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John Sedunov III

Personal Details

First Name:John
Middle Name:
Last Name:Sedunov
Suffix:III
RePEc Short-ID:pse439
http://www.homepage.villanova.edu/john.sedunov/

Affiliation

Department of Finance
School of Business
Villanova University

Villanova, Pennsylvania (United States)
http://www1.villanova.edu/villanova/business/departments/finance.html

(610)-519-7395


RePEc:edi:dfvilus (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2016. "The Granular Nature of Large Institutional Investors," NBER Working Papers 22247, National Bureau of Economic Research, Inc.
  2. Allen N. Berger & Raluca Roman & John Sedunov, 2016. "Do bank bailouts reduce or increase systemic risk? the effects of TARP on financial system stability," Research Working Paper RWP 16-8, Federal Reserve Bank of Kansas City.

Articles

  1. Gine, Mireia & Moussawi, Rabih & Sedunov, John, 2017. "Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 185-202.
  2. John Sedunov, 2017. "Does Bank Technology Affect Small Business Lending Decisions?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(1), pages 5-32, March.
  3. Berger, Allen N. & Sedunov, John, 2017. "Bank liquidity creation and real economic output," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 1-19.
  4. Pagano, Michael S. & Sedunov, John, 2016. "A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt," Journal of Financial Stability, Elsevier, vol. 23(C), pages 62-78.
  5. Sedunov, John, 2016. "What is the systemic risk exposure of financial institutions?," Journal of Financial Stability, Elsevier, vol. 24(C), pages 71-87.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2016. "The Granular Nature of Large Institutional Investors," NBER Working Papers 22247, National Bureau of Economic Research, Inc.

    Cited by:

    1. Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018. "Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock," NBER Working Papers 25310, National Bureau of Economic Research, Inc.
    2. Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers 14890, C.E.P.R. Discussion Papers.
    3. Crane, Alan D. & Koch, Andrew & Michenaud, Sébastien, 2019. "Institutional investor cliques and governance," Journal of Financial Economics, Elsevier, vol. 133(1), pages 175-197.
    4. Engljähringer, Hannah Katharina & Stracca, Livio, 2020. "Firm-specific shocks and contagion: are banks special?," Working Paper Series 2481, European Central Bank.
    5. Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017. "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers 17-07, Office of Financial Research, US Department of the Treasury.
    6. Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," NBER Working Papers 22829, National Bureau of Economic Research, Inc.
    7. Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020. "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers 26608, National Bureau of Economic Research, Inc.
    8. Ramelli, Stefano & Wagner, Alexander F & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," CEPR Discussion Papers 13206, C.E.P.R. Discussion Papers.
    9. Steven Chong Xiao, 2020. "Do Noisy Stock Prices Impede Real Efficiency?," Management Science, INFORMS, vol. 66(12), pages 5990-6014, December.
    10. Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua, 2020. "Prime (information) brokerage," Journal of Financial Economics, Elsevier, vol. 137(2), pages 371-391.
    11. Sergey Chernenko & Adi Sunderam, 2018. "Do Fire Sales Create Externalities?," NBER Working Papers 25104, National Bureau of Economic Research, Inc.
    12. Abramova, Inna & Core, John & Sutherland, Andrew, 2019. "Institutional Investor Attention and Firm Disclosure," MPRA Paper 93665, University Library of Munich, Germany.
    13. Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019. "Corporate Debt, Firm Size and Financial Fragility in Emerging Markets," NBER Working Papers 25459, National Bureau of Economic Research, Inc.
    14. Lysle Boller & Fiona Scott Morton, 2020. "Testing the Theory of Common Stock Ownership," NBER Working Papers 27515, National Bureau of Economic Research, Inc.
    15. Matthew Backus & Christopher Conlon & Michael Sinkinson, 2019. "Common Ownership in America: 1980-2017," NBER Working Papers 25454, National Bureau of Economic Research, Inc.
    16. Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017. "Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds," Finance and Economics Discussion Series 2017-121, Board of Governors of the Federal Reserve System (U.S.).

  2. Allen N. Berger & Raluca Roman & John Sedunov, 2016. "Do bank bailouts reduce or increase systemic risk? the effects of TARP on financial system stability," Research Working Paper RWP 16-8, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Dung V. Tran & M. Kabir Hassan & Isabelle Girerd‐Potin & Pascal Louvet, 2020. "Activity Strategies, Agency Problems, And Bank Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 575-613, August.
    2. Florentina Melnic, 2017. "The Financial Crisis Response. Comparative Analysis Between European Union And Usa," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 129-155, June.
    3. Mascia, Danilo V. & Rossi, Stefania P.S., 2017. "Is there a gender effect on the cost of bank financing?," Journal of Financial Stability, Elsevier, vol. 31(C), pages 136-153.
    4. Tito Cordella & Giovanni Dell’Ariccia & Robert Marquez, 2018. "Government Guarantees, Transparency, and Bank Risk Taking," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(1), pages 116-143, March.
    5. Ozlem Akin & Nicholas S. Coleman & Christian Fons-Rosen & José-Luis Peydró, 2016. "Political connections: Evidence from insider trading around TARP," Economics Working Papers 1542, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2018.
    6. P. Giannoccolo & J. M. Mansilla-Fernández, 2017. "Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector," Working Papers wp1113, Dipartimento Scienze Economiche, Universita' di Bologna.
    7. Jamshed Iqbal & Sami Vähämaa, 2019. "Managerial risk-taking incentives and the systemic risk of financial institutions," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 1229-1258, November.
    8. Pierpaolo GIANNOCCOLO & José Manuel MANSILLA-FERNÁNDEZ, 2017. "Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector," Departmental Working Papers 2017-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    9. Akin, Ozlem & Coleman, Nicholas & Fons-Rosen, Christian & Peydró, José-Luis, 2019. "Political connections and informed trading: Evidence from TARP," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics.

Articles

  1. Gine, Mireia & Moussawi, Rabih & Sedunov, John, 2017. "Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 185-202.

    Cited by:

    1. Hideaki Sakawa & Naoki Watanabel, 2020. "Institutional Ownership and Firm Performance under Stakeholder-Oriented Corporate Governance," Sustainability, MDPI, Open Access Journal, vol. 12(3), pages 1-1, January.

  2. John Sedunov, 2017. "Does Bank Technology Affect Small Business Lending Decisions?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(1), pages 5-32, March.

    Cited by:

    1. Yu, Ming-Miin & Lin, Chung-I & Chen, Kuan-Chen & Chen, Li-Hsueh, 2021. "Measuring Taiwanese bank performance: A two-system dynamic network data envelopment analysis approach," Omega, Elsevier, vol. 98(C).

  3. Berger, Allen N. & Sedunov, John, 2017. "Bank liquidity creation and real economic output," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 1-19.

    Cited by:

    1. Ghassan, Hassan B., 2017. "New alternative measuring financial stability," MPRA Paper 80508, University Library of Munich, Germany.
    2. Sedunov, John, 2020. "Small banks and consumer satisfaction," Journal of Corporate Finance, Elsevier, vol. 60(C).
    3. Davydov, Denis & Fungáčová, Zuzana & Weill, Laurent, 2018. "Cyclicality of bank liquidity creation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 81-93.
    4. Supriya Kapoor & Oana Peia, 2020. "The Impact of Quantitative Easing on Liquidity Creation," Working Papers 202009, School of Economics, University College Dublin.
    5. Gao, Bo & Li, Junjiang & Shi, Benye & Wang, Xiaojuan, 2020. "Internal conflict and Bank liquidity creation: Evidence from the belt and Road initiative," Research in International Business and Finance, Elsevier, vol. 53(C).
    6. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
    7. Tran, Dung Viet, 2020. "Bank business models and liquidity creation," Research in International Business and Finance, Elsevier, vol. 53(C).
    8. Emmanuel Carré & Guillaume l'Oeillet, 2017. "Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche," Post-Print halshs-01683732, HAL.
    9. Berger, Allen N. & Bouwman, Christa H.S., 2017. "Bank liquidity creation, monetary policy, and financial crises," Journal of Financial Stability, Elsevier, vol. 30(C), pages 139-155.
    10. Liangliang Jiang & Ross Levine & Chen Lin, 2016. "Competition and Bank Liquidity Creation," NBER Working Papers 22195, National Bureau of Economic Research, Inc.
    11. Holod, Dmytro & Torna, Gökhan, 2018. "Do community banks contribute to international trade? Evidence from U.S. Data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 185-204.
    12. Driouchi, Tarik & So, Raymond H.Y. & Trigeorgis, Lenos, 2020. "Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail," Journal of Corporate Finance, Elsevier, vol. 62(C).
    13. Andre Silva, 2019. "Strategic Liquidity Mismatch and Financial Sector Stability," Finance and Economics Discussion Series 2019-082, Board of Governors of the Federal Reserve System (U.S.).
    14. Ameha Tefera Tessema & Jan Walters Kruger, 2017. "An Improvement on An Interest Rate Commission Agent Banking System Model (AIRCABS Model)," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 685-705.
    15. Christina Nicolas & Tammuz H. Alraheb & Amine Tarazi, 2017. "Institutional Environment and Bank Capital Ratios," Working Papers 1147, Economic Research Forum, revised 10 2003.
    16. V. Legroux & I. Rahmouni-Rousseau & U. Szczerbowicz & N. Valla, 2018. "Stabilising virtues of central banks: (re)matching bank liquidity," Working papers 667, Banque de France.
    17. Zheng, Chen & (Wai Kong) Cheung, Adrian & Cronje, Tom, 2019. "The moderating role of capital on the relationship between bank liquidity creation and failure risk," Journal of Banking & Finance, Elsevier, vol. 108(C).
    18. Sadeghi , Somaye, 2019. "Corporate Governance and Liquidity Creation: Evidence from Iranian Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 14(4), pages 441-452, October.
    19. Dang, Van Dan, 2020. "Do non-traditional banking activities reduce bank liquidity creation? Evidence from Vietnam," Research in International Business and Finance, Elsevier, vol. 54(C).
    20. Nguyen, Thach Vu Hong & Ahmed, Shamim & Chevapatrakul, Thanaset & Onali, Enrico, 2020. "Do stress tests affect bank liquidity creation?," Journal of Corporate Finance, Elsevier, vol. 64(C).
    21. Nacera Yeddou & Marc Pourroy, 2020. "Bank liquidity creation: does ownership structure matter?," Post-Print hal-02452616, HAL.
    22. Emmanuel Carré & Guillaume l'Oeillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Post-Print halshs-01746069, HAL.
    23. Yasmeen Akhtar & Ghulam Mujtaba Kayani & Tahir Yousaf, 2019. "The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(3), pages 1-1, September.
    24. Maoyong Zheng & Cesar L. Escalante & Carmina E. Taylor, 2020. "Did Aggressive Business Growth Strategies Lead to Bank Failures? Lessons from the Late 2000s Great Recession," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-7.
    25. Annika Gnann & Sahika Kaya, 2019. "Assessment of Liquidity Creation in the Canadian Banking System," Staff Analytical Notes 2019-30, Bank of Canada.
    26. Muhammad Farhan Basheer & Mohamad Helmi Hidthiir & Waeibrorheem Waemustafa, 2019. "Impact of Bank Regulatory Change and Bank Specific Factors Upon Off-Balance-Sheet Activities Across Commercial Banks in South Asia," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(4), pages 419-431, April.
    27. de Bandt Olivier & Lecarpentier Sandrine & Pouvelle Cyril, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements," Working papers 782, Banque de France.
    28. Allen N. Berger & Raluca Roman, 2015. "Did saving Wall Street really save Main Street : the real effects of TARP on local economic conditions," Research Working Paper RWP 15-13, Federal Reserve Bank of Kansas City.
    29. Sinha, Pankaj & Grover, Naina, 2019. "Estimation of liquidity created by banks in India," MPRA Paper 92563, University Library of Munich, Germany.
    30. Barbara Casu & Filippo Pietro & Antonio Trujillo-Ponce, 2019. "Liquidity Creation and Bank Capital," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(3), pages 307-340, December.
    31. Huang, Shu-Chun & Chen, Wei-Da & Chen, Yehning, 2018. "Bank liquidity creation and CEO optimism," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 101-117.

  4. Pagano, Michael S. & Sedunov, John, 2016. "A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt," Journal of Financial Stability, Elsevier, vol. 23(C), pages 62-78.

    Cited by:

    1. Simone Varotto & Lei Zhao, 2014. "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance icma-dp2014-17, Henley Business School, Reading University.
    2. Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2013. "Banks and sovereign risk: A granular view," Discussion Papers 29/2013, Deutsche Bundesbank.
    3. Ohsung Kwon & Sung-guan Yun & Seung Hun Han & Yang Hon Chung & Duk Hee Lee, 2018. "Network Topology and Systemically Important Firms in the Interfirm Credit Network," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 847-864, April.
    4. Andrieş, Alin Marius & Nistor, Simona & Sprincean, Nicu, 2020. "The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe," Research in International Business and Finance, Elsevier, vol. 51(C).
    5. Junye Li & Gabriele Zinna, 2018. "How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1225-1269, September.
    6. Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018. "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, vol. 24(C), pages 137-144.
    7. Popescu, Alexandra & Turcu, Camelia, 2017. "Sovereign debt and systemic risk in the eurozone," Economic Modelling, Elsevier, vol. 67(C), pages 275-284.
    8. Ferri, Giovanni & Pesic, Valerio, 2017. "Bank regulatory arbitrage via risk weighted assets dispersion," Journal of Financial Stability, Elsevier, vol. 33(C), pages 331-345.
    9. Li Liu & Yumin Liu & Jong-Min Kim, 2019. "Sustainable Visual Analysis for Bank Non-Performing Loans and Government Debt Distress," Sustainability, MDPI, Open Access Journal, vol. 12(1), pages 1-1, December.
    10. Nicola Borri & Giorgio Di Giorgio, 2020. "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF 2005, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    11. Brůha, Jan & Kočenda, Evžen, 2018. "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
    12. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  5. Sedunov, John, 2016. "What is the systemic risk exposure of financial institutions?," Journal of Financial Stability, Elsevier, vol. 24(C), pages 71-87.

    Cited by:

    1. Goel, Sanjay & Cagle, Seth & Shawky, Hany, 2017. "How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide," Journal of Financial Stability, Elsevier, vol. 33(C), pages 120-132.
    2. Morelli, David & Vioto, Davide, 2020. "Assessing the contribution of China’s financial sectors to systemic risk," Journal of Financial Stability, Elsevier, vol. 50(C).
    3. Qin, Xiao & Zhou, Chunyang, 2019. "Financial structure and determinants of systemic risk contribution," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    4. Berger, Allen N. & Roman, Raluca A. & Sedunov, John, 2020. "Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability," Journal of Financial Intermediation, Elsevier, vol. 43(C).
    5. Simone Varotto & Lei Zhao, 2014. "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance icma-dp2014-17, Henley Business School, Reading University.
    6. Pejman Abedifar & Paolo Giudici & Shatha Hashem, 2017. "Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems," DEM Working Papers Series 134, University of Pavia, Department of Economics and Management.
    7. Hossein Dastkhan, 2019. "What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-31, March.
    8. Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019. "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
    9. Qi Zhang & Francesco Vallascas & Kevin Keasey & Charlie X. Cai, 2015. "Are Market‐Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(7), pages 1403-1442, October.
    10. Thi Thuy Van Vu & Dang Kham Tran, 2019. "Systemic Risk in Vietnam Stock Market," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(3), pages 339-352, March.
    11. Christina Bui, 2018. "Bank Regulation and Financial Stability," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2018.
    12. Díaz, Fernando & Ramírez, Gabriel G. & Liu, Liuling, 2018. "Corporate bond clawbacks as contingent capital for banks," Journal of Financial Stability, Elsevier, vol. 37(C), pages 11-24.
    13. Liu, Xiaochun, 2017. "Measuring systemic risk with regime switching in tails," Economic Modelling, Elsevier, vol. 67(C), pages 55-72.
    14. Wu, Fei & Zhang, Dayong & Zhang, Zhiwei, 2019. "Connectedness and risk spillovers in China’s stock market: A sectoral analysis," Economic Systems, Elsevier, vol. 43(3).
    15. Bui, Christina & Scheule, Harald & Wu, Eliza, 2017. "The value of bank capital buffers in maintaining financial system resilience," Journal of Financial Stability, Elsevier, vol. 33(C), pages 23-40.
    16. Allen N. Berger & Raluca Roman & John Sedunov, 2016. "Do bank bailouts reduce or increase systemic risk? the effects of TARP on financial system stability," Research Working Paper RWP 16-8, Federal Reserve Bank of Kansas City.
    17. Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.
    18. Libo Yin & Jing Nie & Liyan Han, 2020. "Intermediary asset pricing in commodity futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(11), pages 1711-1730, November.
    19. Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2019. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers hal-02292323, HAL.
    20. Sessi Tokpavi, 2013. "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers 2013-27, University of Paris Nanterre, EconomiX.
    21. Jianxu Liu & Quanrui Song & Yang Qi & Sanzidur Rahman & Songsak Sriboonchitta, 2020. "Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions," Sustainability, MDPI, Open Access Journal, vol. 12(10), pages 1-1, May.
    22. Pagano, Michael S. & Sedunov, John, 2016. "A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt," Journal of Financial Stability, Elsevier, vol. 23(C), pages 62-78.
    23. Van Cauwenberge, Annelies & Vancauteren, Mark & Braekers, Roel & Vandemaele, Sigrid, 2019. "International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands," Economic Modelling, Elsevier, vol. 81(C), pages 361-386.
    24. Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou, 2020. "Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach," Risk Management, Palgrave Macmillan, vol. 22(4), pages 310-337, December.
    25. Cai, Jian & Eidam, Frederik & Saunders, Anthony & Steffen, Sascha, 2018. "Syndication, interconnectedness, and systemic risk," Journal of Financial Stability, Elsevier, vol. 34(C), pages 105-120.
    26. Hmissi, Bochra & Bejaoui, Azza & Snoussi, Wafa, 2017. "On identifying the domestic systemically important banks: The case of Tunisia," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1343-1354.
    27. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
    28. Binghui Wu & Tingting Duan, 2019. "Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network," Complexity, Hindawi, vol. 2019, pages 1-12, June.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2016-10-09. Author is listed
  2. NEP-CBA: Central Banking (1) 2016-10-09. Author is listed
  3. NEP-GER: German Papers (1) 2015-08-30. Author is listed
  4. NEP-HME: Heterodox Microeconomics (1) 2016-07-30. Author is listed

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