1. Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:71:y:2021:i:c:p:592-619.

   Full description at Econpapers || Download paper

2. Central bank funding and credit risk-taking. (2020). Bednarek, Peter ; von Westernhagen, Natalja ; Dinger, Valeriya.
   In: Discussion Papers.
   RePEc:zbw:bubdps:362020.

   Full description at Econpapers || Download paper

3. A Macro-Financial Perspective to Analyse Maturity Mismatch and Default. (2020). Wang, Xuan.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20200064.

   Full description at Econpapers || Download paper

4. Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan.
   In: Risk Management.
   RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

   Full description at Econpapers || Download paper

5. Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175.

   Full description at Econpapers || Download paper

6. Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

   Full description at Econpapers || Download paper

7. The relationship between credit ratings and asset liquidity: Evidence from Western European banks. (2020). Junttila, Juha ; Merilainen, Jari-Mikko.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301807.

   Full description at Econpapers || Download paper

8. On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

   Full description at Econpapers || Download paper

9. The contribution of shadow insurance to systemic risk. (2020). Urga, Giovanni ; Pellegrini, Carlo Bellavite ; Leong, Soon Heng.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300772.

   Full description at Econpapers || Download paper

10. Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

    Full description at Econpapers || Download paper

11. Bank systemic risk and CEO overconfidence. (2020). Zhao, Yang ; Lin, James Juichia ; Lee, Jin-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830487x.

    Full description at Econpapers || Download paper

12. Bank ownership type and temporal evolution of long‐term bank funding in the period 2005–2017. (2020). Merilainen, Jarimikko.
    In: Annals of Public and Cooperative Economics.
    RePEc:bla:annpce:v:91:y:2020:i:2:p:237-268.

    Full description at Econpapers || Download paper

13. Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas.
    In: Working Papers Series.
    RePEc:bcb:wpaper:540.

    Full description at Econpapers || Download paper

14. What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market. (2019). Dastkhan, Hossein.
    In: International Journal of Financial Engineering (IJFE).
    RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500075.

    Full description at Econpapers || Download paper

15. Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis. (2019). Merlo, Luca ; Laporta, Alessandro G ; Petrella, Lea.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1881-8.

    Full description at Econpapers || Download paper

16. Inflation Targeting and Inflation Risk in Latin America. (2019). Frascaroli, Bruno ; Lacerda, Wellington Charles.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:55:y:2019:i:11:p:2389-2408.

    Full description at Econpapers || Download paper

17. Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

    Full description at Econpapers || Download paper

18. Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

    Full description at Econpapers || Download paper

19. Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

    Full description at Econpapers || Download paper

20. Decomposing and backtesting a flexible specification for CoVaR. (2019). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302341.

    Full description at Econpapers || Download paper

21. Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2019:p:665-679.

    Full description at Econpapers || Download paper

22. On the ranking consistency of global systemic risk measures: empirical evidence. (2018). Grundke, Peter ; Abendschein, Michael.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181623.

    Full description at Econpapers || Download paper

23. Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

    Full description at Econpapers || Download paper

24. Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

    Full description at Econpapers || Download paper

25. Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

    Full description at Econpapers || Download paper

26. Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

    Full description at Econpapers || Download paper

27. Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

    Full description at Econpapers || Download paper

28. Income smoothing among European systemic and non-systemic banks. (2018). Peterson, Ozili K ; Arun, Thankom G.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:50:y:2018:i:5:p:539-558.

    Full description at Econpapers || Download paper

29. Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob .
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:1606.

    Full description at Econpapers || Download paper

30. Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_013.

    Full description at Econpapers || Download paper

31. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-54.

    Full description at Econpapers || Download paper

32. The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168166.

    Full description at Econpapers || Download paper

33. The role of structural funding for stability in the German banking sector. (2017). Schupp, Fabian ; Silbermann, Leonid.
    In: Discussion Papers.
    RePEc:zbw:bubdps:032017.

    Full description at Econpapers || Download paper

34. The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201717.

    Full description at Econpapers || Download paper

35. Empirical Investigation of the Effect of Bank Long Term Debt on Loans and Output in the Euro-zone. (2017). Chevallier, Claire.
    In: CREA Discussion Paper Series.
    RePEc:luc:wpaper:17-04.

    Full description at Econpapers || Download paper

36. On identifying the domestic systemically important banks: The case of Tunisia. (2017). Bejaoui, Azza ; Snoussi, Wafa ; Hmissi, Bochra.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1343-1354.

    Full description at Econpapers || Download paper

37. Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

    Full description at Econpapers || Download paper

38. Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

    Full description at Econpapers || Download paper

39. Reprint of: The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; AndrieÈ™, Alin Marius ; Yein, Pinar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:83:y:2017:i:c:p:153-172.

    Full description at Econpapers || Download paper

40. The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; AndrieÈ™, Alin Marius ; Yein, Pinar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:75:y:2017:i:c:p:215-234.

    Full description at Econpapers || Download paper

41. Money market funds, shadow banking and systemic risk in United Kingdom. (2017). BELLAVITE PELLEGRINI, CARLO ; Urga, Giovanni ; Meoli, Michele.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171.

    Full description at Econpapers || Download paper

42. Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

    Full description at Econpapers || Download paper

43. Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

    Full description at Econpapers || Download paper

44. Credit funding and banking fragility: A forecasting model for emerging economies. (2017). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin, Alexander .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:32:y:2017:i:c:p:168-189.

    Full description at Econpapers || Download paper

45. Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

    Full description at Econpapers || Download paper

46. Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12362.

    Full description at Econpapers || Download paper

47. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11957.

    Full description at Econpapers || Download paper

48. Empirical Evidence on Systemic as a Herd: The Case of Japanese Regional Banks. (2017). Kido, Yosuke ; Hirakata, Naohisa ; Thum, Jie Liang .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp17e01.

    Full description at Econpapers || Download paper

49. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian.
    In: BIS Working Papers.
    RePEc:bis:biswps:614.

    Full description at Econpapers || Download paper

50. Basel 3: Does One Size Really Fit All Banks Business Models?. (2016). Savioli, Marco ; Birindelli, Giuliana ; Ferretti, Paola.
    In: Working Paper series.
    RePEc:rim:rimwps:16-20.

    Full description at Econpapers || Download paper

51. Bank Systemic Risk and Corporate Investment. (2016). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:17..

    Full description at Econpapers || Download paper

52. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

    Full description at Econpapers || Download paper

53. Economic policy uncertainty and risk spillovers in the Eurozone. (2016). Gnabo, Jean-Yves ; Guilmin, Gregory ; Bernal, Oscar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:65:y:2016:i:c:p:24-45.

    Full description at Econpapers || Download paper

54. Systemic risk, corporate governance and regulation of banks across emerging countries. (2016). AndrieÈ™, Alin Marius ; Nistor, Simona.
    In: Economics Letters.
    RePEc:eee:ecolet:v:144:y:2016:i:c:p:59-63.

    Full description at Econpapers || Download paper

55. Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:014306.

    Full description at Econpapers || Download paper

56. On the impact of leveraged buyouts on bank systemic risk. (2015). Grupp, Marcel .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:101.

    Full description at Econpapers || Download paper

57. The impact of international swap lines on stock returns of banks in emerging markets. (2015). Yesin, Pinar ; Fischer, Andreas ; AndrieÈ™, Alin Marius ; Andries, Alin Marius .
    In: Working Papers.
    RePEc:szg:worpap:1601.

    Full description at Econpapers || Download paper

58. The Impact of Systemic Liquidity Risk on Stability of the Polish Economy (Wplyw systemowego ryzyka plynnosci na stabilnosc gospodarki polskiej). (2015). Gwizdala, Jerzy Piotr .
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:19-29.

    Full description at Econpapers || Download paper

59. The Transmission of Bank Funding to Corporate Loans: Deleveraging in Germany. (2015). Fidrmuc, Jarko ; Siddiqui, Martin ; Schreiber, Philipp.
    In: Open Economies Review.
    RePEc:kap:openec:v:26:y:2015:i:3:p:581-597.

    Full description at Econpapers || Download paper

60. Measuring Tail-Risk Cross-Country Exposures in the Banking Industry. (2015). Serrano, Antonio Rubia ; Sanchis-Marco, Lidia .
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2015-01.

    Full description at Econpapers || Download paper

61. Can we prove a bank guilty of creating systemic risk?: a minority report. (2015). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:65097.

    Full description at Econpapers || Download paper

62. Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

    Full description at Econpapers || Download paper

63. Systemic risk and asymmetric responses in the financial industry. (2015). Moreno, Antonio ; Rubia, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:471-485.

    Full description at Econpapers || Download paper

64. Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

    Full description at Econpapers || Download paper

65. Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

    Full description at Econpapers || Download paper

66. Systemic risk of European banks: Regulators and markets. (2015). Zhou, Chen ; van Oordt, Maarten.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:478.

    Full description at Econpapers || Download paper

67. Too non-traditional to fail? Determinants of systemic risk for BRICs banks. (2014). Qin, X. ; Zhu, X..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:4:p:261-264.

    Full description at Econpapers || Download paper

68. Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Oanea, Dumitru-Cristian ; Anghelache, Gabriela .
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:06:y:2014:i:2:p:069-080.

    Full description at Econpapers || Download paper

69. Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-17.

    Full description at Econpapers || Download paper

70. The Great Cross-Border Bank Deleveraging; Supply Constraints and Intra-Group Frictions. (2014). Claessens, Stijn ; Cerutti, Eugenio.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/180.

    Full description at Econpapers || Download paper

71. Austria; Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing the Banking Sector. (2014). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2014/016.

    Full description at Econpapers || Download paper

72. Granular institutional investors and global market interdependence. (2014). Jinjarak, Yothin ; Zheng, Huanhuan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:46:y:2014:i:c:p:61-81.

    Full description at Econpapers || Download paper

73. Bank risk within and across equilibria. (2014). Agur, Itai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

    Full description at Econpapers || Download paper

74. Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Gnabo, Jean-Yves ; Guilmin, Gregory ; Bernal, Oscar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287.

    Full description at Econpapers || Download paper

75. Measuring and testing for the systemically important financial institutions. (2014). Castro Iragorri, Carlos ; Ferrari, Stijn .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

    Full description at Econpapers || Download paper

76. Interest rate risk propagation: Evidence from the credit crunch. (2014). Chou, Ray ; Yang, Hsin-Feng ; Liu, Chih-Liang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264.

    Full description at Econpapers || Download paper

77. Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:442.

    Full description at Econpapers || Download paper

78. SYSTEMIC RISK CAUSED BY ROMANIAN FINANCIAL INTERMEDIARIES DURING FINANCIAL CRISIS: A COVAR APPROACH. (2014). Anghelache, Gabriela-Victoria ; Oanea, Dumitru-Cristian .
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2014:d:14:oanead.

    Full description at Econpapers || Download paper

79. Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach. (2013). Liu, Xiaochun.
    In: MPRA Paper.
    RePEc:pra:mprapa:55801.

    Full description at Econpapers || Download paper

80. Systemic Risk Monitoring (SysMo) Toolkit—A User Guide. (2013). Morsy, Hanan ; Valderrama, Laura ; Severo, Tiago ; Otani, Akira ; Mitra, Srobona ; Blancher, Nicolas R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/168.

    Full description at Econpapers || Download paper

81. On downside risk predictability through liquidity and trading activity: A dynamic quantile approach. (2013). Rubia, Antonio ; Sanchis-Marco, Lidia .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:202-219.

    Full description at Econpapers || Download paper

82. Systemic Risk Allocation for Systems with A Small Number of Banks. (2013). Zhou, Chen ; Qin, Xiao.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:378.

    Full description at Econpapers || Download paper

83. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele .
    In: BIS Working Papers.
    RePEc:bis:biswps:406.

    Full description at Econpapers || Download paper

84. Measuring systemic funding liquidity risk in the Russian banking system. (2012). .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2012_012.

    Full description at Econpapers || Download paper

85. Dealing with dealers: sovereign CDS comovements. (). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel.
    In: Working Papers.
    RePEc:bde:wpaper:1723.

    Full description at Econpapers || Download paper

1. Acharya, V., and Merrouche O., 2010, âPrecautionary Hoarding of Liquidity and InterBank Markets: Evidence from the Sub-prime Crisis,â NBER Working Paper 16395.

2. Acharya, V.V., Pedersen, L.H., Philippon, T. and Richardson, M., 2010, âMeasuring Systemic Risk,â Federal Reserve Bank of Cleveland, Working Paper 10-02.
   Paper not yet in RePEc: Add citation now
   

3. Adrian, T. and Shin, H.S., 2010, âLiquidity and Leverage,â Journal of Financial Intermediation, Vol. 19 (3), pp. 418â437.

4. Allen, F., Babus, A., and Carletti, E., 2010, âFinancial Connections and Systemic Risk,â mimeo, Wharton.

5. Billio, M., Getmansky, M., Lo, A. and Pelizzon, L., 2010, âMeasuring Systemic Risk in the Finance and Insurance Sectors,â Working Paper, MIT.
   Paper not yet in RePEc: Add citation now
   
6. Brownlees, C. T. and Engle, R.F., 2011, âVolatility, Correlation and Tails for Systemic Risk Measurementâ Working Paper, New York University.
   Paper not yet in RePEc: Add citation now
   
7. Brunnermeier, Markus, 2009, âDeciphering the Liquidity and Credit Crunch 2007â08,â Journal of Economic Perspectives, Vol. 23(1), pp. 77â100.
   Paper not yet in RePEc: Add citation now
   
8. Cao, Z., 2010, âShapley value and CoVaR,â Bank of France Working Paper.
   Paper not yet in RePEc: Add citation now
   

9. Chernozhukov, V., 2005, âExtremal Quantile Regression,â The Annals of Statistics, Vol. 33(2), pp. 806â839.

10. Cont, R., Moussa, A., and Minca, A., 2009, âToo interconnected to fail: Contagion and Systemic Risk in Financial Networks,â Mimeo Columbia University.
    Paper not yet in RePEc: Add citation now
    

11. De Nicolo, G. and Lucchetta, M., 2010, âSystemic Risk and the Macroeconomy,â IMF Working Paper 10/29 (Washington: International Monetary Fund).

12. Girardi, G. and Ergun, A.T., 2011, âSystemic Risk Measurement: Multivariate GARCH Estimation of CoVaR,â Working Paper available at SSRN: http://ssrn.com/abstract=1783958.
    Paper not yet in RePEc: Add citation now
    
13. Goodhart, C. and Segoviano; M., 2008, âBanking Stability Measures,â IMF Working Paper 09/4 (Washington: International Monetary Fund).
    Paper not yet in RePEc: Add citation now
    

14. Gray, D. and Jobst, A.A., 2009, âTail Dependence Measures of Systemic Risk Using Equity Options Data Implications for Financial Stability, forthcoming Working Paper, International Monetary Fund (IMF), Washington, D.C. Huang, X., Zhou, H. and Zhu, H., 2009, âA Framework for Assessing the Systemic Risk of Major Financial Institutions,â Journal of Banking and Finance, Vol. 33, pp. 2036â2049.

15. Huang, R. and Ratnovski, L., 2011, âThe Dark Side of Bank Wholesale Funding,â Journal of Financial Intermediation, Vol. 20(2), pp. 248â263.

16. International Monetary Fund, IMF, 2010, âGlobal Financial Stability Report, World Economic and Financial Surveys,â Washington: International Monetary Fund.
    Paper not yet in RePEc: Add citation now
    

17. King, M. R., 2009, âTime to Buy or Just Buying Time? The Market Reaction to Bank Rescue Packages,â BIS Working Papers 288, Bank for International Settlements.

18. Kritzman, M., Yuanzhen, L., Sebastien, P. and Rigobon, R., 2010, âPrincipal Components as a Measure of Systemic Risk,â Revere Street Working Paper.
    Paper not yet in RePEc: Add citation now
    

19. LÃpez-Espinosa, G., Moreno A., Rubia A and Valderrama L., 2011, âSystemic Risk and Asymmetric Responses in the Financial Industry,â mimeo, Center of Banking Studies, University of Navarra.

20. Lehar, A., 2005, âMeasuring Systemic Risk: A Risk Management Approach,â Journal of Banking and Finance, Vol. 29, pp. 2577â2603.

21. MartÃnez-Jaramillo, S., Perez, O., Avila, F. and Lopez, F., 2010, âSystemic Risk, Financial Contagion and Financial Fragility,â Journal of Economics Dynamics and Control, Vol. 34, pp. 2358â2374.

22. Perotti, E., SuÃrez, J., 2011, âA Pigovian Approach to Liquidity Regulationâ, CEMFI Working Paper.
    Paper not yet in RePEc: Add citation now
    

23. Pesaran, M. H., Pick, A. and Timmermann, A., 2011, âVariable Selection, Estimation and Inference for Multi-Period Forecasting Problems,â Journal of Econometrics, Vol. 164(1), pp. 173â187.

24. Ratnovski, L., 2009, âBank Liquidity Regulation and the Lender of Last Resort,â Journal of Financial Intermediation, Vol. 18(4), pp. 541â58.

25. Roengiptya, R. and Rungcharoenkitkul, P., 2011, âMeasuring Systemic Risk and Financial Linkages in the Thai Banking System,â Bank of Thailand Discussion Paper 02/2010.

26. Tarashev, N., Borio, C. and Tsatsaronis, K., 2009, âThe Systemic Importance of Financial Institutions,â BIS Quarterly Review- September, pp. 75â87 Van Oordt, M. and Zhou, C., 2010, âSystematic Risk under Adverse Market Conditions,â Working Paper De Nederlandsche Bank.

27. Walter, S., 2011, Basel III: Stronger Banks and More Resilient Financial System, Conference on Basel III, Financial Stability Institute, April 6, 2011.
    Paper not yet in RePEc: Add citation now
    

28. Zhou, C., 2010, âAre Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions,â International Journal of Central Banking, Vol. 6 (4), pp. 205â250.

1. .

   Full description at Econpapers || Download paper

2. .

   Full description at Econpapers || Download paper

3. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
   In: Post-Print.
   RePEc:hal:journl:halshs-03046219.

   Full description at Econpapers || Download paper

4. Network risk and key players: a structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:106280.

   Full description at Econpapers || Download paper

5. Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

   Full description at Econpapers || Download paper

6. Local banks and the effects of oil price shocks. (2021). Wang, Teng.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000273.

   Full description at Econpapers || Download paper

7. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301145.

   Full description at Econpapers || Download paper

8. Branching Networks and Geographic Contagion of Commodity Price Shocks. (2020). Wang, Teng.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2020-34.

   Full description at Econpapers || Download paper

9. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2018/05.

   Full description at Econpapers || Download paper

10. Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2b7q60gmqo82aqr0p34bieidke.

    Full description at Econpapers || Download paper

11. Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Battiston, Stefano ; Barucca, Paolo ; Napoletano, Mauro ; Luu, Duc Thi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03607817.

    Full description at Econpapers || Download paper

12. Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects. (2018). Napoletano, Mauro ; battiston, stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2018-05.

    Full description at Econpapers || Download paper

13. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
    In: Papers.
    RePEc:arx:papers:1802.02127.

    Full description at Econpapers || Download paper

14. Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment. (2017). Ismail, Abdul Ghafar ; Zulkhibri, Muhamed.
    In: Policy Papers.
    RePEc:ris:irtipp:2017_006.

    Full description at Econpapers || Download paper

15. A Price-Differentiation Model of the Interbank Market and Its Application to a Financial Crisis. (2017). Kim, Kyungmin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-65.

    Full description at Econpapers || Download paper

16. The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

    Full description at Econpapers || Download paper

17. The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1118_17.

    Full description at Econpapers || Download paper

18. Networks and lending conditions: Empirical evidence from the Swiss franc money markets. (2016). Schumacher, Silvio.
    In: Working Papers.
    RePEc:snb:snbwpa:2016-12.

    Full description at Econpapers || Download paper

19. Capital Buffer, Credit Risk and Liquidity Behaviour: Evidence for GCC Banks. (2016). Ghosh, Saibal.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:58:y:2016:i:4:d:10.1057_s41294-016-0005-1.

    Full description at Econpapers || Download paper

20. Systemic risk and heterogeneous leverage in banking networks. (2016). SaltoÄŸlu, Burak ; Kuzubas, Tolga ; Saltolu, Burak ; Sever, Can .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:358-375.

    Full description at Econpapers || Download paper

21. Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

    Full description at Econpapers || Download paper

22. Capital and contagion in financial networks. (2015). Pierobon, F ; Battiston, S ; Infante, L ; di Iasio, G.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:39-11.

    Full description at Econpapers || Download paper

23. Systemic Liquidity Crisis with Dynamic Haircuts. (2014). SEVER, CAN.
    In: MPRA Paper.
    RePEc:pra:mprapa:55602.

    Full description at Econpapers || Download paper

24. Bank Funding Costs for International Banks. (2014). Spaltro, Marco ; Babihuga, Rita.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/071.

    Full description at Econpapers || Download paper

25. Fund Management And the Liquidity of The Bank. (2014). Iskandar, Dudy ; Ginting, Ramlan ; Wuryandani, Gantiah ; Sitompul, Zulkarnain.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:16:y:2014:i:3h:p:231-258.

    Full description at Econpapers || Download paper

26. Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp734.

    Full description at Econpapers || Download paper

27. Implications of financialisation for sustainability. (2014). Ticci, Elisa ; Gabbi, Giampaolo.
    In: Working papers.
    RePEc:fes:wpaper:wpaper47.

    Full description at Econpapers || Download paper

28. Network risk and key players: a structural analysis of interbank liquidity. (2014). Yuan, Kathy ; Yepremyan, Liana ; Julliard, Christian ; Denbee, Edward.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119028.

    Full description at Econpapers || Download paper

29. Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation. (2014). SEVER, CAN ; SaltoÄŸlu, Burak ; Kuzubas, Tolga ; Saltoglu, Burak .
    In: Working Papers.
    RePEc:bou:wpaper:2014/01.

    Full description at Econpapers || Download paper

30. Implications of the liquidity crisis in the Baltic-Nordic region. (2014). Karilaid, Ivo ; Tõnn Talpsepp, ; Vaarmets, Tarvo .
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:14:y:2014:i:1-2:p:35-54.

    Full description at Econpapers || Download paper

31. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:52141.

    Full description at Econpapers || Download paper

32. Repo Market – A Tool to Manage Liquidity in Financial Institutions. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51590.

    Full description at Econpapers || Download paper

33. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data. (2013). Skeie, David ; Kovner, Anna.
    In: Staff Reports.
    RePEc:fip:fednsr:629.

    Full description at Econpapers || Download paper

34. Bank liquidity hoarding and the financial crisis: an empirical evaluation. (2013). Berrospide, Jose .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-03.

    Full description at Econpapers || Download paper

35. Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system. (2013). Affinito, Massimiliano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131607.

    Full description at Econpapers || Download paper

36. Determinants of the rate of the Dutch unsecured overnight money market. (2013). Heuver, Richard ; Heijmans, Ronald ; Hernandez, Lola.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:374.

    Full description at Econpapers || Download paper

37. Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system. (2013). Affinito, Massimiliano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_928_13.

    Full description at Econpapers || Download paper

38. Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0212.

    Full description at Econpapers || Download paper

39. Systemic banks and the lender of last resort. (2012). PONCE, Jorge ; Rennert, Marc .
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:1812.

    Full description at Econpapers || Download paper

40. Strategic Complementarity, Fragility, and Regulation. (2012). Vives, Xavier.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:789.

    Full description at Econpapers || Download paper

41. Short-Term Wholesale Funding and Systemic Risk; A Global Covar Approach. (2012). International Monetary Fund, .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/046.

    Full description at Econpapers || Download paper

42. Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

    Full description at Econpapers || Download paper

43. Market microstructure, banks behaviour and interbank spreads. (2012). Iori, Giulia ; Germano, Guido ; Gabbi, Giampaolo ; Hatzopoulos, V. ; Politi, M..
    In: Working Papers.
    RePEc:cty:dpaper:12/06.

    Full description at Econpapers || Download paper

44. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110040.

    Full description at Econpapers || Download paper

45. Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt .
    In: Working Papers.
    RePEc:snb:snbwpa:2011-14.

    Full description at Econpapers || Download paper

46. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:4:a:1.

    Full description at Econpapers || Download paper

47. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8271.

    Full description at Econpapers || Download paper

48. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Allen, Jason ; Hortasu, Ali.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-17.

    Full description at Econpapers || Download paper

49. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

    Full description at Econpapers || Download paper

Report date: 2024-11-04 18:38:40 || Create a citation alert || Missing content? Let us know