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Unravelling Systemic Risk Dynamics amid Financial Asset Bubbles in Times of Enhanced Volatilit

Author

Listed:
  • Alexandru Tugui

    (Alexandru Ioan Cuza University of Ia?i, Romania)

  • Lucia Morosan-Danila

    (Stefan cel Mare University of Suceava, Romania)

  • Claudia-Elena Grigoras-Ichim

    (Stefan cel Mare University of Suceava, Romania)

  • Dumitru Filipeanu

    (Gheorghe Asachi Technical University of Ia?i, Romania)

  • Radu Lupu

    (Bucharest University of Economic Studies, Romania and Institute)

  • Adrian Cantemir Calin

    (Bucharest University of Economic Studies, Romania and Institute)

  • Dan Gabriel Dumitrescu

    (Bucharest University of Economic Studies, Romania)

  • Oana-Cristina Popovici

    (Bucharest University of Economic Studies, Romania and Institute)

  • Adnan Khurshid

    (Zhejiang Normal University, Jinhua, China)

Abstract

No abstract is available for this item.

Suggested Citation

  • Alexandru Tugui & Lucia Morosan-Danila & Claudia-Elena Grigoras-Ichim & Dumitru Filipeanu & Radu Lupu & Adrian Cantemir Calin & Dan Gabriel Dumitrescu & Oana-Cristina Popovici & Adnan Khurshid, 2026. "Unravelling Systemic Risk Dynamics amid Financial Asset Bubbles in Times of Enhanced Volatilit," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 28(71), pages 328-328, February.
    • Handle: RePEc:aes:amfeco:v:28:y:2026:i:71:p:328
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    File URL: http://www.amfiteatrueconomic.ro/temp/Article_3503.pdf
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    References listed on IDEAS

    as
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    2. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
    3. Chen, Shyh-Wei & Xie, Zixiong, 2017. "Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence," International Review of Economics & Finance, Elsevier, vol. 52(C), pages 188-209.
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    5. Lei Chen & Hui Li & Frank Hong Liu & Yue Zhou, 2021. "Bank regulation and systemic risk: cross country evidence," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 353-387, July.
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    7. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022. "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, vol. 110(C).
    8. Markus Brunnermeier & Simon Rother & Isabel Schnabel & Itay Goldstein, 2020. "Asset Price Bubbles and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 33(9), pages 4272-4317.
    9. Chen, Qihao & Huang, Zhuo & Liang, Fang, 2023. "Measuring systemic risk with high-frequency data: A realized GARCH approach," Finance Research Letters, Elsevier, vol. 54(C).
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    12. Calabrese, Raffaella & Osmetti, Silvia Angela, 2019. "A new approach to measure systemic risk: A bivariate copula model for dependent censored data," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1053-1064.
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    More about this item

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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