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2. A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco.
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3. Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks?. (2017). TOMEC, MATEJ ; Jagric, Timotej.
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4. A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco.
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5. A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom.
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6. Interpreting Fiscal Accounting Rules in the European Union. (2016). Hallerberg, Mark ; Gandrud, Christopher .
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1. The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua.
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2. Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

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3. Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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4. Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015.

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5. Compensation regulation in banking: Executive director behavior and bank performance after the EU bonus cap. (2023). Koetter, Michael ; Wagner, Konstantin ; Colonnello, Stefano.
   In: Journal of Accounting and Economics.
   RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000994.

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6. Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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7. Bank Sectoral Concentration and Risk: Evidence from a Worldwide Sample of Banks. (2022). Mulier, Klaas ; de Jonghe, Olivier ; Beck, Thorsten.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:54:y:2022:i:6:p:1705-1739.

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8. Bank Systemic Risk and Macroprudential Policy. (2022). Serbanescu, Liviu ; Schipor, Georgiana-Loredana.
   In: Ovidius University Annals, Economic Sciences Series.
   RePEc:ovi:oviste:v:xxii:y:2022:i:1:p:431-436.

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9. Dangerous liasons and hot customers for banks. (2022). Cerqueti, Roy ; Pampurini, Francesca ; Pezzola, Annagiulia ; Quaranta, Anna Grazia.
   In: Review of Quantitative Finance and Accounting.
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10. Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar.
    In: Journal of International Financial Markets, Institutions and Money.
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11. From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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12. CEO overconfidence, firm-specific factors, and systemic risk: evidence from China. (2021). Hassan, Hassan ; Chen, Yingying ; Wahab, Salman ; Yi, Xianrong ; Safi, Adnan.
    In: Risk Management.
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13. How the COVID-19 Pandemic Affects Bank Risks and Returns: Evidence from EU Members in Central, Eastern, and Northern Europe. (2021). Idzik, Marcin ; Kil, Krzysztof ; Miklaszewska, Ewa.
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14. An Equilibrium-Based Measure of Systemic Risk. (2021). Tian, Weidong ; Schulte, James ; Ivanov, Katerina ; Tseng, Kevin.
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    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:414-:d:627481.

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15. Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan.
    In: Physica A: Statistical Mechanics and its Applications.
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16. The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham.
    In: The Journal of Economic Asymmetries.
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17. Corporate Governance and Banking Systemic Risk: A Test of the Bundling Hypothesis. (2021). Hussain, Nazim ; Addo, Kwabena Aboah ; Iqbal, Jamshed.
    In: Journal of International Money and Finance.
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18. Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios.
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19. Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert.
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21. Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices. (2020). Zhou, Yinggang ; Yang, Zihui ; Cheng, Xin.
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    RePEc:wly:jfutmk:v:40:y:2020:i:3:p:392-409.

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22. Risk contagion in the cross‐border banking network: Some new evidence. (2020). Peng, Fei ; Salim, Ruhul ; Chen, Bing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:3:p:475-495.

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23. The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk. (2020). Loffler, Gunter.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:58:y:2020:i:1:d:10.1007_s10693-019-00321-9.

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24. Risk in international business and its mitigation. (2020). Mellahi, Kamel ; Il, Byung ; Bamiatzi, Vassiliki ; Ghauri, Pervez N ; Deligonul, Seyda ; Cavusgil, Tamer S.
    In: Journal of World Business.
    RePEc:eee:worbus:v:55:y:2020:i:2:s1090951620300067.

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25. Systemic risk in bank-firm multiplex networks. (2020). Wu, Chaoqun ; Liu, Yifu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301369.

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26. The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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27. A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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28. Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele.
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29. Canadian Financial Stress and Macroeconomic Conditions. (2020). Duprey, Thibaut.
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30. M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress. (2019). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
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31. Agent-based modeling of systemic risk in the European banking sector. (2019). Teply, Petr ; Klinger, Tomas .
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32. Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila.
    In: Risk Management.
    RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2.

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33. Competition and Bank Risk the Role of Securitization and Bank Capital. (2019). Marques-Ibanez, David ; Zhao, Tianshu ; van Leuvensteijn, Michiel ; Marquesibanez, David ; Altunbas, Yener.
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34. Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:40:y:2019:i:c:2.

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35. Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece. (2019). Anastasiou, Dimitrios ; Malandrakis, Ioannis ; Bragoudakis, Zacharias.
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36. Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto.
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37. Contagion through common borrowers. (2018). Biswas, Swarnava S ; Gomez, Fabiana.
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38. M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
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39. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
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40. Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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41. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
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    RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157.

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42. Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht. (2017). Kadiric, Samir.
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43. Dating Systemic Financial Stress Episodes in the EU Countries. (2016). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
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    RePEc:bca:bocawp:16-11.

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44. On the impact of leveraged buyouts on bank systemic risk. (2015). Grupp, Marcel .
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    RePEc:zbw:safewp:101.

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45. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
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