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49
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47
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43
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1
Volatility connectedness of
bank
stocks across the Atlantic
Yılmaz, Kamil
-
2014
This paper presents an analysis of the dynamic measures of volatility connectedness of major
bank
stocks in the US and …
Persistent link: https://www.econbiz.de/10010239322
Saved in:
2
Pandemic crises in financial systems : a simulation-model to complement stresstesting frameworks
Idier, Julien
;
Piquard, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10011647278
Saved in:
3
Domestic banking industry network analysis: the sovereign-
bank
nexus
Thomas, Natalie
;
Duke, Kateri
-
2022
Persistent link: https://www.econbiz.de/10013455023
Saved in:
4
Systemically important financial institutions in
China
: from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
5
Who's in charge of fixing the
world
's financial system? : the un[?]der-appreciated lead role of the G20 and the FSB
Nolle, Daniel E.
- In:
Financial markets, institutions & instruments
24
(
2015
)
1
,
pp. 1-82
Persistent link: https://www.econbiz.de/10011316633
Saved in:
6
Pitfalls in systemic-risk scoring
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of financial intermediation
38
(
2019
),
pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
Saved in:
7
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
Saved in:
8
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework
Xu, Hai-Chuan
;
Jawadi, Fredj
;
Zhou, Jie
;
Zhou, Wei-Xing
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10014329036
Saved in:
9
Modeling the paths of
China
's systemic financial risk contagion : a ripple network perspective analysis
Xu, Fuwei
- In:
Computational economics
63
(
2024
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014471955
Saved in:
10
Directed clustering coefficient as a measure of systemic risk in complex banking networks
Tabak, Benjamin Miranda
;
Takami, Marcelo Yoshio
;
Rocha, …
-
2011
Persistent link: https://www.econbiz.de/10009531693
Saved in:
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