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Estimating Global Bank Network Connectedness. (2017). Yilmaz, Kamil ; Diebold, Francis ; Demirer, Mert ; Liu, Laura.
In: NBER Working Papers.
RePEc:nbr:nberwo:23140.

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  4. Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu.
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  5. Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina.
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  7. Connectedness in International Crude Oil Markets. (2022). Tiwari, Aviral ; Dar, Arif ; Nasreen, Samia ; Bhanja, Niyati.
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  8. The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Wu, Shan ; Liu, Zhen Hua ; Zhou, Yuqin.
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  9. Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar.
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  10. Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes. (2022). He, Qizhi ; Yang, Xian ; Zhang, XU.
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  12. Risk and Return Spillovers in a Global Model of the Foreign Exchange Network. (2021). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw.
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  25. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
    In: IMF Working Papers.
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  26. Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan.
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  27. High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Giudici, Paolo ; Pagnottoni, Paolo.
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  28. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung.
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  29. Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew.
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  30. Monitoring banking system connectedness with big data. (2019). Lopez, Jose A ; Hale, Galina.
    In: Journal of Econometrics.
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  31. Asset bubbles, banking stability and economic growth. (2019). Xiong, Xiong ; Chen, Langnan ; Wang, Shengquan .
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  32. Cross-category spillovers of economic policy uncertainty. (2018). Thiem, Christopher.
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  33. Regularization Approach for Network Modeling of German Energy Market. (2018). Cabrera, Brenda Lopez ; Hardle, Wolfgang Karl ; Chen, Shi.
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  34. Time-varying Limit Order Book Networks. (2018). Schienle, Melanie ; Liang, Chong ; Chen, Shi ; Hardle, Wolfgang Karl.
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  35. Equilibrium asset pricing in directed networks. (2018). Meinerding, Christoph ; Schlag, Christian ; Konermann, Patrick ; Branger, Nicole.
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  36. The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob.
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  37. The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View. (2018). Tsopanakis, Andreas ; Magkonis, Georgios.
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  38. Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan.
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  39. Bank Volatility Connectedness in South East Asia. (2018). Yilmaz, Kamil.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  40. Financial Sector Volatility Connectedness and Equity Returns. (2018). Yilmaz, Kamil ; Gokcen, Umut ; Demirer, Mert.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  41. What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach. (2018). Leung, Charles ; Tse, Chung-Yi ; Ka, Charles ; Huang, Daisy J.
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  42. Brazil; Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis. (2018). International Monetary Fund, .
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  43. Euro Area Policies; Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis. (2018). International Monetary Fund, .
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  44. Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach. (2018). Huang, Jing ; Xiao, Xiaoyong.
    In: Sustainability.
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  45. Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian.
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  46. Commodity Connectedness. (2018). Diebold, Francis X ; Yilmaz, Kamil ; Liu, Laura.
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  47. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
    In: Working Papers.
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  48. Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach. (2017). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe.
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  49. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio.
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  29. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
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  30. Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful. (2012). Vallascas, Francesco ; Keasey, Kevin.
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  31. Contagious Bank Runs: Experimental Evidence. (2012). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin.
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  33. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting. (2012). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
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  34. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
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  35. The Prudential Regulation Authority. (2012). Bailey, Andrew ; Breeden, Sarah ; Stevens, Gregory .
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  36. Public recapitalisations and bank risk: evidence from loan spreads and leverage. (2012). Brei, Michael ; Gadanecz, Blaise.
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  37. Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System.. (2012). Ragot, Xavier ; Mojon, Benoit ; Challe, Edouard.
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  38. Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts. (2012). Tirole, Jean ; Farhi, Emmanuel.
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  39. Bank bailouts, interventions, and moral hazard. (2011). Koetter, Michael ; Dam, Lammertjan.
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  40. Competition policy in banking. (2011). Vives, Xavier.
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  41. Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal. (2011). VanHoose, David.
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  42. Time - Consistent Bailout Plans. (2011). Pasten, Ernesto.
    In: Working Papers Central Bank of Chile.
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  43. Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation. (2010). Lustig, Hanno ; Gandhi, Priyank.
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  44. Banking panics and policy responses. (2010). Keister, Todd ; Ennis, Huberto.
    In: Journal of Monetary Economics.
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  45. The lender of last resort: liquidity provision versus the possibility of bail-out. (2010). Nijskens, Rob ; Eijffinger, Sylvester ; Eijffinger, Sylvester C. W., .
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  46. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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  47. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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  48. Deposit Insurance, Moral Hazard and the Risk of Runs. (2008). Silva, Nancy .
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  49. Overlapping Correlation Coefficient. (). Tasca, Paolo.
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  50. Optimal versus realized bank credit risk and monetary policy. (). Karavias, Yiannis ; Delis, Manthos.
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