Systemic risk measures and regulatory challenges
Citations
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Cited by:
- Jursa, Lukáš & Janků, Jan, 2025. "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, vol. 68(C).
- Michal Franta, 2025.
"The application of multiple-output quantile regression to the US financial cycle,"
Econometric Reviews, Taylor & Francis Journals, vol. 44(6), pages 696-714, July.
- Michal Franta, 2023. "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers 2023/2, Czech National Bank, Research and Statistics Department.
- Siddik, Abu Bakkar & Amin, Noor ul, 2026. "Disruptive innovation or systemic resilience? Investigating the impact of artificial intelligence on banking stability," Research in International Business and Finance, Elsevier, vol. 82(C).
- Shiyun Li, 2025. "RETRACTED ARTICLE: Leveraging Big Data for SME Credit Risk Assessment: A Novel BP-KMV and GARCH Integration," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 3321-3349, March.
- Ayadi, Rym & Bongini, Paola & Casu, Barbara & Cucinelli, Doriana, 2025. "The origin of financial instability and systemic risk: Do bank business models matter?," Journal of Financial Stability, Elsevier, vol. 78(C).
- Ferilli, Greta Benedetta & Altunbas, Yener & Stefanelli, Valeria & Palmieri, Egidio & Boscia, Vittorio, 2024. "Fintech governance and performance: Implications for banking and financial stability," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Li, Rui & Li, Jianping & Zhu, Xiaoqian, 2025. "Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Mies, Michael, 2024. "Bank opacity, systemic risk and financial stability," Journal of Financial Stability, Elsevier, vol. 70(C).
- Bouri, Elie & Kamal, Elham & Kinateder, Harald, 2023. "FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies," Finance Research Letters, Elsevier, vol. 56(C).
- Armanious, Amir, 2024. "Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system," Journal of Financial Stability, Elsevier, vol. 73(C).
- Didier Wernli & Lucas Böttcher & Flore Vanackere & Yuliya Kaspiarovich & Maria Masood & Nicolas Levrat, 2023. "Understanding and governing global systemic crises in the 21st century: A complexity perspective," Global Policy, London School of Economics and Political Science, vol. 14(2), pages 207-228, May.
- He, Dongwei & Wu, Yifan & Wang, Yifan & Xing, Xueyan, 2023. "Prudential regulation and bank performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Aslam, Adnan, 2026. "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, vol. 185(C).
- Samet, Anis & Gleason, Kimberly C. & Salama, Feras M. & Ye, Xi, 2025. "How did banks react to SVB collapse?," Journal of Multinational Financial Management, Elsevier, vol. 78(C).
- Neill, Ashleigh, 2024. "Banking on resilience: EU macroprudential policy and systemic risk," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 678-699.
- Lukas Bauer & Ekaterina Kazak, 2025. "Conditional Method Confidence Set," Papers 2505.21278, arXiv.org.
- Massimo Arnone & Alberto Costantiello & Angelo Leogrande, 2025.
"Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective,"
Working Papers
hal-04865226, HAL.
- Arnone, Massimo & Costantiello, Alberto & Leogrande, Angelo, 2025. "Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective," MPRA Paper 123190, University Library of Munich, Germany.
- Arnone, Massimo & Costantiello, Alberto & Leogrande, Angelo, 2025. "Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective," OSF Preprints 2u4jb, Center for Open Science.
- Andrieş, Alin Marius & Chiper, Alexandra Maria & Ongena, Steven & Sprincean, Nicu, 2024.
"External wealth of nations and systemic risk,"
Journal of Financial Stability, Elsevier, vol. 70(C).
- Alin Marius Andries & Alexandra-Maria Chiper & Steven Ongena & Nicu Sprincean, 2022. "External Wealth of Nations and Systemic Risk," Swiss Finance Institute Research Paper Series 22-74, Swiss Finance Institute.
- Mehdi Seraj & Abdulmajeed Tsowa Muhammad, 2026. "The dynamic interactions between financial stability and economic development in emerging Sub-Saharan Africa markets: evidence from S-VAR analysis," SN Business & Economics, Springer, vol. 6(1), pages 1-31, January.
- Liu, Jiahao & Shen, Wenyu, 2024. "Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?," Finance Research Letters, Elsevier, vol. 66(C).
- Yao, Haixiang & Jiang, Xiaoqing, 2025. "The performance of industry risk spillover under extreme events: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
- Wu, Feng-lin & Zhou, Jia-qi & Wang, Ming-hui, 2024. "The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- repec:osf:osfxxx:2u4jb_v1 is not listed on IDEAS
- Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024. "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Narayan, Shivani & Kumar, Dilip, 2024. "Macroprudential policy and systemic risk in G20 nations," Journal of Financial Stability, Elsevier, vol. 75(C).
- 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).
- Ana Isabel Castillo Pereda, 2026. "Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework," Papers 2604.19796, arXiv.org.
- Dzhagityan, E. & Alekseeva, M., 2024. "The effect of macroprudential policy on risks of U.S. bank holding companies," Journal of the New Economic Association, New Economic Association, vol. 63(2), pages 168-191.
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