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Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries
16 references·2 citing·38 second hop
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2005Chapter 12 Finance and Growth: Theory and Evidence2,885 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 1959THE STAGES OF ECONOMIC GROWTH2,279 cited
  • 2004CAViaR2,210 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited

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2015
Fiscal Volatility Shocks and Economic Activity
942 cited

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  • 2024Systemic risk prediction using machine learning: Does network connectedness help prediction?28 cited
  • 2024Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation24 cited