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Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao; Huang, Zhuo; Liang, Fang - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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Measuring systemic risk during the COVID-19 period : a TALIS3 approach
Caporin, Massimiliano; Garcia-Jorcano, Laura; … - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341412
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Impacts of the COVID-19 pandemic on financial market connectedness
So, Mike Ka-pui; Chu, Amanda M. Y.; Chan, Thomas W. C. - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490963
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Measuring systemic risk contribution : the leave-one-out z-score method
Li, Xiping; Tripe, David; Malone, Chris B.; Smith, David - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012483393
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Measuring systemic risk : a comparison of alternative market-based approaches
Kleinow, Jacob; Moreira, Fernando; Strobl, Sascha; … - In: Finance research letters 21 (2017), pp. 40-46
Persistent link: https://www.econbiz.de/10011807485
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Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt; Ziegelmann, Flavio A. - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
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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
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Inflation and systemic risk : a network econometric model
Sánchez-García, Javier; Cruz Rambaud, Salvador - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473673
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A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Chen, Yan; Mo, Dongxu; Xu, Zezhou - In: Finance research letters 45 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014581705
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Systemic risk : the impact of COVID-19
Rizwan, Muhammad Suhail; Ahmad, Ghufran; Ashraf, Dawood - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484199