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2. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
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3. Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael.
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4. Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio.
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5. Multivariate Shortfall Risk Allocation and Systemic Risk. (2017). Armenti, Yannick ; Papapantoleon, Antonis ; Drapeau, Samuel ; Crepey, Stephane.
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6. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Koopman, Siem Jan.
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7. Bank Bias in Europe: Effects on Systemic Risk and Growth. (2015). Pagano, Marco ; Langfield, Sam.
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8. Estimating Global Bank Network Connectedness. (2015). Yilmaz, Kamil ; Diebold, Francis ; Demirer, Mert ; Liu, Laura.
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9. Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
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10. Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”. (2015). Adrian, Tobias.
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11. Systemic risk of insurers around the globe. (2015). Weiß, Gregor N. F., ; Bierth, Christopher ; Irresberger, Felix.
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12. Bank bias in Europe: effects on systemic risk and growth. (2015). Pagano, Marco ; Langfield, Sam.
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13. Making sense of the comprehensive assessment. (2014). Steffen, Sascha ; Acharya, Viral V..
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14. Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David.
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15. Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin.
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16. Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre.
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17. Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Oanea, Dumitru-Cristian ; Anghelache, Gabriela .
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18. Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone.
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19. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market. (2014). Hattori, Akio ; Uchida, Yoshihiko ; Kikuchi, Kentaro ; Niwa, Fuminori .
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20. TENET: Tail-Event driven NETwork risk. (2014). Härdle, Wolfgang ; Sirotko-Sibirskaya, Natalia ; Hardle, Wolfgang Karl ; Wang, Weining.
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21. Enhancing prudential standards in financial regulations. (2014). Jagtiani, Julapa ; Allen, Franklin ; Lang, William W. ; Goldstein, Itay.
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23. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral V..
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25. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
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26. How does deposit insurance affect bank risk? Evidence from the recent crisis. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
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27. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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28. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
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29. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B..
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30. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
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31. Why do some insurers become systemically relevant?. (2014). Muhlnickel, Janina ; Weiß, Gregor N. F., .
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32. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel .
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33. Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten.
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34. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
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35. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
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36. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
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37. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
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38. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
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39. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
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40. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
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41. 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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42. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
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43. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
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44. The systemic risk of energy markets. (2013). Pierret, Diane.
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45. Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea.
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46. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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49. 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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50. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
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