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Systemic Risk 10 Years Later

Citations

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Cited by:

  1. Dinger, Valeriya & Grundke, Peter & Rohde, Kai, 2025. "On the risk commonality of US tech firms: Relevance and determinants," Technological Forecasting and Social Change, Elsevier, vol. 217(C).
  2. Weihuan Huang & Nifei Lin & L. Jeff Hong, 2024. "Monte Carlo Estimation of CoVaR," Operations Research, INFORMS, vol. 72(6), pages 2337-2357, November.
  3. Cowan, Arnold R. & Salotti, Valentina & Schenck, Natalya A., 2022. "The long-term impact of bank mergers on stock performance and default risk: The aftermath of the 2008 financial crisis✰," Finance Research Letters, Elsevier, vol. 48(C).
  4. Stolbov, Mikhail & Shchepeleva, Maria, 2020. "Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference," Research in International Business and Finance, Elsevier, vol. 52(C).
  5. Raisul Islam & Vladimir Volkov, 2022. "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, vol. 63(3), pages 1403-1455, September.
  6. Goldman, Elena, 2023. "Uncertainty in systemic risks rankings: Bayesian and frequentist analysis," Finance Research Letters, Elsevier, vol. 56(C).
  7. Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand, 2022. "Systemic risk and severe economic downturns: A targeted and sparse analysis," Journal of Banking & Finance, Elsevier, vol. 134(C).
  8. Daniel Dimitrov & Sweder van Wijnbergen, 2022. "Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector," Tinbergen Institute Discussion Papers 22-034/VI, Tinbergen Institute.
  9. Islam, Raisul & Volkov, Vladimir, 2020. "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers 2020-05, University of Tasmania, Tasmanian School of Business and Economics.
  10. Dimitrov, Daniel & van Wijnbergen, Sweder, 2023. "Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector," CEPR Discussion Papers 17992, Centre for Economic Policy Research.
  11. Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022. "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  12. Dimitrov, Daniel & van Wijnbergen, Sweder, 2023. "Macroprudential Regulation: A Risk Management Approach," CEPR Discussion Papers 17846, Centre for Economic Policy Research.
  13. Glück, Thorsten & Adams, Zeno, 2023. "Systemic Risk of Commodity Traders," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277600, Verein für Socialpolitik / German Economic Association.
  14. Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020. "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, vol. 85(C).
  15. Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024. "Estimating systemic risk for non-listed Euro-area banks," Journal of Financial Stability, Elsevier, vol. 75(C).
  16. Halili, Alba & Fenech, Jean-Pierre & Contessi, Silvio, 2021. "Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?," Finance Research Letters, Elsevier, vol. 42(C).
  17. Robert Jarrow & Philip Protter & Alejandra Quintos, 2024. "Computing the probability of a financial market failure: a new measure of systemic risk," Annals of Operations Research, Springer, vol. 336(1), pages 481-503, May.
  18. Haibo Wang, 2025. "Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries," Papers 2512.20515, arXiv.org, revised Apr 2026.
  19. Jin Li, 2023. "Analysis of Evolving Hazard Overflows and Construction of an Alert System in the Chinese Finance Industry Using Statistical Learning Methods," Mathematics, MDPI, vol. 11(15), pages 1-26, July.
  20. Tan, Yong & Walheer, Barnabé, 2024. "Stability and economic performances in the banking industry: The case of China," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 326-345.
  21. Skouralis, Alexandros, 2026. "Systemic risk under the radar: Evidence from building societies and challenger banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 107(C).
  22. Luis García‐Feijóo & Ariel M. Viale, 2023. "Ambiguity and risk factors in bank stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(4), pages 993-1019, December.
  23. Subhash Karmakar & Gautam Bandyopadhyay & Jayanta Nath Mukhopadhyay, 2024. "Systemic Risk in Indian Financial Institutions: A Probabilistic Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 579-656, September.
  24. Hossain, Md. Jamal & Akter, Sadia & Ismail, Mohd Tahir, 2021. "Performance Analysis of GARCH Family Models in Three Time-frames," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(2), pages 15-28.
  25. Glück, Thorsten & Adams, Zeno, 2025. "Systemic risk of commodity traders," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
  26. Anna Maria Fiori & Germà Coenders, 2025. "Turning Points in the Core–Periphery Displacement of Systemic Risk in the Eurozone: Constrained Weighted Compositional Clustering," Risks, MDPI, vol. 13(2), pages 1-23, January.
  27. Anna Maria Fiori & Francesco Porro, 2023. "A compositional analysis of systemic risk in European financial institutions," Annals of Finance, Springer, vol. 19(3), pages 325-354, September.
  28. Peter Karlström, 2023. "Macroprudential Policy, Credit Booms, and Banks' Systemic Risk," CEMLA Working Paper Series 03/2023, CEMLA.
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