Systemic risk and the COVID challenge in the european banking sectorNicola Borri, Giorgio Di Giorgio2021-02-06articleJournal of Banking & Finance132 citationsgreenNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyFinancial Risk and Volatility ModelingGlobal Financial Regulation and CrisesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 132 citations exist upstream.References2002No Contagion, Only Interdependence: Measuring Stock Market Comovements2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2016CoVaR2016Measuring Systemic Risk2020The impact of COVID-19 on small business outcomes and expectations2020The Unprecedented Stock Market Reaction to COVID-192017SRISK: A conditional capital shortfall measure of systemic risk2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic RisksCited by2022The environment, social and governance (ESG) activities and profitability under COVID-19: evidence from the global banking sector2022Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis2023Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war2021Systemic risk measures and regulatory challenges2022Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-192022Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation2021The Impact of COVID-19 on Bank Equity and Performance: The Case of Central Eastern South European Countries2021COVID-19 bust, policy response, and rebound: equity crowdfunding and P2P versus banks