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Risk spillovers and interconne...
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1
Risk spillovers and
interconnectedness
between systemically important institutions
Andrieş, Alin Marius
;
Ongena, Steven
;
Sprincean, Nicu
; …
-
2020
-
This version: May 9, 2020
In this paper we gauge the degree of
interconnectedness
and quantify the linkages between global and other systemically …
Persistent link: https://www.econbiz.de/10012219367
Saved in:
2
Systemic risk: a network approach
Hasse, Jean-Baptiste
-
2020
Persistent link: https://www.econbiz.de/10012387222
Saved in:
3
Measuring systemic risk in the European banking sector : a copula CoVaR approach
Karimalis, Emmanouil N.
;
Nomikos, Nikos K.
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 944-975
Persistent link: https://www.econbiz.de/10012244423
Saved in:
4
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
5
Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
Saved in:
6
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Zhang, Weiping
;
Zhuang, Xintian
;
Wang, Jiang
;
Lu, Yang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012664822
Saved in:
7
Measuring european banks' exposure to climate risk
Giacchetta, Gianandrea
;
Giacometti, Rosella
- In:
Review of corporate finance
4
(
2024
)
1/2
,
pp. 151-176
Persistent link: https://www.econbiz.de/10014554014
Saved in:
8
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
Saved in:
9
Probability equivalent level for CoVaR and VaR
Ortega-Jiménez, Patricia
;
Pellerey, Franco
;
Sordo, …
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 22-35
Persistent link: https://www.econbiz.de/10015066724
Saved in:
10
Optimization of systemic risk : reallocation of assets based on
bank
networks
Wang, Hu
;
Li, Shouwei
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
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