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An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
MacDonald, Ronald; Sogiakas, Vasilios; Tsopanakis, Andreas - In: Economic modelling 48 (2015), pp. 52-69
Persistent link: https://www.econbiz.de/10011452407
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Systemic risk in the US : interconnectedness as a circuit breaker
Dungey, Mardi H.; Luciani, Matteo; Veredas, David - In: Economic modelling 71 (2018), pp. 305-315
Persistent link: https://www.econbiz.de/10012062528
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Measuring systemic risk using vine-copula
Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; … - In: Economic modelling 53 (2016), pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
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Capital account openness and early warning system for banking crises in G20 countries
Qin, Xiao; Luo, Chengying - In: Economic modelling 39 (2014), pp. 190-194
Persistent link: https://www.econbiz.de/10010421860
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Tail risk under price limits
Oh, Sekyung; Kee, Hyukdo; Park, Kinam - In: Economic modelling 77 (2019), pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
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Real estate prices and systemic banking crises
Deng, Yang; Zeng, Yan; Li, Zhirui - In: Economic modelling 80 (2019), pp. 111-120
Persistent link: https://www.econbiz.de/10012199198
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Assessing the macroeconomic impact of alternative macroprudential policies
Davis, E. Philip; Liadze, Iana; Piggott, Rebecca - In: Economic modelling 80 (2019), pp. 407-428
Persistent link: https://www.econbiz.de/10012200771
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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 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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Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective
Popescu, Alexandra; Turcu, Camelia - In: Economic modelling 67 (2017), pp. 275-284
Persistent link: https://www.econbiz.de/10011813829