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Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

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  1. The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

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  2. Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation. (2022). Ly, Kim Cuong ; Jiang, Yuxiang ; Fan, Yaoyao.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001906.

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  3. Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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  4. Modelling Systemically Important Banks vis-à-vis the Basel Prudential Guidelines. (2021). Daly, Kevin ; Salim, Zulkifli M.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:295-:d:582813.

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  5. The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332.

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  6. Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation. (2018). Ly, Kim Cuong ; Jiang, Showyi Yuxiang ; Fan, Yaoyao.
    In: Working Papers.
    RePEc:swn:wpaper:2018-31.

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  7. Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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  8. Stabilising virtues of central banks: (re)matching bank liquidity. (2018). Szczerbowicz, Urszula ; Valla, N ; Rahmouni-Rousseau, I ; Legroux, V.
    In: Working papers.
    RePEc:bfr:banfra:667.

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  9. Stabilising virtues of central banks: (re)matching bank liquidity. (2017). Szczerbowicz, Urszula ; Legroux, Vincent ; Rahmouni-Rousseau, Imene ; Valla, Natacha.
    In: EIB Working Papers.
    RePEc:zbw:eibwps:201701.

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  10. The optimal trade-off between interest rate risk and annual return of bond ladders. (2017). Wosnitza, Jan Henrik.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0297-9.

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  11. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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  12. An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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  13. Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-27.

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  14. Potential implications of a NSFR on German banks credit supply and profitability. (2016). Schmitt, Matthias ; Schmaltz, Christian.
    In: Discussion Papers.
    RePEc:zbw:bubdps:372016.

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    RePEc:eee:finsta:v:24:y:2016:i:c:p:132-148.

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  16. Bank networks from text: interrelations, centrality and determinants. (2016). Ronnqvist, Samuel ; Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161876.

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  17. Macroprudential Policies and the Lucas Critique. (2016). Of, Central Bank.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:86-06.

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  18. Centrality-based capital allocations. (2015). Raupach, Peter ; Alter, Adrian ; Craig, Ben .
    In: Discussion Papers.
    RePEc:zbw:bubdps:032015.

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  19. Banks’ size, scope and systemic risk : What role for conflicts of interest?. (2015). Schepens, Glenn ; De Jonghe, Olivier ; Diepstraten, M.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:87c2f000-51b4-40dd-a4a6-1a1f7d265fc1.

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  20. Input-output-based measures of systemic importance. (2015). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:4:p:589-606.

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  21. Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John.
    In: Working Papers.
    RePEc:gla:glaewp:2015_24.

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  22. Fire-sale spillovers and systemic risk. (2015). Eisenbach, Thomas ; Duarte, Fernando.
    In: Staff Reports.
    RePEc:fip:fednsr:645.

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  23. Banks’ size, scope and systemic risk: What role for conflicts of interest?. (2015). Schepens, Glenn ; Diepstraten, Maaike ; De Jonghe, Olivier.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s3-s13.

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  24. Monitoring the “invisible” hand of market discipline: Capital adequacy revisited. (2015). HASAN, IFTEKHAR ; Siddique, Akhtar ; Sun, Xian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:475-492.

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  25. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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  26. Bank Networks from Text: Interrelations, Centrality and Determinants. (2015). Sarlin, Peter ; Ronnqvist, Samuel .
    In: Papers.
    RePEc:arx:papers:1406.7752.

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  27. Fire-Sale Spillovers and Systemic Risk. (2014). Eisenbach, Thomas ; Duarte, Fernando.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:541.

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  28. Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:710.

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  29. Structural GARCH: The Volatility-Leverage Connection. (2014). Engle, Robert ; Siriwardane, Emil.
    In: Working Papers.
    RePEc:ofr:wpaper:14-07.

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  30. Centrality-based Capital Allocations. (2014). Alter, Adrian ; Raupach, Peter ; Craig, Ben.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/237.

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  31. Bank Risk Within and Across Equilibria. (2014). Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/116.

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  32. Bank risk within and across equilibria. (2014). Agur, Itai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

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  33. Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

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  34. The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2014). Wolff, Christian ; Papanikolaou, Nikolaos ; Wolff, Christian C. P., .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:3-22.

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  35. Distributional Linkages between European Sovereign Bond and Bank Asset Returns. (2014). Mencia, Javier ; Galvez, Julio.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2014_1407.

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  36. Spillovers from Systemic Bank Defaults. (2014). Mink, Mark ; de Haan, Jakob.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4792.

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  37. Should transactions services be taxed at the same rate as consumption?. (2014). Yerushalmi, Erez ; Lockwood, Ben.
    In: Working Papers.
    RePEc:btx:wpaper:1423.

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  38. Systemic risk and sovereign debt in the Euro area. (2013). Radev, Deyan .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:37.

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  39. Input-output-based measures of systemic importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:29.

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  40. Lending concentration, bank performance and systemic risk : exploring cross-country variation. (2013). De Jonghe, Olivier ; Beck, Thorsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6604.

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  41. Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module. (2013). Pankoke, David ; Eling, Martin.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:06.

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  42. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: MPRA Paper.
    RePEc:pra:mprapa:49557.

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  43. Stress Test Robustness: Recent Advances and Open Problems. (2013). Summer, Martin ; Breuer, Thomas.
    In: Financial Stability Report.
    RePEc:onb:oenbfs:y:2013:i:25:b:3.

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  44. DOES A SIZE LIMIT RESOLVE TOO BIG TO FAIL PROBLEMS?. (2013). Rashid, Muhammad ; Drira, Mohamed .
    In: Accounting & Taxation.
    RePEc:ibf:acttax:v:5:y:2013:i:2:p:65-77.

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  45. Criteria for Financial Stability - -The European View. (2013). Dombret, Andreas.
    In: Chapters.
    RePEc:elg:eechap:15454_2.

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  46. Systemic risk contributions: A credit portfolio approach. (2013). Tente, Natalia ; Dullmann, Klaus ; Puzanova, Natalia .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1243-1257.

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  47. Financial systemic risk: Taxation or regulation?. (2013). Passarelli, Francesco ; masciandaro, donato.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:587-596.

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  48. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

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  49. The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:13-13.

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  50. A PCA Approach to Common Risk Exposures in the Chilean Banking System. (2013). Jara, Alejandro ; Avanzini, Diego .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:707.

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