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Systemic Risk in Europe. (). Jondeau, Eric ; Engle, Robert ; Rockinger, Michael.
In: Swiss Finance Institute Research Paper Series.
RePEc:chf:rpseri:rp1245.

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  1. Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

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  2. Tracking Variation in Systemic Risk at US Banks During 1974-2013. (2015). Laeven, Luc ; Kane, Edward ; Hovakimian, Armen.
    In: Working Papers Series.
    RePEc:thk:wpaper:16.

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  3. Determinants of systemically important banks: the case of Europe. (2015). Kleinow, Jacob ; Nell, Tobias .
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:7:y:2015:i:4:p:446-476.

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  4. Which are the SIFIs? A Component Expected Shortfall approach to systemic risk. (2015). Dumitrescu, Elena Ivona ; BANULESCU-RADU, Denisa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:575-588.

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  5. Forecasting systemic impact in financial networks. (2014). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:781-794.

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  6. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2014). Pierret, Diane ; Engle, Robert ; Acharya, Viral V.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9800.

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  7. What is the information content of the SRISK measure as a supervisory tool?. (2014). Visnovsky, F. ; Tavolaro, S..
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:10.

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  8. Systemic Risk in Europe. (2013). Jondeau, Eric ; Rockinger, Michael.
    In: Global Credit Review (GCR).
    RePEc:wsi:gcrxxx:v:03:y:2013:i:01:n:s2010493613500013.

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  9. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2013). Pierret, Diane ; Engle, Robert ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18968.

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  10. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
    In: Working Papers.
    RePEc:ies:wpaper:e201319.

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  11. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00746272.

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  12. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

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  13. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2013). Pierret, Diane ; Engle, Robert ; Acharya, Viral V.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9431.

    Full description at Econpapers || Download paper

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