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~isPartOf:"Journal of economic dynamics & control"
~subject:"Systemrisiko"
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Systemrisiko
Financial crisis
126
Finanzkrise
126
Theorie
51
Theory
51
Monetary policy
30
Geldpolitik
29
Systemic risk
24
Bankenkrise
23
Banking crisis
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World
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Bankrisiko
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Lillo, Fabrizio
3
Battiston, Stefano
2
Caccioli, Fabio
2
Farmer, J. Doyne
2
Pirino, Davide
2
Silva, Thiago Christiano
2
Souza, Sergio Rubens Stancato de
2
Tabak, Benjamin Miranda
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1
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1
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1
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1
Deghi, Andrea
1
Delli Gatti, Domenico
1
Di Gangi, Domenico
1
Eboli, Mario
1
Foti, Nick
1
Fricke, Daniel
1
Gabbi, Giampaolo
1
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1
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1
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1
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Journal of economic dynamics & control
Journal of financial stability
77
Journal of banking & finance
70
Finance research letters
32
IMF working papers
32
Working paper series / European Central Bank
29
Journal of international financial markets, institutions & money
25
Economic modelling
23
NBER working paper series
23
Working paper series
23
International review of financial analysis
22
Staff working papers / Bank of England
19
NBER Working Paper
18
Discussion papers / CEPR
17
Journal of risk management in financial institutions
17
Research paper series / Swiss Finance Institute
17
Discussion paper
16
Research in international business and finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Risks : open access journal
14
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper / Tinbergen Institute
13
Journal of risk and financial management : JRFM
13
SAFE working paper
13
Discussion paper / Centre for Economic Policy Research
12
International review of economics & finance : IREF
12
Pacific-Basin finance journal
12
The North American journal of economics and finance : a journal of financial economics studies
12
Economics letters
11
Journal of banking regulation
11
Journal of international money and finance
11
The European journal of finance
11
The journal of network theory in finance
11
Working paper
11
IMF Working Paper
10
Staff reports / Federal Reserve Bank of New York
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Applied economics
9
Applied economics letters
9
Emerging markets review
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
24
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1
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
2
Backtesting macroprudential stress tests
Ramadiah, Amanah
;
Fricke, Daniel
;
Caccioli, Fabio
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013464518
Saved in:
3
News and narratives in financial systems : Exploiting big data for systemic risk assessment
Nyman, Rickard
;
Kapadia, Sujit
;
Tuckett, David
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012668872
Saved in:
4
Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
Saved in:
5
Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan
;
Lucotte, Yannick
;
Tokpavi, Sessi
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
Saved in:
6
When panic makes you blind : a chaotic route to systemic risk
Mazzarisi, Piero
;
Lillo, Fabrizio
;
Marmi, Stefano
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 176-199
Persistent link: https://www.econbiz.de/10012130963
Saved in:
7
Understanding flash crash contagion and systemic risk : a micro-macro agent-based approach
Paulin, James
;
Calinescu, Anisoara
;
Wooldridge, Michael J.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 200-229
Persistent link: https://www.econbiz.de/10012130964
Saved in:
8
A flow network analysis of direct balance-sheet contagion in financial networks
Eboli, Mario
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 205-233
Persistent link: https://www.econbiz.de/10012131085
Saved in:
9
Forward-looking solvency contagion
Bardoscia, Marco
;
Barucca, Paolo
;
Codd, Adam Brinley
; …
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012313648
Saved in:
10
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
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