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Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System
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References

  • 1999An Introduction to Copulas7,743 cited
  • 2000Financial Contagion3,393 cited
  • 2004Copula Methods in Finance2,013 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2000On Default Correlation1,257 cited
  • 2009A theory of systemic risk and design of prudential bank regulation831 cited
  • 2007Measuring financial contagion: A Copula approach826 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 2006The Copula-GARCH model of conditional dependencies: An international stock market application784 cited
  • 2009Restoring Financial Stability720 cited
  • 1973Random variables, joint distribution functions, and copulas680 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2010Measuring Systemic Risk432 cited
  • 2006Dependence patterns across financial markets: a mixed copula approach393 cited
  • 2009Copula–Based Models for Financial Time Series381 cited

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