Quantifying systemic risk in US industries using neural network quantile regression-Reference-Cited by-同舟云学术

Quantifying systemic risk in US industries using neural network quantile regression

Published:2022-10 Issue: Volume:61 Page:101648
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Naeem Muhammad Abubakr,Karim Sitara,Tiwari Aviral Kumar

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference73 articles.

1. Re-examination of international bond market dependence: Evidence from a pair copula approach;Abakah;Int. Rev. Financ. Anal.,2021

2. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

3. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Policy,2020

4. CoVar;Adrian;Am. Econ. Rev.,2016

5. COVID-19 and oil price risk exposure;Akhtaruzzaman;Financ. Res. Lett.,2021

Cited by 25 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Systemic risk spillover effects within the Moroccan banking industry;Cogent Business & Management;2024-09-12

2. When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets;International Review of Financial Analysis;2024-05

3. Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19;The Quarterly Review of Economics and Finance;2024-04

4. Do ESG scores affect financial systemic risk? Evidence from European banks and insurers;Research in International Business and Finance;2024-04

5. Multiple-output quantile regression neural network;Statistics and Computing;2024-03-08