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Banks’ systemic risk in the Tunisian context: Measures and Determinants
10 references·1 citing·44 second hop
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this work references cited by second hop

References

  • 2008Market Liquidity and Funding Liquidity5,147 cited
  • 1958Theory and Methods of Scaling2,920 cited
  • 2005Rethinking Bank Regulation: Till Angels Govern1,080 cited
  • 1959Theory and Methods of Scaling1,012 cited
  • 2012Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR658 cited
  • 2001Measuring Contagion: Conceptual and Empirical Issues514 cited
  • 2001International Financial Contagion491 cited
  • 2001The Channels for Financial Contagion176 cited
  • 2012Challenges in Identifying and Measuring Systemic Risk101 cited
  • 2014Challenges in Identifying and Measuring Systemic Risk28 cited

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  • 2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures18 cited

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