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Systemic risk
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Baumöhl, Eduard
1
Bouri, Elie
1
Deng, Yang
1
Fiala, Tomáš
1
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1
Hoang, Thi Hong Van
1
Kabundi, Alain
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Economic modelling
Journal of financial stability
18
IMF country report
17
Journal of banking & finance
16
IMF working papers
11
Pacific-Basin finance journal
11
International review of financial analysis
10
Journal of economic dynamics & control
7
Journal of risk management in financial institutions
7
Research in international business and finance
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Finance research letters
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Staff working paper / Bank of Canada
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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Finance and economics discussion series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Annals of finance
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Applied economics
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Applied economics letters
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CFS working paper series
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic interaction and coordination
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Latin American journal of central banking : LAJCB
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ECONIS (ZBW)
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1
Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard
;
Bouri, Elie
;
Hoang, Thi Hong Van
; …
- In:
Economic modelling
109
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
Saved in:
2
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
3
Measuring systemic risk in the US banking system
Kolari, James W.
;
López Iturriaga, Felix J.
;
Sanz, …
- In:
Economic modelling
91
(
2020
),
pp. 646-658
Persistent link: https://www.econbiz.de/10012429144
Saved in:
4
Monetary policy and systemic risk-taking in the Euro area banking sector
Kabundi, Alain
;
Nadal-De Simone, Francisco
- In:
Economic modelling
91
(
2020
),
pp. 736-758
Persistent link: https://www.econbiz.de/10012429533
Saved in:
5
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:
6
The sources of contagion risk in a banking sector with foreign ownership
Fiala, Tomáš
;
Havránek, Tomáš
- In:
Economic modelling
60
(
2017
),
pp. 108-121
Persistent link: https://www.econbiz.de/10011734181
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