1. Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu.
   In: Structural Change and Economic Dynamics.
   RePEc:eee:streco:v:70:y:2024:i:c:p:567-580.

   Full description at Econpapers || Download paper

2. The two-component Beta-t-QVAR-M-lev: a new forecasting model. (2023). Blazsek, Szabolcs ; Cardia, Michel Ferreira ; Sheng, Hsia Hua ; Fuerst, Franz ; Arestis, Philip.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00431-4.

   Full description at Econpapers || Download paper

3. Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed.
   In: Energy Economics.
   RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

   Full description at Econpapers || Download paper

4. South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall. (2022). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias Mandla.
   In: IJFS.
   RePEc:gam:jijfss:v:10:y:2022:i:1:p:18-:d:763298.

   Full description at Econpapers || Download paper

5. Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods. (2022). Makatjane, Katleho.
   In: IJFS.
   RePEc:gam:jijfss:v:10:y:2022:i:1:p:10-:d:735281.

   Full description at Econpapers || Download paper

6. Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model. (2022). Liu, Yimeng ; Song, Jiashan ; Zeng, Linhui ; Jiang, Kunliang.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000228.

   Full description at Econpapers || Download paper

7. Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

   Full description at Econpapers || Download paper

8. .

   Full description at Econpapers || Download paper

9. Intraday conditional value at risk: A periodic mixed?frequency generalized autoregressive score approach. (2021). Gribisch, Bastian ; Eckernkemper, Tobias.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:5:p:883-910.

   Full description at Econpapers || Download paper

10. Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach. (2021). Muteba Mwamba, John Weirstrass ; Eloge, Ehounou Serge.
    In: IJFS.
    RePEc:gam:jijfss:v:9:y:2021:i:2:p:29-:d:566097.

    Full description at Econpapers || Download paper

11. Asymmetric volatility spillover among Chinese sectors during COVID-19. (2021). Bouri, Elie ; Peng, Zhe ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s105752192100096x.

    Full description at Econpapers || Download paper

12. Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

    Full description at Econpapers || Download paper

13. Can satellite?based weather index insurance improve the hedging of yield risk of perennial non?irrigated olive trees in Spain?. (2021). Musshoff, Oliver ; Kolle, Wienand ; Buchholz, Matthias ; Salgueiro, Andrea Martinez.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:65:y:2021:i:1:p:66-93.

    Full description at Econpapers || Download paper

14. Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick.
    In: Papers.
    RePEc:arx:papers:2104.10673.

    Full description at Econpapers || Download paper

15. GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?. (2020). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias Mandla.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01695-4.

    Full description at Econpapers || Download paper

16. Modelling fuel injector spray characteristics in jet engines by using vine copulas. (2020). Holz, Simon ; Coblenz, Maximilian ; Koch, Rainer ; Grothe, Oliver ; Bauer, Hansjorg.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:69:y:2020:i:4:p:863-886.

    Full description at Econpapers || Download paper

17. Connectedness and risk spillovers in China’s stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590.

    Full description at Econpapers || Download paper

1. Acharya, 2017. Measuring Systemic Risk. In: The Review of Financial Studies, (30), 2

2. Avdulaj, 2015. Are Benefits from Oil-Stocks Diversification Gone? New Evidence from a Dynamic Copula and High Frequency Data. In: Energy Economics, (51), 31

3. Basel Committee on Banking Supervision, 2010. Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring
   Paper not yet in RePEc: Add citation now
   

4. Billio, 2012. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors. In: Journal of Financial Economics, (104), 535

5. Bisias, 2012. A Survey of Systemic Risk Analytics. In: Annual Review of Financial Economics, (4), 255

6. Blasques, 2014. Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes. In: Electronic Journal of Statistics, (8), 1088
   Paper not yet in RePEc: Add citation now
   
7. Bollerslev, 1986. Generalized Autogressive Conditional Heteroskedasticity. In: Journal of Econometrics, (31), 307
   Paper not yet in RePEc: Add citation now
   
8. Brownlees, 2016. SRISK: A Conditional Capital Shortfall Measure of Sytemic Risk. In: Review of Financial Studies, (30), 48
   Paper not yet in RePEc: Add citation now
   

9. Chollete, 2009. Modeling International Financial Returns with a Multivariate Regime-switching Copula. In: Journal of Financial Econometrics, (7), 437

10. Christoffersen, 2012. Is the Potential for International Diversification Disappearing? A Dynamic Copula Apporach. In: The Review of Financial Studies, (25), 3711

11. Creal, 2013. Generalized Autoregressive Score Models with Applications. In: Journal of Applied Econometrics, (28), 777

12. De Lira Salvatierra, 2015. Dynamic Copula Models and High Frequency Data. In: Journal of Empirical Finance, (30), 120

13. Dobric, 2007. A Goodness of Fit Test for Copulas Based on Rosenblatt’s Transformation. In: Computational Statistics & Data Analysis, (51), 4633

14. Embrechts, 2015. Quantitative Risk Management: Concepts, Techniques and Tools (Revised Edition)

15. Engle, 1982. Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation. In: Econometrica, (50), 987

16. Engle, 2002. Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. In: Journal of Business & Economic Statistics, (20), 339

17. Engle, 2009. Anticipating Correlations - A New Paradigm for Risk Management
    Paper not yet in RePEc: Add citation now
    

18. Genest, 2009. Goodness-of-fit Test for Copulas: A Review and a Power Study. In: Insurance: Mathematics and Economics, (44), 199

19. Glosten, 1993. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. In: The Journal of Finance, (48), 1779

20. Greene, 2008. Econometric Analysis
    Paper not yet in RePEc: Add citation now
    

21. Hafner, 2012. Dynamic Stochastic Copula Models: Estimation, Inference and Application. In: Journal of Applied Econometrics, (27), 269

22. Hansen, 1994. Autogressive Conditional Density Estimation. In: International Economic Review, (35), 705
    Paper not yet in RePEc: Add citation now
    

23. Hansen, 2003. Choosing the Best Volatility Models: The Model Confidence Set Approach. In: Oxford Bulletin of Economics and Statistics, (65), 839

24. Hansen, 2011. The Model Confidence Set. In: Econometrica, (79), 453

25. Hautsch, 2015. Financial Network Systemic Risk Contributions. In: Review of Finance, (19), 685

26. Hu, 2006. Dependence Patterns across Financial Markets: A Mixed Copula Approach. In: Applied Financial Economics, (16), 717

27. Joe, 1997. Multivariate Models and Dependence Concepts
    Paper not yet in RePEc: Add citation now
    

28. Joe, 2005. Asymptotic Efficiency of the Two-Stage Estimation Method for Copulas-based models. In: Journal of Multivariate Analysis, (94), 401

29. Jondeau, 2003. Conditional Volatility, Skewness, and Kurtosis: Existence, Persistence, and Comovements. In: Journal of Economic Dynamics & Control, (27), 1699

30. Longerstaey, 1996. RiskMetrics - Technical Document
    Paper not yet in RePEc: Add citation now
    

31. Manner, 2012. A Survey on Time-Varying Copulas: Specification, Simulations, and Applications. In: Econometric Reviews, (31), 654

32. Nelsen, 2006. An Introduction to Copulas
    Paper not yet in RePEc: Add citation now
    
33. Oh, 2016. Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads. In: Journal of Business & Economic Statistics,
    Paper not yet in RePEc: Add citation now
    

34. Okimoto, 2008. New Evidence of Asymmetric Dependence Structures in International Equity Markets. In: Journal of Financial and Quantitative Analysis, (43), 787

35. Patton, 2004. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation. In: Journal of Financial Econometrics, (2), 130

36. Patton, 2006. Modelling Asymmetric Exchange Rate Dependence. In: International Economic Review, (47), 527

37. Patton, 2013. Handbook of Economic Forecasting
    Paper not yet in RePEc: Add citation now
    

38. Rodriguez, 2007. Measuring Financial Contagion: A Copula Approach. In: Journal of Empirical Finance, (14), 401

39. Rosenblatt, 1952. Remarks on a Multivariate Transformation. In: The Annals of Mathematical Statistics, (23), 470
    Paper not yet in RePEc: Add citation now
    
40. Scaillet, 2005. Nonparametric Estimation of Conditional Expected Shortfall. In: Insurance and Risk Management, (72), 639
    Paper not yet in RePEc: Add citation now
    
41. Sklar, 1959. Fonctions de répartition à n dimensions et leurs marges. In: Publications de l’Institut de Statistique de l’Université de Paris, (8), 229
    Paper not yet in RePEc: Add citation now
    
42. Sun, 2008. Multivariate Skewed Student’s t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market. In: Studies in Nonlinear Dynamics & Econometrics, (12), Article 3
    Paper not yet in RePEc: Add citation now
    

43. VanHoose, 2011. Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal. In: Journal of Financial Transformation, (33), 45

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 ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
   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). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto.
   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 ; Lundblad, Christiant ; Kartasheva, Anastasia ; 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). Hledik, Juraj ; Frey, Rudiger.
    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 ; Niklewski, Jacek ; Ahmadu-Bello, Jaliyyah.
    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 ; Smith, Abbie ; Dey, Aiyesha ; Davidson, Robert H.
    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). Srivastav, Abhishek ; King, Tim ; Hagendorff, Jens ; Armitage, Seth.
    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). Cai, Jian ; Steffen, Sascha ; Saunders, Anthony ; Eidam, Frederik.
    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). Li, Fu Chun ; Perez-Saiz, Hector.
    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 ; Yu, Honghai ; Li, Huijing ; 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 ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang.
    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). Irresberger, Felix ; Gabrysch, Sandra.
    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). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; 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, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert.
    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 ; Vioto, Davide ; Tunaru, Radu.
    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 ; Calinescu, Anisoara ; Paulin, James.
    In: Papers.
    RePEc:arx:papers:1805.08454.

    Full description at Econpapers || Download paper

31. An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Sojmark, Andreas ; Hambly, Ben.
    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 ; Stanley, Eugene H ; He, Kaijian ; 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: 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 ; Vallascas, Francesco ; Keasey, Kevin ; 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). Venegoni, Andrea ; Lazzari, Valter ; Vena, Luigi.
    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). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon.
    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 ; Ma, Jun ; Bhatt, Vipul.
    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). Vallascas, Francesco ; Keasey, Kevin ; Mollah, Sabur.
    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 ; Lambert, Claudia ; van der Veer, Koen.
    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: 2025-03-04 15:17:36 || Missing content? Let us know