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European bank credit risk transmission during the credit Suisse collapse
16 references·0 citing·53 second hopsampled
European bank credit risk transmission during the credit Suisse collapse (2023)European bank credit risk transmission du…Repercussions of the Silicon Valley Bank collapse on global stock markets (2023)Repercussions of the Silicon …Did the collapse of Silicon Valley Bank catalyze financial contagion? (2023)Did the collapse of Silicon V…Volatility impacts on the European banking sector: GFC and COVID-19 (2022)Volatility impacts on the Eur…Systemic risk and the COVID challenge in the european banking sector (2021)Systemic risk and the COVID c…Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers (2021)Impact of the COVID-19 outbre…Why do some banks contribute more to global systemic risk? 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References

  • 2014Tail Risk and Asset Prices825 cited
  • 2015Where the Risks Lie: A Survey on Systemic Risk696 cited
  • 2016Systemic risk and the macroeconomy: An empirical evaluation608 cited
  • 2016TENET: Tail-Event driven NETwork risk472 cited
  • 2017Systemic risk and bank size171 cited
  • 2018Why do some banks contribute more to global systemic risk?154 cited
  • 2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers151 cited
  • 2015Systemic risk spillovers in the European banking and sovereign network146 cited
  • 2021Systemic risk and the COVID challenge in the european banking sector132 cited
  • 2022Volatility impacts on the European banking sector: GFC and COVID-19117 cited
  • 2015Are European banks too big? Evidence on economies of scale113 cited
  • 2016Bank fragility and contagion: Evidence from the bank CDS market112 cited
  • 2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence100 cited
  • 2023Did the collapse of Silicon Valley Bank catalyze financial contagion?89 cited
  • 2016Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness

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  • 2023Repercussions of the Silicon Valley Bank collapse on global stock markets87 cited
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