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Do the Troika's financial assistance programs reduce systemic risk? : evidence from Eurozone countries
Moutsianas, Konstantinos A.; Kosmidou, Kyriaki - In: International journal of banking, accounting and finance 7 (2016) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10011688312
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Extreme risk spillover in financial markets : evidence from the recent financial crisis
Hwang, Jungbin; Kim, Chae-yŏng - In: Seoul journal of economics 28 (2015) 2, pp. 171-198
Persistent link: https://www.econbiz.de/10011311654
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Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
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Extreme downside risk and financial crises
Harris, Richard D. F.; Nguyen, Linh H.; Stoja, Evarist - 2015
Persistent link: https://www.econbiz.de/10011402719
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How macroeconomic conditions affect systemic risk in the short and long-run?
Kurter, Zeynep O. - 2022
Persistent link: https://www.econbiz.de/10013272025
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Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim; Tiwari, Shiv Ratan; Wadhwani, Akshay; … - In: Research in international business and finance 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756
Persistent link: https://www.econbiz.de/10011372868
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The effect of leverage on the magnitude of risk : can financial market black swan events, 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 4 (2015) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10011444068
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The effect of leverage on the magnitude of risk : can financial market Black Swan events : 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 2 (2013) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10010426274
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Systemic risk, contagion, and state-dependent sensitivities in value-at-risk estimation : evidence from hedge funds
Adams, Zeno; Füss, Roland; Gropp, Reint - 2010 - Working paper, this version: January 2010
Persistent link: https://www.econbiz.de/10008907354