BAUMÖHL, Eduard - BOURI, Elie - HOANG, Thi-Hong-Van - SHAHZAD, Syed Jawad Hussain - VÝROST, Tomáš. Measuring Systemic Risk in the Global Banking Sector: A Cross-Quantilogramnetwork Approach. - Registrovaný: Scopus. In Economic Modelling. - Amsterdam : Elsevier Science. ISSN 0264-9993, 2022, vol. 109, pp. 1-11. (2022 - Current Contents)
Ohlasy:
KANNO, Masayasu. Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. In Economic Modelling, 2022-10-01, 115, pp. ISSN 02649993. Dostupné na: https://doi.org/10.1016/j.econmod.2022.105953., Registrované v: SCOPUS, WOS
WU, Baohui - MIN, Feng - WEN, Fenghua. The stress contagion among financial markets and its determinants. In European Journal of Finance, 2023-01-01, 29, 11, pp. 1267-1302. ISSN 1351847X. Dostupné na: https://doi.org/10.1080/1351847X.2022.2111222., Registrované v: SCOPUS, WOS
WANG, Ze - GAO, Xiangyun - HUANG, Shupei - SUN, Qingru - CHEN, Zhihua - TANG, Renwu - DI, Zengru. Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. In International Review of Financial Analysis, 2022-11-01, 84, pp. ISSN 10575219. Dostupné na: https://doi.org/10.1016/j.irfa.2022.102361., Registrované v: SCOPUS, WOS
VASHISHT, Shailja - SARVA, Mahesh - MUNDI, Hardeep Singh. Risks measurement in banking: A bibliometric and content analysis. In International Social Science Journal, 2022-12-01, 72, 246, pp. 955-977. ISSN 00208701. Dostupné na: https://doi.org/10.1111/issj.12371., Registrované v: SCOPUS, WOS
ZHU, Bo - HU, Xin - DENG, Yuanyue - LIN, Renda. Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter? In PLoS ONE, 2023-04-01, 18, 4 April, pp. Dostupné na: https://doi.org/10.1371/journal.pone.0284861., Registrované v: SCOPUS, WOS
OZGUR, Gokcer. The cross-border interconnectedness of shadow banking. In Economic Modelling, 2023-09-01, 126, pp. ISSN 02649993. Dostupné na: https://doi.org/10.1016/j.econmod.2023.106386., Registrované v: SCOPUS, WOS
HASMAN, Augusto - SAMARTÍN, Margarita. Government intervention, linkages and financial fragility. In Economic Modelling, 2023-09-01, 126, pp. ISSN 02649993. Dostupné na: https://doi.org/10.1016/j.econmod.2023.106429., Registrované v: SCOPUS, WOS
NAEEM, Muhammad Abubakr - SADORSKY, Perry - KARIM, Sitara. Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. In Energy Economics, 2023-10-01, 126, pp. ISSN 01409883. Dostupné na: https://doi.org/10.1016/j.eneco.2023.106911., Registrované v: SCOPUS, WOS
XIANG, Youtao - BORJIGIN, Sumuya. Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks. In International Review of Economics and Finance, 2023-11-01, 88, pp. 1337-1374. ISSN 10590560. Dostupné na: https://doi.org/10.1016/j.iref.2023.07.066., Registrované v: SCOPUS, WOS
NEKHILI, Ramzi - FOGLIA, Matteo - BOURI, Elie. European bank credit risk transmission during the credit Suisse collapse. In Finance Research Letters, 2023-12-01, 58, pp. ISSN 15446123. Dostupné na: https://doi.org/10.1016/j.frl.2023.104452., Registrované v: SCOPUS, WOS
BADICS, Milan Csaba - HUSZAR, Zsuzsa R. - KOTRO, Balazs B. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. In Journal of International Financial Markets, Institutions and Money, 2023-10-01, 88, pp. ISSN 10424431. Dostupné na: https://doi.org/10.1016/j.intfin.2023.101837., Registrované v: SCOPUS, WOS
ZHAO, Qicheng - WANG, Zhouwei - SONG, Yuping. Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. In Computational Economics, 2023-01-01, pp. ISSN 09277099. Dostupné na: https://doi.org/10.1007/s10614-023-10474-4., Registrované v: SCOPUS, WOS
YAO, Ting - SONG, Liangrong. Can digital transformation reduce bank systemic risk? Empirical evidence from listed banks in China. In Economic Change and Restructuring, 2023-12-01, 56, 6, pp. 4445-4463. ISSN 15739414. Dostupné na: https://doi.org/10.1007/s10644-023-09560-2., Registrované v: SCOPUS, WOS
KARMAKAR, Subhash - BANDYOPADHYAY, Gautam - MUKHOPADHYAY, Jayanta Nath. Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. In Asia-Pacific Financial Markets, 2023-01-01, pp. ISSN 13872834. Dostupné na: https://doi.org/10.1007/s10690-023-09426-7., Registrované v: SCOPUS, WOS
HUANG, Chuangxia - DENG, Yanchen - YANG, Xiaoguang - CAI, Yaqian - YANG, Xin. Financial network structure and systemic risk. In European Journal of Finance, 2023-01-01, pp. ISSN 1351847X. Dostupné na: https://doi.org/10.1080/1351847X.2023.2269993., Registrované v: SCOPUS, WOS
MANGUZVANE, Mathias Mandla - NGOBESE, Sibusiso Blessing. A Component Expected Shortfall Approach to Systemic Risk: An Application in the South African Financial Industry. In International Journal of Financial Studies, 2023-12-01, 11, 4, pp. Dostupné na: https://doi.org/10.3390/ijfs11040146., Registrované v: SCOPUS, WOS
YANG, Xin - JIN, Cheng - CAO, Jie - LIU, Sheng - HUANG, Chuangxia. Do network characteristics affect systemic risk? Evidence from the European banking system. In Applied Economics Letters, 2024-01-01, pp. ISSN 13504851. Dostupné na: https://doi.org/10.1080/13504851.2024.2305244., Registrované v: SCOPUS, WOS