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~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
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Search: "Systemrisiko"
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Systemic risk
31
Systemrisiko
31
Financial crisis
16
Finanzkrise
16
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11
Risk measure
11
Bank risk
10
Bankrisiko
10
Welt
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Ansteckungseffekt
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Multivariate Verteilung
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Finanzmarkt
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Regression analysis
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Härdle, Wolfgang
3
Liu, Xiaoxing
2
Wang, Chao
2
Wang, Weining
2
Amengual, Dante
1
Aït-Sahalia, Yacine
1
Bianchi, Daniele
1
Billio, Monica
1
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1
Caporin, Massimiliano
1
Casarin, Roberto
1
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1
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1
Choe, Geon Ho
1
Choi, So Eun
1
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1
Fiorentini, Gabriele
1
Garcia-Jorcano, Laura
1
Guidolin, Massimo
1
Guo, Fei
1
Hamori, Shigeyuki
1
Han, Heejoon
1
He, Jianmin
1
He, Qizhi
1
Jang, Hyun Jin
1
Jiang, Cuixia
1
Jimenez-Martin, Juan-Angel
1
Jin, Bei
1
Kanno, Masayasu
1
Klomp, Jeroen
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Koopman, Siem Jan
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Kvapilikova, Ivana
1
Laeven, Roger J. A.
1
Lai, Yongzeng
1
Lee, Chien-chiang
1
Lee, Jin-Ping
1
Li, Changtai
1
Li, Menyu
1
Lin, Edward M. H.
1
Lin, James Juichia
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
111
Journal of financial stability
103
Finance research letters
53
Journal of international financial markets, institutions & money
34
Economic modelling
33
Journal of risk management in financial institutions
33
International review of financial analysis
32
Journal of economic dynamics & control
31
Research in international business and finance
27
Risks : open access journal
22
Pacific-Basin finance journal
19
Applied economics
18
Journal of risk and financial management : JRFM
18
International review of economics & finance : IREF
17
Journal of banking regulation
17
Journal of international money and finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of network theory in finance
17
The review of financial studies
17
Applied economics letters
16
Journal of financial intermediation
16
Annual review of financial economics
15
Energy economics
15
International journal of central banking : IJCB
15
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
15
Economics letters
14
The journal of financial market infrastructures
14
Computational economics
13
Emerging markets review
13
European journal of operational research : EJOR
13
The European journal of finance
13
Journal of financial economics
12
Mathematics and financial economics
12
The journal of alternative investments
12
International journal of finance & economics : IJFE
11
Journal of economic interaction and coordination
11
The American economic review
11
Annals of finance
10
Journal of economic behavior & organization : JEBO
10
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ECONIS (ZBW)
31
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1
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
2
Topological properties of reconstructed credit networks and banking systemic risk
Wang, Chao
;
Liu, Xiaoxing
;
Chen, Boyi
;
Li, Menyu
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483644
Saved in:
3
Systemic risk of Chinese financial institutions and asset price bubbles
Zhang, Xiaoming
;
Wei, Chunyan
;
Lee, Chien-chiang
;
Tian, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014247015
Saved in:
4
Contagion effect of systemic risk among industry sectors in China's stock market
Xu, Qiuhua
;
Yan, Haoyang
;
Zhao, Tianyu
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013413420
Saved in:
5
Does diversification promote systemic risk?
Wang, Chao
;
Liu, Xiaoxing
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013449305
Saved in:
6
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
7
Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes
Zhang, Xu
;
Yang, Xian
;
He, Qizhi
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013539019
Saved in:
8
A time-varying copula approach for constructing a daily financial systemic stress index
Tan, Sook-Rei
;
Li, Changtai
;
Yeap, Xiu Wei
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225802
Saved in:
9
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
Saved in:
10
Systemic financial risk early warning of financial market in China using Attention-LSTM model
Ouyang, Zi-sheng
;
Yang, Xi-te
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821472
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