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Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie.
In: Economic Modelling.
RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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  1. Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

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  2. Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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  3. Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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  4. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba.
    In: Journal of International Financial Markets, Institutions and Money.
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  5. European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi.
    In: Finance Research Letters.
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  6. Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. (2023). Karim, Sitara ; Sadorsky, Perry ; Naeem, Muhammad Abubakr.
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  7. Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto.
    In: Economic Modelling.
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  8. The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer.
    In: Economic Modelling.
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  9. Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE.
    In: International Review of Financial Analysis.
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  10. Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu.
    In: Economic Modelling.
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