A simple indicator of systemic riskDilip Kumar Patro, Min Qi, Xian Sun2012-03-26articleJournal of Financial Stability161 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingBanking stability, regulation, efficiencyComplex Systems and Time Series AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 161 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2002Asymmetric correlations of equity portfolios2003Equity Volatility and Corporate Bond Yields2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements2009A theory of systemic risk and design of prudential bank regulationCited by2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network2012What is the Systemic Risk Exposure of Financial Institutions?2020Multilayer information spillover networks: measuring interconnectedness of financial institutions2021Systemic financial risk early warning of financial market in China using Attention-LSTM model2014How to foresee banking crises? A survey of the empirical literature2021Systemic risk measures and regulatory challenges2013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis2020Network connectedness and China's systemic financial risk contagion——An analysis based on big data