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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
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Measuring CoVaR : an empirical comparison
Bianchi, Michele Leonardo; Sorrentino, Alberto Maria - In: Computational economics 55 (2020) 2, pp. 511-528
Persistent link: https://www.econbiz.de/10012223647
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Bank bailouts and bank-sovereign risk contagion channels
Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40
Persistent link: https://www.econbiz.de/10010464008
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Does external shock trigger systemic banking distress?
Li, Xiaojun; Fang, Yan - In: Journal of economic policy reform 18 (2015) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10011326162
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Backtesting macroprudential stress tests
Ramadiah, Amanah; Fricke, Daniel; Caccioli, Fabio - In: Journal of economic dynamics & control 137 (2022), pp. 1-33
Persistent link: https://www.econbiz.de/10013464518
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The mean reversion/persistence of financial cycles : empirical evidence for 24 countries worldwide
Lv, Shengnan; Xu, Zeshui; Fan, Xuecheng; Qin, Yong; … - In: Equilibrium : quarterly journal of economics and … 18 (2023) 1, pp. 11-47
Persistent link: https://www.econbiz.de/10014252618
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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial stability 8 (2012) 3, pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
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Bank bailouts and moral hazard : evidence from Germany
Dam, Lammertjan; Koetter, Michael - In: The review of financial studies 25 (2012) 8, pp. 2343-2380
Persistent link: https://www.econbiz.de/10009630263
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Markets connectivity and financial contagion
Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304
Persistent link: https://www.econbiz.de/10011378825
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Are cryptocurrencies contagious to Asian financial markets?
Handika, Rangga; Soepriyanto, Gatot; Havidz, Shinta … - In: Research in international business and finance 50 (2019), pp. 416-429
Persistent link: https://www.econbiz.de/10012177757