1. Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen.
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2. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid.
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3. Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie.
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4. Fear of the coronavirus and the stock markets. (2020). Molnár, Peter ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan.
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5. Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan.
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1. Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends. (2022). Chondrogiannis, Ilias ; Nivorozhkin, Eugene.
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2. Systemic Risk Modeling with Lévy Copulas. (2021). Kim, Youngshin ; Djuri, Petar M ; Liu, Yuhao ; Glimm, James ; Rachev, Svetlozar T.
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3. Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Chevallier, Julien ; Xie, Chi ; Si, Hui-Bin ; Chen, Yang-Yang ; Wang, Gang-Jin.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347.

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4. Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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5. Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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6. Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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7. Systemic risk shifting in financial networks. (2021). Hazell, Jonathon ; Georg, Co-Pierre ; Elliott, Matthew.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301502.

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8. Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571.

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9. Cyber-attacks, spillovers and contagion in the cryptocurrency markets. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Kang, Woo-Young.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000172.

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10. International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512.

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11. The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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12. A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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13. Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x.

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14. Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war. (2020). Li, Kevin X ; Gong, Yuting ; Shi, Wenming ; Chen, Shu-Ling.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:136:y:2020:i:c:s1366554519310609.

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15. Characteristics of spillovers between the US stock market and precious metals and oil. (2020). Kang, Sang Hoon ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Uddin, Gazi Salah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305124.

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16. Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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17. Macroprudential policy and bank systemic risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300024.

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18. Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, Jianping ; Wang, Jun ; Liu, Chang ; Sun, Xiaolei.
    In: International Review of Financial Analysis.
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19. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang.
    In: International Review of Financial Analysis.
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20. Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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21. Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao.
    In: Energy Economics.
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22. Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal .
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    RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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23. The interaction of bank regulation and taxation. (2020). Horvath, Balint.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300730.

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24. La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro.
    In: CNMV Documentos de Trabajo.
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25. Measuring the network connectedness of global stock markets. (2019). Wang, Yutong ; Tang, Pan ; Gong, Chen .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313548.

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26. An equilibrium model of risk management spillover. (2019). Ye, Zhiqiang ; Qiu, Zhigang ; Jiang, Ying ; Huang, Shiyang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:3.

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27. Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

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28. Risk contagion under regular variation and asymptotic tail independence. (2018). Das, Bikramjit ; Fasen-Hartmann, Vicky.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:165:y:2018:i:c:p:194-215.

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29. Bank CEO materialism: Risk controls, culture and tail risk. (2018). Bushman, Robert M ; Smith, Abbie ; Dey, Aiyesha ; Davidson, Robert H.
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30. Stochastic orders and co-risk measures under positive dependence. (2018). Sordo, M A ; Suarez-Llorens, A ; Bello, A J.
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31. Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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32. Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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33. Inflation targeting and financial stability: Does the quality of institutions matter?. (2018). Tabak, Benjamin ; Silva, Thiago ; Fazio, Dimas ; Cajueiro, Daniel Oliveira.
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    RePEc:eee:ecmode:v:71:y:2018:i:c:p:1-15.

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34. An integrated macro-financial risk-based approach to the stressed capital requirement. (2017). Liu, Xiaochun.
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35. Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi.
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36. Dealer balance sheets and bond liquidity provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias.
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37. Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, .
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38. CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Vallascas, Francesco ; Keasey, Kevin ; Srivastav, Abhishek.
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39. Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist.
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    RePEc:eee:intfor:v:33:y:2017:i:4:p:958-969.

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40. Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman.
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    RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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41. The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40.

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42. Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi .
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    RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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43. Credit risk interconnectedness: What does the market really know?. (2017). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:1-12.

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44. Measuring systemic risk: A comparison of alternative market-based approaches. (2017). Kleinow, Jacob ; Vahamaa, Sami ; Strobl, Sascha ; Moreira, Fernando.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:40-46.

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45. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157.

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46. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul.
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    RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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47. D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia.
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    RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

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48. What is the systemic risk exposure of financial institutions?. (2016). Sedunov, John.
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49. Systemic risk, corporate governance and regulation of banks across emerging countries. (2016). AndrieÈ™, Alin Marius ; Nistor, Simona.
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50. A Composite Indicator of Systemic Stress (CISS) for Colombia. (2014). Rojas Bohórquez, Juan Sebastián ; Morales Mosquera, Miguel ; Hurtado, Jorge ; Cabrera, Wilmar .
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