Narrow search
Showing 1 - 10 of 115
Cover Image
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio; Ergün, Tolga A. - In: Journal of banking & finance 37 (2013) 8, pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Cover Image
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Cover Image
Transmission channels of systemic risk and contagion in the European financial network
Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52
Persistent link: https://www.econbiz.de/10011584245
Cover Image
Scenario-free analysis of financial stability with interacting contagion channels
Wiersema, Garbrand; Kleinnijenhuis, Alissa M.; Wetzer, … - In: Journal of banking & finance 146 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248196
Cover Image
Operational risk is more systemic than you think : evidence from US bank holding companies
Berger, Allen N.; Curti, Filippo; Mihov, Atanas; … - In: Journal of banking & finance 143 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013533774
Cover Image
The macroeconomic sources of systemic risk in the banking sectors of five new EU member states
Festić, Mejra; Kavkler, Alenka; Repina, Sebastijan - In: Journal of banking & finance 35 (2011) 2, pp. 310-322
Persistent link: https://www.econbiz.de/10009244321
Cover Image
Which are the SIFIs? : a component expected shortfall approach to systemic risk
Banulescu, Georgiana-Denisa; Dumitrescu, Elena-Ivona - In: Journal of banking & finance 50 (2015), pp. 575-588
Persistent link: https://www.econbiz.de/10010510183
Cover Image
The importance of being systemically important financial institutions
Bongini, Paola; Nieri, Laura; Pelagatti, Matteo - In: Journal of banking & finance 50 (2015), pp. 562-574
Persistent link: https://www.econbiz.de/10010510185
Cover Image
The role of regulatory credibility in effective bank regulation
Clark, Ephraim; Jokung Nguena, Octave - In: Journal of banking & finance 50 (2015), pp. 506-513
Persistent link: https://www.econbiz.de/10010510190
Cover Image
Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex; Izhakian, Yehuda - In: Journal of banking & finance 52 (2015), pp. 160-179
Persistent link: https://www.econbiz.de/10011377355