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2. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem .
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3. Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise. (2015). Pederzoli, Chiara ; Torricelli, Costanza.
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4. Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis. (2015). Straetmans, Stefan ; Chaudhry, Sajid M.
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5. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Dong, Gang Nathan ; Calluzzo, Paul .
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6. Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis.
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7. Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta.
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8. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
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9. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral V..
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10. What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha .
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11. Systemic risk and bank consolidation: International evidence. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha .
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12. An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Alexandrova-Kabadjova, Biliana .
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13. Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect. (2013). Gluck, Thorsten ; Adams, Zeno.
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14. Taxes, banks and financial stability. (2013). Gropp, Reint.
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15. Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall. (2013). Talasli, Irem .
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16. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
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17. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
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18. Too big to fail or Too non-traditional to fail?: The determinants of banks systemic importance. (2013). Zhou, Chen ; Moore, Kyle.
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19. The Supermodular Stochastic Ordering. (2013). Strulovici, Bruno ; Meyer, Margaret.
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20. The Taxation of Bilateral Trade with Endogenous Information. (2013). Morath, Florian ; Dang, Tri Vi .
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21. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
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22. How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s. (2013). Chen, Sichong .
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23. Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R..
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24. Systemic risk measurement: Multivariate GARCH estimation of CoVaR. (2013). Girardi, Giulio ; Ergun, Tolga A..
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25. Is bank default risk systematic?. (2013). Marques-Ibanez, David ; Fiordelisi, Franco ; Marques-Ibaez, David .
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26. Systemic risk measures: The simpler the better?. (2013). Rodriguez-Moreno, Maria ; Pea, Juan Ignacio.
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27. Valuation and systemic risk consequences of bank opacity. (2013). Jones, Jeffrey S. ; Lee, Wayne Y. ; Yeager, Timothy J..
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28. The Risk Map: A new tool for validating risk models. (2013). Hurlin, Christophe ; Perignon, Christophe ; Colletaz, Gilbert.
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29. Systemic risk tradeoffs and option prices. (2013). Madan, Dilip B. ; Schoutens, Wim.
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30. Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Rubia, Antonio ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German.
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31. Contagion in the interbank market and its determinants. (2013). Memmel, Christoph ; Sachs, Angelika .
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32. From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks. (2013). Hoque, Hafiz.
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33. Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis. (2013). Gallo, Angela ; Battaglia, Francesca .
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34. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
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36. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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37. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
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38. Systemic Risk Allocation for Systems with A Small Number of Banks. (2013). Zhou, Chen ; Qin, Xiao.
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39. Fund Management and Systemic Risk - Lessons from the Global Financial Crisis. (2013). Bengtsson, E..
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40. Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea.
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44. Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
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45. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz .
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46. A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; Oncu, Sabri T.
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47. Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred .
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48. The Taxation and Regulation of Banks. (2011). Keen, Michael.
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49. The (revised) future of financial markets. (2011). Bennett, Paul .
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50. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
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