Acemoglu, D. ; Ozdaglar, A. ; Tahbaz-Salehi, A. Systemic risk and stability in financial networks. 2015 Am. Econ. Rev.. 105 564-608
- Acharya, V.V. ; Steffen, S. Analysing systemic risk of the European banking system. 2013 En : Handbook of Systemic Risk. Cambridge University Press: Cambridge
Paper not yet in RePEc: Add citation now
Akhtaruzzaman, M. ; Boubaker, S. ; Sensoy, A. Financial contagion during Covid-19 crisis. 2021 Finance Res. Lett.. 38 101604-
- Allen, F. ; Chui, M.K.F. ; Maddaloni, A. Financial systems in Europe, the USA, and Asia. 2014 Oxf. Rev. Econ. Pol.. 20 490-508
Paper not yet in RePEc: Add citation now
Andries, A.M. ; Nistor, S. ; Sprincean, N. The impact of central bank transparency on systemic risk – evidence from Central and Eastern Europe. 2020 Res. Int. Bus. Finance. 51 100921-
Bardoscia, M. ; Battiston, S. ; Caccioli, F. ; Caldarelli, G. Pathways towards instability in financial networks. 2017 Nat. Commun.. 8 1-7
- Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 J. Financ. Econom.. 16 271-296
Paper not yet in RePEc: Add citation now
Bats, J.V. ; Houben, A.C.F.J. Bank-based versus market-based financing: implications for systemic risk. 2020 J. Bank. Finance. 114 105776-
Battaglia, F. ; Gallo, A. Strong boards, ownership concentration and EU banks' systemic risk-taking: evidence from the financial crisis. 2017 J. Int. Financ. Mark. Inst. Money. 46 128-146
Belloni, A. ; Chen, M. ; Chernozhukov, V. Quantile graphical models: prediction and conditional independence with applications to financial risk management. 2016 En : Economic Research Papers 269321. University of Warwick - Department of Economics:
Black, L. ; Correa, R. ; Huang, X. ; Zhou, H. The systemic risk in European banks during the financial and sovereign debt crises. 2016 J. Bank. Finance. 63 107-125
- Boru, R. The Impact of Covid 19 on the Private Banking System. 2020 Working Paper. Link:
Paper not yet in RePEc: Add citation now
Bouri, E. ; Lien, D. ; Roubaud, D. ; Shahzad, S.J.H. Directional predictability of implied volatility: from crude oil to developed and emerging stock markets. 2018 Finance Res. Lett.. 27 65-79
Brownlees, C.T. ; Engle, R.F. SRISK: a conditional capital shortfall measure of systemic risk. 2017 Rev. Financ. Stud.. 30 48-79
Brunnermeier, M.K. ; Dong, G.N. ; Palia, D. Banks' noninterest income and systemic risk. 2020 Rev. Corporate Financ. Stud.. 9 229-255
Cerruti, E. ; Claessens, S. ; McGuire, P. Systemic Risks in Global Banking: what Can Available Data Tell Us and what More Data Are Needed? Bank of International Settlements. 2012 :
Chen, C.Y.H. ; Härdle, W.K. ; Okhrin, Y. Tail event driven networks of SIFIs. 2019 J. Econom.. 208 282-298
- Das, S.R. Matrix metrics: network-based systemic risk scoring. 2016 J. Altern. Investments. 18 33-51
Paper not yet in RePEc: Add citation now
Demirer, M. ; Diebold, F.X. ; Liu, L. ; Yilmaz, K. Estimating global bank network connectedness. 2018 J. Appl. Econom.. 33 1-15
Diebold, F. ; Yilmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econom.. 182 119-134
Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66
Diem, C. ; Pichler, A. ; Thurner, S. What is the minimal systemic risk in financial exposure network?. 2020 J. Econ. Dynam. Control. 16 103900-
Dungey, M. ; Matei, M. ; Luciani, M. ; Veredas, D. Surfing through the GFC: systemic risk in Australia. 2017 Econ. Rec.. 93 1-19
Duprey, T. ; Klaus, B. ; Peltonen, T. Dating systemic financial stress episodes in the EU countries. 2017 J. Financ. Stabil.. 32 30-56
- Ellington, M. ; Baruník, J. . 2020 En : Dynamic Networks in Large Financial and Economic Systems. :
Paper not yet in RePEc: Add citation now
Elyasiani, E. ; Jia, J.J. Relative performance and systemic risk contributions of small and large banks during the financial crisis. 2019 Q. Rev. Econ. Finance. 74 220-241
- Forbes, K.J. ; Rigobon, R. No contagion, only interdependence: measuring stock market comovements. 2002 J. Finance. 57 2223-2261
Paper not yet in RePEc: Add citation now
Glasserman, P. ; Young, H. How likely is contagion in financial networks?. 2015 J. Bank. Finance. 50 383-399
Goodell, J.W. Covid-19 and finance: agendas for future research. 2020 Finance Res. Lett.. 35 101512-
Han, H. ; Linton, O. ; Oka, T. ; Whang, Y.J. The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. 2016 J. Econom.. 193 251-270
Holló, D. ; Kremer, M. ; Lo Duca, M. . 2012 En : CISS – A Composite Indicator of Systemic Stress in the Financial System. :
Huang, Q. ; Haan, J.D. ; Scholtens, B. Analysing systemic risk in the Chinese banking system. 2019 Pac. Econ. Rev.. 24 348-372
Hubrich, K. ; Tetlow, R.J. Financial stress and economic dynamics: the transmission of crises. 2015 J. Monetary Econ.. 70 100-115
Kosmidou, K. ; Kousenidis, D. ; Ladas, A. ; Negkakis, C. Determinants of risk in the banking sector during the European Financial Crisis. 2017 J. Financ. Stabil.. 33 285-296
Lu, J. ; Hu, X. Novel three-bank model for measuring the systemic importance of commercial banks. 2014 Econ. Modell.. 43 238-246
McGuire, P. ; von Peter, G. The resilience of banks' international operations. 2016 BIS Q. Rev.. 2016 65-78
Meuleman, E. ; Vennet, R.V. Macroprudential policy and bank systemic risk. 2020 J. Financ. Stabil.. 47 100724-
Miyajima, K. ; Mohanty, M.S. ; Yetman, J. Spillover of US unconventional monetary policy to Asia: the role of long-term interest rates. 2014 Bank Int. Settlement. Work. Paper. 478 1-40
Mohanty, S.K. ; Akhigbe, A. ; Basheikh, A. ; Khan, H.U.R. The Dodd-Frank Act and Basel III: market-based risk implications for global systemically important banks (G-SIBs). 2018 J. Multinatl. Financ. Manag.. 47–48 91-109
Oldekop, J. ; Hornor, R. ; Zhang, Y.F. Covid-19 and the case for global development. 2020 World Dev.. 134 105044-
Pais, A. ; Stock, P.A. Bank size and systemic risk. 2013 Eur. Financ. Manag.. 19 429-451
Paltalidis, N. ; Gounopoulos, D. ; Kizys, R. ; Koutelidakis, Y. Transmission channels of systemic risk and contagion in the European financial network. 2015 J. Bank. Finance. 61 S36-S52
- Politis, D.N. ; Romano, J.P. The stationary bootstrap. 1994 J. Am. Stat. Assoc.. 89 1303-1313
Paper not yet in RePEc: Add citation now
Rodriguez-Moreno, M. ; Pena, J.I. Systemic risk measures: the simpler the better?. 2013 J. Bank. Finance. 37 1817-1831
Shahzad, S.J.H. ; Hoang, T.H.V. ; Arreola-Hernandez, J. Risk spillovers between large banks and the financial sector: asymmetric evidence from Europe. 2019 Finance Res. Lett.. 28 153-159
Soedarmono, W. ; Sitorus, D. ; Tarazi, A. Abnormal loan growth, credit information sharing and systemic risk in Asian banks. 2017 Res. Int. Bus. Finance. 42 1208-1218
Su, E. ; Wong, K.W. Measuring bank downside systemic risk in Taiwan. 2018 Q. Rev. Econ. Finance. 70 172-193
Varotto, S. ; Zhao, L. Systemic risk and bank size. 2018 J. Int. Money Finance. 82 45-70
Verma, R. ; Ahmad, W. ; Uddin, G.S. ; Bekiros, S. Analysing the systemic risk of Indian banks. 2019 Econ. Lett.. 176 103-108
- Wang, J.N. ; Hsu, Y.T. ; Lee, J.M. ; Chen, C.C. Measuring systemic risk: capital shortfall and CSRisk. 2019 Int. Rev. Finance. 1-12
Paper not yet in RePEc: Add citation now
Yang, H.F. ; Liu, C.L. ; Chou, R.Y. Bank diversification and systemic risk. 2020 Q. Rev. Econ. Finance. 77 311-326
- Zedda, S. ; Cannas, G. Analysis of banks' systemic risk contribution and contagion determinants through the leave-one-out approach. 2020 J. Bank. Finance. 112 105160-
Paper not yet in RePEc: Add citation now
Zhu, X. ; Wang, W. ; Wang, H. ; Härdle, W.K. Network quantile autoregression. 2019 J. Econom.. 212 345-358