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Systemic Risk 10 Years Later

Citations

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Cited by:

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Glück, Thorsten & Adams, Zeno, 2025. "Systemic risk of commodity traders," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
  7. 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).
  8. Raisul Islam & Vladimir Volkov, 2022. "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, vol. 63(3), pages 1403-1455, September.
  9. 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.
  10. 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.
  11. 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).
  12. 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).
  13. 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.
  14. 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).
  15. 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).
  16. Goldman, Elena, 2023. "Uncertainty in systemic risks rankings: Bayesian and frequentist analysis," Finance Research Letters, Elsevier, vol. 56(C).
  17. 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, C.E.P.R. Discussion Papers.
  18. Peter Karlström, 2023. "Macroprudential Policy, Credit Booms, and Banks' Systemic Risk," CEMLA Working Paper Series 03/2023, CEMLA.
  19. 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.
  20. 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).
  21. 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.
  22. Dimitrov, Daniel & van Wijnbergen, Sweder, 2023. "Macroprudential Regulation: A Risk Management Approach," CEPR Discussion Papers 17846, C.E.P.R. Discussion Papers.
  23. 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.
  24. 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).
  25. 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.
  26. 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).
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