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A methodology for constructing a financial systemic stress index : an application to Greece
Louzis, Dimitrios P.; Vouldis, Angelos T. - In: Economic modelling 29 (2012) 4, pp. 1228-1241
Persistent link: https://www.econbiz.de/10009667397
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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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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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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Effect of trade and economic policy uncertainties on regional systemic risk : evidence from ASEAN
Dogah, Kingsley E. - In: Economic modelling 104 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013163982
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Default clustering of the nonfinancial sector and systemic risk : evidence from China
Wang, Xiaoting; Hou, Siyuan; Shen, Jie - In: Economic modelling 96 (2021), pp. 196-208
Persistent link: https://www.econbiz.de/10012745350
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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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Pricing beliefs : empirical evidence from the implied cost of deposit insurance for Islamic banks
Grira, Jocelyn; Hassan, M. Kabir; Soumaré, Issouf - In: Economic modelling 55 (2016), pp. 152-168
Persistent link: https://www.econbiz.de/10011642486
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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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Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza; Arshad, Shaista - In: Economic modelling 70 (2018), pp. 561-570
Persistent link: https://www.econbiz.de/10012027984