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Search: subject:"Systemic risk contribution"
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Systemrisiko
25
Systemic risk
24
Systemic risk contribution
20
Risikomaß
17
Risk measure
15
Bank risk
14
Bankrisiko
14
Finanzsektor
14
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13
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13
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13
systemic risk contribution
13
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12
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11
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11
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10
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systemic risk network
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Messung
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sovereignbank linkages
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tail dependence
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time-varying parameters
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two-step quantile regression
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Ansteckungseffekt
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China
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CoVaR
3
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Free
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Hautsch, Nikolaus
14
Schienle, Melanie
14
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8
Betz, Frank
6
Koopman, Siem Jan
4
Lucas, André
4
Nucera, Federico
4
Schwaab, Bernd
4
Peltonen, Tuomas A.
3
Peltonen, Tuomo
3
Aizenman, Joshua
2
Fang, Libing
2
Jinjarak, Yothin
2
Suh, Sangwon
2
Wu, Xin
2
Wu, Zhen-Guo
2
Yang, Ming-Yuan
2
Yu, Honghai
2
Zheng, Huanhuan
2
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1
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1
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1
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1
Chen, Baizhu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Center for Financial Studies
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
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4
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3
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
23
EconStor
8
RePEc
6
BASE
1
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1
Measuring
systemic
risk
contribution
: a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
2
Investment network and stock's
systemic
risk
contribution
: evidence from China
Xiang, Youtao
;
Borjigin, Sumuya
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 113-132
Persistent link: https://www.econbiz.de/10014494662
Saved in:
3
Influential risk spreaders and systemic risk in Chinese financial networks
Yang, Ming-Yuan
;
Wu, Zhen-Guo
;
Wu, Xin
;
Li, Sai-Ping
- In:
Emerging markets review
60
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014533619
Saved in:
4
Systemic risk in European banks : does ownership structure matter?
Saghi, Nadia
;
Srour, Zainab
;
Viviani, Jean-Laurent
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 88-111
Persistent link: https://www.econbiz.de/10014490252
Saved in:
5
Systemic risk transmission from the United States to Asian economies during the COVID-19 period
Narayan, Shivani
;
Kumar, Dilip
- In:
Journal of emerging market finance
22
(
2023
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10014230240
Saved in:
6
Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network
Yang, Ming-Yuan
;
Wang, Chengjin
;
Wu, Zhen-Guo
;
Wu, Xin
; …
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014519738
Saved in:
7
Measuring
systemic
risk
contribution
of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
8
Sudden shock and stock market network structure characteristics : a comparison of past crisis events
He, Chengying
;
Wen, Zhang
;
Huang, Ke
;
Ji, Xiaoqin
- In:
Technological forecasting & social change : an …
180
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013429285
Saved in:
9
A model-based index for
systemic
risk
contribution
measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
10
Analysis of banks'
systemic
risk
contribution
and contagion determinants through the leave-one-out approach
Zedda, Stefano
;
Cannas, Giuseppina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012225216
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