SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality
16 references·2 citing·36 second hop
Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality (2023)Global systemic risk dynamic network conn…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRWhere the Risks Lie: A Survey on Systemic Risk (2015)Where the Risks Lie: A Survey…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Does a Central Clearing Count…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…A new statistic and practical guidelines for nonparametric Granger causality testing (2006)A new statistic and practical…A test for independence based on the correlation dimension (1996)A test for independence based…Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies (2025)Exploring the dynamic nexus o…Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks (2023)Financial market connectednes…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Generalized impulse response analysis in linear multivariate models (1998)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Macroeconomics and Reality (1980)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)Growth in a Time of Debt (2010)From Financial Crash to Debt Crisis (2011)The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Financial Networks and Contagion (2014)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Bank lending during the financial crisis of 2008 (2009)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2009The Aftermath of Financial Crises1,509 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing962 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2015Where the Risks Lie: A Survey on Systemic Risk688 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
  • Cited by

    • 2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies72 cited
    • 2023Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks26 cited