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Tail dependence and indicators of systemic risk for large US depositories
Balla, Eliana; Ergen, Ibrahim; Migueis, Marco - In: Journal of financial stability 15 (2014), pp. 195-209
Persistent link: https://www.econbiz.de/10011306458
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Value-at-Risk models and Basel capital charges : evidence from emerging and frontier stock markets
Rossignolo, Adrian F.; Fethı, Meryem Duygun; Shaban, … - In: Journal of financial stability 8 (2012) 4, pp. 303-319
Persistent link: https://www.econbiz.de/10009655576
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Short selling in extreme events
Geraci, Marco Valerio; Garbaravičius, Tomas; Veredas, David - In: Journal of financial stability 39 (2018), pp. 90-103
Persistent link: https://www.econbiz.de/10012159719
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Do repeated government infusions help financial stability? : evidence from an emerging market
Kalimipalli, Madhu; Morohunfolu, Olaleye; Ramachandran, … - In: Journal of financial stability 75 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015177151
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Estimating systemic risk for non-listed Euro-area banks
Engle, Robert F.; Emambakhsh, Tina; Manganelli, Simone; … - In: Journal of financial stability 75 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015177175
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Estimating the impact of supply chain network contagion on financial stability
Tabachová, Zlata; Diem, Christian; Borsos, András; … - In: Journal of financial stability 75 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015177192
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Robust-less-fragile : tackling systemic risk and financial contagion in a macro agent-based model
Pallante, Gianluca; Guerini, Mattia; Napoletano, Mauro; … - In: Journal of financial stability 76 (2025), pp. 1-22
Persistent link: https://www.econbiz.de/10015323381
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Sectoral credit allocation and systemic risk
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu - In: Journal of financial stability 76 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015323463
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Stress testing OTC derivatives : clearing reforms and market frictions
Casu, Barbara; Kalotychou, Elena; Katsoulis, Petros - In: Journal of financial stability 77 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015323993
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A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou; Lin, Shiqiang; Zhang, Hairui - In: Journal of financial stability 77 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015324012