1. Supervisory enforcement actions against banks and systemic risk. (2022). Sedunov, John ; Roman, Raluca A ; Cai, Jin ; Berger, Allen N.
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   RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001813.

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2. Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

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3. Buy Now and Pay (Dearly) Later: Unraveling Consumer Financial Spinning. (2021). Mesly, Olivier.
   In: IJFS.
   RePEc:gam:jijfss:v:9:y:2021:i:4:p:55-:d:646563.

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4. Listening to the buzz: social media sentiment and retail depositors trust. (2018). Moscatelli, Mirko ; Accornero, Matteo.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_1165_18.

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5. The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Lehnert, Thorsten ; Kräussl, Roman ; Kraussl, Roman.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:567.

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6. Drivers of systemic risk: Do national and European perspectives differ?. (2017). Tonzer, Lena ; Krause, Thomas ; Buch, Claudia M.
   In: Discussion Papers.
   RePEc:zbw:bubdps:092017.

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7. SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian.
   In: ESRB Working Paper Series.
   RePEc:srk:srkwps:201737.

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8. Categorical network models for systemic risk measurement. (2017). Giudici, Paolo ; Cerchiello, Paola.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:51:y:2017:i:4:d:10.1007_s11135-016-0354-x.

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9. An analysis of banks’ weaknesses in the light of stress tests. (2017). Toader, Oana ; Bellando, Raphaëlle.
   In: LEO Working Papers / DR LEO.
   RePEc:leo:wpaper:2479.

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10. Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara.
    In: Annals of Finance.
    RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z.

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11. Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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12. Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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13. Sovereign debt and systemic risk in the eurozone. (2017). Popescu, Alexandra ; Turcu, Camelia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:275-284.

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14. SenSR: A sentiment-based systemic risk indicator. (2017). Rustige, Jordi ; Lammers, Philip ; Garmaev, Evgeny ; Borovkova, Svetlana.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:553.

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15. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
    In: Working Papers.
    RePEc:bog:wpaper:240.

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16. The Economic Consequences of Social-Network Structure. (2017). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian W.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:55:y:2017:i:1:p:49-95.

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17. The Role of Complexity for Bank Risk during the Financial Crisis: Evidence from a Novel Dataset. (2016). Tonzer, Lena ; Krause, Thomas ; Sondershaus, Talina.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-17-16.

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18. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160074.

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19. Big data models of bank risk contagion. (2016). Giudici, Paolo ; Cerchiello, Paola ; Nicola, Giancarlo.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0117.

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20. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Koopman, Siem Jan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475.

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21. The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

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22. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Koopman, Siem Jan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161875.

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23. Regulatory Arbitrage and the Efficiency of Banking Regulation. (2016). Kempf, Hubert ; Boyer, Pierre.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5878.

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24. Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Nadal De Simone, Francisco ; Jin, Xisong.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp102.

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25. Regulatory arbitrage and the efficiency of banking regulation. (2016). Kempf, Hubert ; Boyer, Pierre.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1618.

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26. Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall. (2016). Palestini, Arsen ; Cerqueti, Roy ; Mauro, Bernardi .
    In: Papers.
    RePEc:arx:papers:1608.02365.

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27. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico ; Lucas, Andre ; Koopman, Siem Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150070.

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28. Implied Risk Exposures. (2015). Perignon, Christophe ; Hurlin, Christophe ; Benoit, Sylvain.
    In: Review of Finance.
    RePEc:oup:revfin:v:19:y:2015:i:6:p:2183-2222..

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29. Is there a competition-stability trade-off in European banking?. (2015). Leroy, Aurélien ; Lucotte, Yannick .
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:19.

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30. Systemic Loops and Liquidity Regulation. (2015). Faia, Ester ; Aldasoro, Iñaki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10918.

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