Search Results - subject:"Systemically Important Financial Institutions" - EconBiz

Volatility spillover effects in the Moroccan interbank sector before and during the COVID-19 crisis

Beraich, Mohamed; El Main, Salah Eddin - In: Risks : open access journal 10 (2022) 6, pp. 1-20

The objective of this paper is to analyze the volatility spillover effects in the Moroccan interbank sector before and during the COVID-19 pandemic crisis using the DY model. Specifically, this study assesses the impact of the recent COVID-19 outbreak on the transmission of volatility among...

Persistent link: https://www.econbiz.de/10013363027

Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets

Madiès, Philippe; Mourey, Mathis; Taramasco, Ollivier - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 114-159

Persistent link: https://www.econbiz.de/10015173855

Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective

Wang, Hu; Liu, Xin - In: Pacific-Basin finance journal 83 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014491127

Modeling the paths of China's systemic financial risk contagion : a ripple network perspective analysis

Xu, Fuwei - In: Computational economics 63 (2024) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10014471955

Systemically important financial institutions and drivers of systemic risk : evidence from India

Narayan, Shivani; Kumar, Dilip; Bouri, Elie - In: Pacific-Basin finance journal 82 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463391

Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework

Xu, Hai-Chuan; Jawadi, Fredj; Zhou, Jie; Zhou, Wei-Xing - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 93-110

Persistent link: https://www.econbiz.de/10014329036

Systemic risk and contagion beyond the banking sector : empirical studies on insurers and real sector firms

Klein, Christian Uwe - 2019

Persistent link: https://www.econbiz.de/10012173733

An identification algorithm of systemically important financial institutions based on adjacency information entropy

Zhao, Linhai; Li, Yingjie; Wu, Yenchun Jim - In: Computational economics 59 (2022) 4, pp. 1735-1753

Persistent link: https://www.econbiz.de/10013262344

Identifying systemically important financial institutions in complex network : a case study of Chinese stock market

Chen, Wei; Hou, Xiaoli; Jiang, Manrui; Jiang, Cheng - In: Emerging markets review 50 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013416941

Systemic risk analysis and SIFI detection: Mechanisms and measurement

Riccetti, Luca - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 245-259

Persistent link: https://www.econbiz.de/10013391976

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