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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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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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The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe
Niţoi, Mihai; Clichici, Dorina; Poladian, Simona - In: Economic modelling 81 (2019), pp. 148-160
Persistent link: https://www.econbiz.de/10012201915
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The welfare cost of banking regulation
Tchana Tchana, Fulbert - In: Economic modelling 29 (2012) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10009536026
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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
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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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The determinants of systemic risk contagion
Sencer Atasoy, Burak; Ozkan, Ibrahim; Erden, Lütfi - In: Economic modelling 130 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
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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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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 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