1. Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

   Full description at Econpapers || Download paper

2. Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

   Full description at Econpapers || Download paper

1. Abbate, A., & Thaler, D. (2019). Monetary policy and the asset risk‐taking channel. Journal of Money, Credit and Banking, 51, 2115–2144. https://doi.org/10.1111/jmcb.12621.
   Paper not yet in RePEc: Add citation now
   

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

3. Ahmadi, P. A., & Uhlig, H. (2015). Sign restrictions in Bayesian FaVARs with an application to monetary policy shocks (No. 21738), NBER Working Papers, NBER Working Papers. National Bureau of Economic Research, Inc.
   Paper not yet in RePEc: Add citation now
   
4. Alpanda, S., & Kabaca, S. (2020). International spillovers of large‐scale asset purchases. Journal of the European Economic Association, 18, 342–391. https://doi.org/10.1093/jeea/jvy053.
   Paper not yet in RePEc: Add citation now
   

5. Altavilla, C., Giannone, D., & Lenza, M. (2016). The financial and macroeconomic effects of the OMT announcements. International Journal of Central Banking, 12, 29–57.

6. Apostolakis, G., & Papadopoulos, A. P. (2019). Financial stability, monetary stability and growth: A PVAR analysis. Open Economies Review, 30, 157–178. https://doi.org/10.1007/s11079-018-9507-y.

7. Arias, J. E., Rubio‐Ramírez, J. F., & Waggoner, D. F. (2018). Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications. Econometrica, 86, 685–720. https://doi.org/10.3982/ECTA14468.

8. Balakrishnan, R., Danninger, S., Elekdag, S., & Tytell, I. (2011). The transmission of financial stress from advanced to emerging economies. Emerging Markets Finance and Trade, 47, 40–68. https://doi.org/10.2753/REE1540-496X4703S203.

9. Bauer, M. D., & Neely, C. J. (2014). International channels of the Fed's unconventional monetary policy. Journal of International Money and Finance, 44, 24–46. https://doi.org/10.1016/j.jimonfin.2013.12.007.
   Paper not yet in RePEc: Add citation now
   

10. Baumeister, C., & Benati, L. (2013). Unconventional monetary policy and the great recession: Estimating the macroeconomic effects of a spread compression at the zero lower bound. International Journal of Central Banking, 9, 165–212.

11. Boeckx, J., Dossche, M., & Peersman, G. (2017). Effectiveness and transmission of the ECB's balance sheet policies. International Journal of Central Banking, 13, 297–333.

12. Bonfim, D., & Soares, C. (2018). The risk‐taking channel of monetary policy: Exploring all avenues. Journal of Money, Credit and Banking, 50, 1507–1541. https://doi.org/10.1111/jmcb.12500.
    Paper not yet in RePEc: Add citation now
    

13. Brownlees, C., & Engle, R. F. (2017). SRISK: A conditional capital shortfall measure of systemic risk. Review of Financial Studies, 30, 48–79. https://doi.org/10.1093/rfs/hhw060.

14. Buch, C. M., Eickmeier, S., & Prieto, E. (2014). In search for yield? Survey‐based evidence on bank risk taking. Journal of Economic Dynamics and Control, 43, 12–30. https://doi.org/10.1016/j.jedc.2014.01.017.

15. Burriel, P., & Galesi, A. (2018). Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. European Economic Review, 101, 210–229. https://doi.org/10.1016/j.euroecorev.2017.10.007.

16. Cardarelli, R., Elekdag, S., & Lall, S. (2011). Financial stress and economic contractions. Journal of Financial Stability, 7, 78–97. https://doi.org/10.1016/j.jfs.2010.01.005.

17. Chen, Q., Filardo, A., He, D., & Zhu, F. (2016). Financial crisis, US unconventional monetary policy and international spillovers. Journal of International Money and Finance, 67, 62–81. https://doi.org/10.1016/j.jimonfin.2015.06.011.

18. Clark, T. E. (2011). Real‐time density forecasts from Bayesian vector autoregressions with stochastic volatility. Journal of Business & Economic Statistics, 29, 327–341. https://doi.org/10.1198/jbes.2010.09248.
    Paper not yet in RePEc: Add citation now
    
19. Colletaz, G., Levieuge, G., & Popescu, A. (2018). Monetary policy and long‐run systemic risk‐taking. Journal of Economic Dynamics and Control, 86, 165–184. https://doi.org/10.1016/j.jedc.2017.11.001.
    Paper not yet in RePEc: Add citation now
    

20. Corbo, V., & Di Casola, P. (2022). Drivers of consumer prices and exchange rates in small open economies. Journal of International Money and Finance, 122, 102553. https://doi.org/10.1016/j.jimonfin.2021.102553.

21. Cuaresma, J. C., Doppelhofer, G., Feldkircher, M., & Huber, F. (2019). Spillovers from US monetary policy: Evidence from a time varying parameter global vector auto‐regressive model. Journal of the Royal Statistical Society: Series a (Statistics in Society), 182, 831–861. https://doi.org/10.1111/rssa.12439.

22. Cuaresma, J. C., Feldkircher, M., & Huber, F. (2016). Forecasting with global vector autoregressive models: A Bayesian approach. Journal of Applied Econometrics, 31, 1371–1391. https://doi.org/10.1002/jae.2504.

23. Dees, J. G. (2007). Taking social entrepreneurship seriously. Society, 44, 24–31. https://doi.org/10.1007/BF02819936.
    Paper not yet in RePEc: Add citation now
    

24. Dees, S., Mauro, F., Pesaran, M. H., & Smith, L. V. (2007). Exploring the international linkages of the euro area: A global VAR analysis. Journal of Applied Econometrics, 22, 1–38. https://doi.org/10.1002/jae.932.

25. Deghi, A., Welz, P., & Żochowski, D. (2018). A new financial stability risk index to predict the near‐term risk of recession. Financial Stability Review, 1.

26. Delis, M. D., & Kouretas, G. P. (2011). Interest rates and bank risk‐taking. Journal of Banking & Finance, Crete Conference 2010: The Future of Universal Banking, 35, 840–855. https://doi.org/10.1016/j.jbankfin.2010.09.032.
    Paper not yet in RePEc: Add citation now
    

27. Dovern, J., Feldkircher, M., & Huber, F. (2016). Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. Journal of Economic Dynamics and Control, 70, 86–100. https://doi.org/10.1016/j.jedc.2016.06.006.

28. Feldkircher, M., & Huber, F. (2016). The international transmission of US shocks—Evidence from Bayesian global vector autoregressions. European Economic Review, Model Uncertainty in Economics, 81, 167–188. https://doi.org/10.1016/j.euroecorev.2015.01.009.

29. Feldkircher, M., & Siklos, P. L. (2019). Global inflation dynamics and inflation expectations. International Review of Economics and Finance, 64, 217–241. https://doi.org/10.1016/j.iref.2019.06.004.

30. Feldkircher, M., Gruber, T., & Huber, F. (2020). International effects of a compression of euro area yield curves. Journal of Banking & Finance, 113, 105533. https://doi.org/10.1016/j.jbankfin.2019.03.017.

31. Fiorelli, C., & Meliciani, V. (2019). Economic growth in the era of unconventional monetary instruments: A FAVAR approach. Journal of Macroeconomics, 62, 103094. https://doi.org/10.1016/j.jmacro.2019.01.004.

32. Fratzscher, M., & Rieth, M. (2019). Monetary policy, bank bailouts and the sovereign‐bank risk nexus in the euro area. Review of Finance, 23, 745–775. https://doi.org/10.1093/rof/rfy024.

33. Fratzscher, M., Lo Duca, M., & Straub, R. (2018). On the international spillovers of US quantitative easing. The Econometrics Journal, 128, 330–377. https://doi.org/10.1111/ecoj.12435.

34. Gagnon, J., Raskin, M., Remache, J., & Sack, B. (2011). The financial market effects of the Federal Reserve's large‐scale asset purchases. Internationl Journal of Central Banking, 7, 1–43.
    Paper not yet in RePEc: Add citation now
    

35. Gambacorta, L., Hofmann, B., & Peersman, G. (2014). The effectiveness of unconventional monetary policy at the zero lower bound: A cross‐country analysis. Journal of Money, Credit and Banking, 46, 615–642. https://doi.org/10.1111/jmcb.12119.

36. George, E. I., Sun, D., & Ni, S. (2008). Bayesian stochastic search for VAR model restrictions. Journal of Econometrics, 142, 553–580. https://doi.org/10.1016/j.jeconom.2007.08.017.

37. Hollo, D., Kremer, & M., Lo Duca, M. (2012). CISS ‐ A composite indicator of systemic stress in the financial system (SSRN scholarly paper no. ID 2018792). Social Science Research Network, Rochester, NY. https://doi.org/10.2139/ssrn.1611717.
    Paper not yet in RePEc: Add citation now
    

38. Hristov, N., Hülsewig, O., & Scharler, J. (2021). Unconventional monetary policy shocks in the euro area and the sovereign‐bank nexus. International Journal of Central Banking, 17, 337–383. https://doi.org/10.2139/ssrn.3564884.

39. Huber, F. (2016). Density forecasting using Bayesian global vector autoregressions with stochastic volatility. International Journal of Forecasting, 32, 818–837. https://doi.org/10.1016/j.ijforecast.2015.12.008.

40. Ioannidou, V., Ongena, S., & Peydró, J.‐L. (2015). Monetary policy, risk‐taking, and pricing: Evidence from a quasi‐natural experiment. Review of Finance, 19, 95–144. https://doi.org/10.1093/rof/rfu035.
    Paper not yet in RePEc: Add citation now
    

41. Jiménez, G., Ongena, S., Peydró, J.‐L., & Saurina, J. (2014). Hazardous times for monetary policy: What do twenty‐three million bank loans say about the effects of monetary policy on credit risk‐taking? Econometrica, 82, 463–505. https://doi.org/10.3982/ECTA10104.

42. Kabundi, A., & De Simone, F. N. (2020). Monetary policy and systemic risk‐taking in the euro area banking sector. Economic Modelling, 91, 736–758. https://doi.org/10.1016/j.econmod.2019.10.020.
    Paper not yet in RePEc: Add citation now
    

43. Kabundi, A., & De Simone, F. N. (2022). Euro area banking and monetary policy shocks in the QE era. Journal of Financial Stability, 63, 101062. https://doi.org/10.1016/j.jfs.2022.101062.

44. Kapinos, P. S. (2021). Monetary policy news and systemic risk at the zero lower bound. International Journal of Finance and Economics, 26, 4932–4945. https://doi.org/10.1002/ijfe.2047.

45. Kremer, M. (2016). Macroeconomic effects of financial stress and the role of monetary policy: A VAR analysis for the euro area. International Economics and Economic Policy, 13, 105–138. https://doi.org/10.1007/s10368-015-0325-z.

46. Krippner, L. (2013). Measuring the stance of monetary policy in zero lower bound environments. Economics Letters, 118, 135–138. https://doi.org/10.1016/j.econlet.2012.10.011.

47. Krippner, L. (2015). Zero lower bound term structure modeling: A practitioner's guide, applied quantitative finance. Palgrave Macmillan US. https://doi.org/10.1057/9781137401823.
    Paper not yet in RePEc: Add citation now
    

48. Lenza, M., Pill, H., & Reichlin, L. (2010). Monetary policy in exceptional times. Economic Policy, 25, 295–339. https://doi.org/10.1111/j.1468-0327.2010.00240.x.

49. Lewis, V., & Roth, M. (2019). The financial market effects of the ECB's asset purchase programs. Journal of Financial Stability, 43, 40–52. https://doi.org/10.1016/j.jfs.2019.05.001.

50. Litterman, R. (1983). A random walk, Markov model for the distribution of time series. Journal of Business & Economic Statistics, 1, 169–173. https://doi.org/10.1080/07350015.1983.10509336.

51. Maddaloni, A., & Peydró, J.‐L. (2011). Bank risk‐taking, securitization, supervision, and low interest rates: Evidence from the Euro‐area and the U.S. lending standards. The Review of Financial Studies, 24, 2121–2165. https://doi.org/10.1093/rfs/hhr015.
    Paper not yet in RePEc: Add citation now
    

52. Maih, J., Mazelis, F., Motto, R., & Ristiniemi, A. (2021). Asymmetric monetary policy rules for the euro area and the US. Journal of Macroeconomics, 70, 103376. https://doi.org/10.1016/j.jmacro.2021.103376.

53. Mandler, M., & Scharnagl, M. (2020). Estimating the effects of the Eurosystem's asset purchase programme at the country level. https://doi.org/10.2139/ssrn.3627025.

54. Mandler, M., Scharnagl, M., & Volz, U. (2022). Heterogeneity in euro area monetary policy transmission: Results from a large multicountry BVAR model. Journal of Money, Credit and Banking, 54, 627–649. https://doi.org/10.1111/jmcb.12859.

55. McNelis, P. D., & Yoshino, N. (2016). Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan. Journal of Financial Stability, 27, 122–136. https://doi.org/10.1016/j.jfs.2016.11.002.

56. Meegan, A., Corbet, S., & Larkin, C. (2018). Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis. Journal of International Financial Markets Institutions and Money, 56, 128–148. https://doi.org/10.1016/j.intfin.2018.02.010.

57. Papadamou, S., Kyriazis, N. A., & Tzeremes, P. G. (2019). Spillover effects of US QE and QE tapering on African and Middle Eastern stock indices. Journal of Risk and Financial Management, 12, 57. https://doi.org/10.3390/jrfm12020057.

58. Peersman, G. (2005). What caused the early millennium slowdown? Evidence based on vector autoregressions. Journal of Applied Econometrics, 20, 185–207. https://doi.org/10.1002/jae.832.

59. Pellegrino, G., Ravenna, F., & Züllig, G. (2021). The impact of pessimistic expectations on the effects of COVID‐19‐induced uncertainty in the euro area. Oxford Bulletin of Economics and Statistics, 83, 841–869. https://doi.org/10.1111/obes.12431.
    Paper not yet in RePEc: Add citation now
    

60. Pesaran, M. H., Schuermann, T., & Smith, L. V. (2009). Forecasting economic and financial variables with global VARs. International Journal of Forecasting, 25, 642–675. https://doi.org/10.1016/j.ijforecast.2009.08.007.

61. Pesaran, M. H., Schuermann, T., & Weiner, S. M. (2004). Modeling regional interdependencies using a global error‐correcting macroeconometric model. Journal of Business & Economic Statistics, 22, 129–162. https://doi.org/10.1198/073500104000000019.
    Paper not yet in RePEc: Add citation now
    

62. Rubio‐Ramírez, J. F., Waggoner, D. F., & Zha, T. (2010). Structural vector autoregressions: Theory of identification and algorithms for inference. The Review of Economic Studies, 77, 665–696. https://doi.org/10.1111/j.1467-937X.2009.00578.x.

63. Segoviano, M. A. (2006). Consistent information multivariate density optimizing methodology [WWW document]. Retrieved September 17, 2022, from http://fmg.lse.ac.uk.

64. Tran, T. B. N., & Pham, H. C. H. (2020). The spillover effects of the US unconventional monetary policy: New evidence from Asian developing countries. Journal of Risk and Financial Management, 13, 165. https://doi.org/10.3390/jrfm13080165.
    Paper not yet in RePEc: Add citation now
    

65. Vermeulen, R., Hoeberichts, M., Vašíček, B., Žigraiová, D., Šmídková, K., & de Haan, J. (2015). Financial stress indices and financial crises. Open Economies Review, 26, 383–406. https://doi.org/10.1007/s11079-015-9348-x.

66. Waggoner, D. F., & Zha, T. (1999). Conditional forecasts in dynamic multivariate models. The Review of Economics and Statistics, 81, 639–651. https://doi.org/10.1162/003465399558508.

67. West, K., & Cho, D. (1995). The predictive ability of several models of exchange rate volatility. Journal of Econometrics, 69, 367–391. https://doi.org/10.1016/0304-4076(94)01654-I.

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: 2025-10-01 06:16:34 || Missing content? Let us know