (2015). Sarlin, Peter ; Ronnqvist, Samuel .
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    RePEc:arx:papers:1406.7752.

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26. Fire-Sale Spillovers and Systemic Risk. (2014). Eisenbach, Thomas ; Duarte, Fernando.
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    RePEc:red:sed014:541.

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27. Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin.
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28. Structural GARCH: The Volatility-Leverage Connection. (2014). Engle, Robert ; Siriwardane, Emil.
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29. Centrality-based Capital Allocations. (2014). Raupach, Peter ; Alter, Adrian ; Craig, Ben.
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30. Bank Risk Within and Across Equilibria. (2014). Agur, Itai.
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31. Bank risk within and across equilibria. (2014). Agur, Itai.
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32. Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
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    RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

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33. The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2014). Wolff, Christian ; Papanikolaou, Nikolaos ; Wolff, Christian C. P., .
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34. Distributional Linkages between European Sovereign Bond and Bank Asset Returns. (2014). Mencia, Javier ; Galvez, Julio.
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35. Spillovers from Systemic Bank Defaults. (2014). Mink, Mark ; de Haan, Jakob.
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36. Should transactions services be taxed at the same rate as consumption?. (2014). Yerushalmi, Erez ; Lockwood, Ben.
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37. Systemic risk and sovereign debt in the Euro area. (2013). Radev, Deyan.
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38. Input-output-based measures of systemic importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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    RePEc:zbw:safewp:29.

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39. Lending concentration, bank performance and systemic risk : exploring cross-country variation. (2013). De Jonghe, Olivier ; Beck, Thorsten.
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40. Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module. (2013). Pankoke, David ; Eling, Martin.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:06.

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41. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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    RePEc:pra:mprapa:49557.

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42. Stress Test Robustness: Recent Advances and Open Problems. (2013). Summer, Martin ; Breuer, Thomas.
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    RePEc:onb:oenbfs:y:2013:i:25:b:3.

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43. DOES A SIZE LIMIT RESOLVE TOO BIG TO FAIL PROBLEMS?. (2013). Rashid, Muhammad ; Drira, Mohamed.
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    RePEc:ibf:acttax:v:5:y:2013:i:2:p:65-77.

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44. Fire-sale spillovers and systemic risk. (2013). Eisenbach, Thomas ; Duarte, Fernando.
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    RePEc:fip:fednsr:645.

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45. Criteria for Financial Stability - -The European View. (2013). Dombret, Andreas.
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46. Systemic risk contributions: A credit portfolio approach. (2013). Tente, Natalia ; Puzanova, Natalia ; Dullmann, Klaus .
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    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1243-1257.

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47. Financial systemic risk: Taxation or regulation?. (2013). Passarelli, Francesco ; masciandaro, donato.
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    RePEc:eee:jbfina:v:37:y:2013:i:2:p:587-596.

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48. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
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    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

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49. The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:13-13.

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50. A PCA Approach to Common Risk Exposures in the Chilean Banking System. (2013). Jara, Alejandro ; Avanzini, Diego.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:707.

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