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Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach
Published 2023-02-01“…This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its transmission mechanism across crypto markets and other global financial markets. …”
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427
Macroprudential Banking Regulation: Does One Size Fit All?
Published 2014-05-01Subjects: Get full text
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LIQUIDITY REGULATION OF BANKS IN THE CONTEXT OF FINANCIAL CYCLES
Published 2021-01-01Subjects: Get full text
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429
Evaluation of the methodological relationship between real business cycle model and macroprudential policy
Published 2021-09-01Subjects: Get full text
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430
Global-to-local-to-global interactions and climate change
Published 2023-01-01Subjects: “…climate change and systemic risk…”
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431
Systemic centrality and systemic communities in financial networks
Published 2018-06-01Subjects: “…centrality| community detection| edge-betweenness| financial network| map equation| power law| systemic risk…”
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Asset Commonality and Credit Expansion by Banks in Pakistan
Published 2022-06-01Subjects: Get full text
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Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Published 2022-02-01Subjects: Get full text
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Polycrisis in the Anthropocene: an invitation to contributions and debates
Published 2024-01-01Subjects: Get full text
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Measuring systemic importance of banks considering risk interactions: An ANOVA-like decomposition method
Published 2020-03-01Subjects: “…Systemic risk…”
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What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure
Published 2014-12-01Subjects: “…systemic risk…”
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Socioeconomic Paradigms and the Perception of System Risks: A Study of Attitudes towards Nuclear Power among Polish Business Students
Published 2022-10-01“…Understanding this framework may be relevant for identifying decision-makers’ perception of system risk, and thus for supporting a transition towards a more decentralized and resilient energy supply. …”
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Project implementation start-up results of information technologies engineering for system risk assessment of Arctic region socio-economic development
Published 2016-06-01“…The project is devoted to interdisciplinary research in the field of methodology, modeling toolkit and information technologies development for system risk assessment of the new stage of Arctic region exploration. …”
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