SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A framework for assessing the systemic risk of major financial institutions · Study

ArticleShelves

ArticleA framework for assessing the systemic risk of major financial institutions

Xin Huang2009

OA

Articlegreen2009

A framework for assessing the systemic risk of major financial institutions

Xin Huang · Hao Zhou · Haibin Zhu

638 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Global Financial Regulation and Crises

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 638 citations exist upstream.

References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2003Modeling and Forecasting Realized Volatility 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?2006Multi-period corporate default prediction with stochastic covariates

Cited by

2015Bank size, capital, and systemic risk: Some international evidence 2013How does competition affect bank systemic risk?2013Network Structure and Systemic Risk in Banking Systems 2016TENET: Tail-Event driven NETwork risk 2012The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil 2011Systemic Risk Contributions 2012Banks’ Non-Interest Income and Systemic Risk 2014Size Anomalies in U.S. Bank Stock Returns

Details

Year2009

Typearticle

Published2009-05-28

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations638

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1016/j.jbankfin.2009.05.017

openalex_workW2102173527

Links

Imported from OpenAlex (CC0) — nothing here is generated.