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2. Smart Logistics Infrastructure in Peripheral Region. (2021). Janiszewska, Dorota ; Sasin, Maria ; Korczak, Jerzy.
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3. Biases in variance of decomposed portfolio returns. (2021). Alexeev, Vitali ; Ignatieva, Katja.
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4. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung.
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5. Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik.
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6. Factors driving systemic risk of banks in Latin America. (2017). García Molina, Mario ; Garcia-Molina, Mario ; Horsch, Andreas ; Kleinow, Jacob.
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7. The Econometrics of Bayesian Graphical Models: A Review With Financial Application. (2016). Ahelegbey, Daniel Felix.
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8. Continuous and Jump Betas: Implications for Portfolio Diversification. (2016). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali.
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9. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
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10. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
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11. The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements. (2015). Yao, Wenying ; Tian, Jing.
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12. Input-output-based measures of systemic importance. (2015). Angeloni, Ignazio ; Aldasoro, Iñaki.
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13. Determinants of systemically important banks: the case of Europe. (2015). Kleinow, Jacob ; Nell, Tobias .
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14. Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data. (2014). Dungey, Mardi ; Treepongkaruna, Sirimon ; Matei, Marius.
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15. Stess-testing the system: Financial shock contagion in the realm of uncertainty. (2014). Gurciullo, Stefano .
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16. Input-output-based measures of systemic importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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17. Nets: Network estimation for time series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
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18. Equity portfolio diversification with high frequency data. (2013). Dungey, Mardi ; Alexeev, Vitali.
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19. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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20. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
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21. Nets: Network Estimation for Time Series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
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22. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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1. Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing.
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2. Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath .
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3. Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu.
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4. Network Risk in the European Sovereign CDS Market. (2020). Todorova, Zornitsa.
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5. Liquidity in Financial Networks. (2020). Hayakawa, Hitoshi.
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6. Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng .
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7. Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. (2019). Wolfe, Simon ; Urquhart, Andrew ; Eross, Andrea .
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8. Asset diversification and systemic risk in the financial system. (2019). Li, Hong Gang ; Zhou, Yichen.
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9. Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George.
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10. Market-implied systemic risk and shadow capital adequacy. (2019). Jobst, Andreas ; Chatterjee, Somnath.
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11. Bank-Insurance Risk Spillovers: Evidence from Europe. (2018). Dreassi, Alberto ; Sclip, Alex ; Paltrinieri, Andrea ; Miani, Stefano.
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12. Systemic Risk and the Great Depression. (2018). Vossmeyer, Angela ; Das, Sanjiv ; Mitchener, Kris James.
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13. Systemic Risk and the Great Depression. (2018). Vossmeyer, Angela ; Mitchener, Kris James ; Das, Sanjiv R.
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14. Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (2017). Kiyavash, Negar ; Habibnia, Ali ; Etesami, Jalal .
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15. A hybrid approach for risk assessment of loan guarantee network. (2017). Zha, Hongyuan ; Zhang, Liqing ; Yan, Junchi ; Cheng, Dawei ; Niu, Zhibin .
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16. Credit risk interconnectedness: What does the market really know?. (2016). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina .
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17. Functional Systemic Risk, Complementarities and Early Warnings. (2016). Carlos, Caon Salazar .
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18. TAF Effect on Liquidity Risk Exposure. (2015). Puddu, Stefano ; Waelchli, Andreas .
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19. Interconnectedness in the Interbank Market. (2015). Harris, Jeffrey ; Brunetti, Celso ; Michailidis, George ; Mankad, Shawn.
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20. Banks׳ liability structure and mortgage lending during the financial crisis. (2015). Dagher, Jihad ; Kazimov, Kazim .
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21. Banking Competition and Economic Stability. (2015). Inostroza, Nicolas ; Fischer, Ronald ; Ramirez, Felipe J.
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22. INFLUENCE OF THE ECONOMIC AND FINANCIAL CONDITION OF STRATEGIC SHAREHOLDERS UPON THE MARKET VALUE OF COMMERCIAL BANKS IN THE POLISH BANKING SECTOR. (2014). Korzeb, Zbigniew .
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23. Correlated bank runs, interbank markets and reserve requirements. (2014). CAON, Carlos ; Margaretic, Paula.
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24. Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
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25. Complexity of Payment Network. (2014). Hayakawa, Hitoshi.
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26. Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation. (2014). SEVER, CAN ; SaltoÄŸlu, Burak ; Kuzubas, Tolga ; Saltoglu, Burak .
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27. International Credit Cycles: A Regional Perspective. (2014). Stolbov, Mikhail.
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28. Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics. (2013). Cabrales, Antonio ; Sanchez, Angel ; Loepfe, Lasse .
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29. Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk. (2013). Jobst, Andreas ; Gray, Dale F.
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30. Financial systemic risk: Taxation or regulation?. (2013). Passarelli, Francesco ; masciandaro, donato.
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31. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
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32. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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33. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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34. Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio.
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35. Vulnerable Banks. (2012). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
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36. Banks Liability Structure and Mortgage Lending During the Financial Crisis. (2012). Kazimov, Kazim ; Dagher, Jihad.
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37. Short-Term Wholesale Funding and Systemic Risk; A Global Covar Approach. (2012). International Monetary Fund, .
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38. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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39. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
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40. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. (2011). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil .
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41. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. (2011). Yilmaz, Kamil ; Diebold, Francis.
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42. CoVaR. (2011). Brunnermeier, Markus ; Adrian, Tobias.
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43. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. (2011). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil .
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44. On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2011). Yilmaz, Kamil ; Diebold, Francis.
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45. Systemic Risk and Network Formation in the Interbank Market. (2011). Zenou, Yves ; Patacchini, Eleonora ; Cohen-Cole, Ethan .
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46. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
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47. Systemic risk across sectors; Are banks different?. (2011). Meijer, Arno ; Douven, Rudy.
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48. Cascades in Networks and Aggregate Volatility. (2010). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman.
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49. Contagion, Liberalization, and the Optimal Structure of Globalization. (2010). Stiglitz, Joseph ; JosephE. Stiglitz, .
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