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Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
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The sources of contagion risk in a banking sector with foreign ownership
Fiala, Tomáš; Havránek, Tomáš - In: Economic modelling 60 (2017), pp. 108-121
Persistent link: https://www.econbiz.de/10011734181
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Measuring systemic risk with regime switching in tails
Liu, Xiaochun - In: Economic modelling 67 (2017), pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
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Expected default based score for identifying systemically important banks
Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian; Wei, Lu - In: Economic modelling 64 (2017), pp. 589-600
Persistent link: https://www.econbiz.de/10011761314
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The effects of global bank competition and presence on local economies : the Goldilocks principle may not apply to global banking
Aysun, Uluc - In: Economic modelling 70 (2018), pp. 159-173
Persistent link: https://www.econbiz.de/10012027875
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The cross-border interconnectedness of shadow banking
Özgür, Gökçer - In: Economic modelling 126 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014461465
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Securitization, shadow banking system and macroprudential regulation : a DSGE approach
Lubello, Federico; Rouabah, Abdelaziz - In: Economic modelling 131 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014451191
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Measuring systemic risk in the US banking system
Kolari, James W.; López Iturriaga, Felix J.; Sanz, … - In: Economic modelling 91 (2020), pp. 646-658
Persistent link: https://www.econbiz.de/10012429144
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Intricacies of competition, stability, and diversification : evidence from dual banking economies
Wajahat Azmi; Mohsin Ali; Arshad, Shaista; Rizvi, Syed … - In: Economic modelling 83 (2019), pp. 111-126
Persistent link: https://www.econbiz.de/10012205566