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RETRACTED ARTICLE: The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: Editor’s Note - This paper has been retracted from our journal due to bogus claims of authorship. The editors' decision is based on the evidences provided by the editorial board of the International Journal of Finance and Economics. The Statement of Retraction, together with the full text of the retracted paper, can be accessed here http://ejes.uaic.ro/articles/EJES2020_1101_DER.pdf

Author

Listed:
  • Abdelkader DERBALI

    (Taibah University, Medinah, Saudi Arabia)

  • Ali LAMOUCHI

    (Qassim University, Buraidah, Saudi Arabia)

Abstract

No abstract is available for this item.

Suggested Citation

  • Abdelkader DERBALI & Ali LAMOUCHI, 2020. "RETRACTED ARTICLE: The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: Editor’s Note - This paper has been retracted from our journal due to bogu," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 11, pages 87-122, June.
    • Handle: RePEc:jes:journl:y:2020:v:11:p:87-122
    as

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    File URL: http://ejes.uaic.ro/articles/EJES2020_1101_DER.pdf
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    References listed on IDEAS

    as
    1. Abdelkader Derbali & Slaheddine Hallara & Aida Sy, 2015. "Systemic risk of the Greek financial institutions: application of the SRISK model," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 4(1), pages 7-28.
    2. Markus K. Brunnermeier & Yuliy Sannikov, 2014. "A Macroeconomic Model with a Financial Sector," American Economic Review, American Economic Association, vol. 104(2), pages 379-421, February.
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    6. Abdelkader Derbali & Slaheddine Hallara & Aida Sy, 2016. "Athen's game of chicken or the conditional dependence between the Greek banks," International Journal of Economics and Accounting, Inderscience Enterprises Ltd, vol. 7(1), pages 1-26.
    7. Jeremy Bulow & Paul Klemperer, 2013. "Market-Based Bank Capital Regulation," Economics Papers 2013-W12, Economics Group, Nuffield College, University of Oxford.
    8. Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015. "Tracking Banks’ Systemic Importance Before and After the Crisis," International Finance, Wiley Blackwell, vol. 18(2), pages 157-186, June.
    9. Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2016. "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 795-812, June.
    10. Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012. "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
    11. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
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    14. Abdelkader Derbali, 2017. "Systemic risk ranking of US financial institutions," International Journal of Management and Network Economics, Inderscience Enterprises Ltd, vol. 4(1), pages 1-41.
    15. Annalisa Di Clemente, 2018. "Estimating the Marginal Contribution to Systemic Risk by A CoVaR†model Based on Copula Functions and Extreme Value Theory," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(1), pages 69-112, February.
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    20. Abdelkader Derbali, 2017. "Systemic Risk in the Chinese Financial System: Measuring and Ranking," Chinese Economy, Taylor & Francis Journals, vol. 50(1), pages 34-58, January.
    21. Paola Bongini & Laura Nieri, 2014. "Identifying and Regulating Systemically Important Financial Institutions," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 39-62, February.
    22. Derbali, Abdelkader & Hallara, Slaheddine, 2016. "Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall," Research in International Business and Finance, Elsevier, vol. 37(C), pages 113-134.
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