SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Measuring Financial Market Stress
1 references·16 citing·55 second hopsampled
Measuring Financial Market Stress (2010)Measuring Financial Market StressFinancial stress and economic dynamics: The transmission of crises (2014)Financial stress and economic…The measurement and early warning of daily financial stability index based on XGBoost and SHAP: Evidence from China (2023)The measurement and early war…Measuring financial soundness around the world: A machine learning approach (2022)Measuring financial soundness…Financial stress transmission between the U.S. and the Euro Area (2022)Financial stress transmission…Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions (2021)Commodity prices co-movements…Financial stress dynamics in China: An interconnectedness perspective (2020)Financial stress dynamics in …A financial stress index for a highly dollarized developing country: The case of Lebanon (2020)A financial stress index for …The role of geopolitical risks on the Turkish economy opportunity or threat (2019)The role of geopolitical risk…Can investor sentiment predict the size premium? (2019)Can investor sentiment predic…Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (2019)Bayesian forecasting of multi…Financial stress and economic dynamics: The case of France (2016)Financial stress and economic…A Top-down Approach to Stress-testing Banks (2015)A Top-down Approach to Stress…International transmission and business-cycle effects of financial stress (2014)International transmission an…USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS (2013)USING POLICY INTERVENTION TO …SAFE: An early warning system for systemic banking risk (2013)SAFE: An early warning system…Financial Stress and Economic Dynamics: The Transmission of Crises (2013)Financial Stress and Economic…Financial Stress and economic activity in Germany and the Euro Area (2011)Financial Stress and economic…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (2016)Does economic policy uncertainty in the U.S. influence stock markets in China and India? Time-frequency evidence (2020)Oil market shocks and financial instability in Asian countries (2022)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models (2016)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Dating systemic financial stress episodes in the EU countries (2017)The Science of Monetary Policy: A New Keynesian Perspective (1999)Macroeconomic Forecasting Using Diffusion Indexes (2002)The Impact of Uncertainty Shocks (2007)Financial sector and output dynamics in the euro area: Non-linearities reconsidered (2015)Measuring Financial Stress – A Country Specific Stress Index for Finland (2015)Professional financial advice, self‐control and saving behavior (2018)Credit Cycles (1997)The Impact of Uncertainty Shocks (2009)Financial stress, economic policy uncertainty, and oil price uncertainty (2021)The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach (2022)Reversal of Fortune: Geography and Institutions in the Making of the Modern World Income Distribution (2001)Reversal of Fortune: Geography and Institutions in the Making of the Modern World Income Distribution (2002)Does financial liberalization spur growth? (2005)The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis (2020)Investigating the relationship between geopolitical risks and economic security: Empirical evidence from central and Eastern European countries (2023)Assessing the impact of macroeconomic uncertainties on bank stability: Insights from ASEAN-8 countries (2024)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Analysing the impact of geopolitical risk and economic policy uncertainty on the environmental sustainability: evidence from BRICS countries (2023)Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis (2023)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Market Liquidity and Funding Liquidity (2008)An Early Warning System for Predicting Systemic Banking Crises in the Eurozone: A Logit Regression Approach (2018)Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (2018)Cybernetics or Control and Communication in the Animal and the Machine (2019)The financialization of local government debt in China and its risk transmission to commercial banks (2024)Efficient Inference in a Random Coefficient Regression Model (1970)Optimal Bank Capital (2012)How does capital affect bank performance during financial crises? (2013)Monitoring banking system connectedness with big data (2019)Do stress tests affect bank liquidity creation? (2020)Forecasting With Dynamic Panel Data Models (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Statistical inference in vector autoregressions with possibly integrated processes (1995)The Economics of Climate Change (2007)Network Analysis of Price Comovements Among Corn Futures and Cash Prices (2022)Forecasting international financial stress: The role of climate risks (2024)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Systemic risk prediction using machine learning: Does network connectedness help prediction? (2024)Corporate ESG rating prediction based on XGBoost-SHAP interpretable machine learning model (2025)Predicting employee attrition and explaining its determinants (2025)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2014Financial stress and economic dynamics: The transmission of crises239 cited

Cited by

  • 2014International transmission and business-cycle effects of financial stress91 cited
  • 2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions82 cited
  • 2019The role of geopolitical risks on the Turkish economy opportunity or threat79 cited
  • 2016Financial stress and economic dynamics: The case of France77 cited
  • 2023The measurement and early warning of daily financial stability index based on XGBoost and SHAP: Evidence from China74 cited
  • 2015A Top-down Approach to Stress-testing Banks68 cited
  • 2020A financial stress index for a highly dollarized developing country: The case of Lebanon63 cited
  • 2013SAFE: An early warning system for systemic banking risk57 cited
  • 2011Financial Stress and economic activity in Germany and the Euro Area43 cited
  • 2019Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions43 cited
  • 2013Financial Stress and Economic Dynamics: The Transmission of Crises42 cited
  • 2019Can investor sentiment predict the size premium?41 cited
  • 2013USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS40 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2022Measuring financial soundness around the world: A machine learning approach34 cited
  • 2022Financial stress transmission between the U.S. and the Euro Area30 cited
  • 2020Financial stress dynamics in China: An interconnectedness perspective29 cited