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Novel three-bank model for measuring the systemic importance of commercial banks
Lu, Jing; Hu, Xiaohong - In: Economic modelling 43 (2014), pp. 238-246
Persistent link: https://www.econbiz.de/10010503078
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Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
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The cross-border interconnectedness of shadow banking
Özgür, Gökçer - In: Economic modelling 126 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014461465
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Measuring systemic risk with regime switching in tails
Liu, Xiaochun - In: Economic modelling 67 (2017), pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
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Measuring systemic risk in the US banking system
Kolari, James W.; López Iturriaga, Felix J.; Sanz, … - In: Economic modelling 91 (2020), pp. 646-658
Persistent link: https://www.econbiz.de/10012429144
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The sources of contagion risk in a banking sector with foreign ownership
Fiala, Tomáš; Havránek, Tomáš - In: Economic modelling 60 (2017), pp. 108-121
Persistent link: https://www.econbiz.de/10011734181
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Measuring systemic risk using vine-copula
Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; … - In: Economic modelling 53 (2016), pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
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A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang; Zhang, Ziqing; Zhu, Li - In: Economic modelling 95 (2021), pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
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RiskRank: measuring interconnected risk
Sarlin, Peter - In: Economic modelling 68 (2018), pp. 41-51
Persistent link: https://www.econbiz.de/10011934576