Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system-Reference-Cited by-同舟云学术

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Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system

Published:2024-08 Issue: Volume:73 Page:101273
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Armanious Amir

Publisher

Elsevier BV

Reference83 articles.

1. Bootstrap tests for distributional treatment effects in instrumental variable models;Abadie;J. Am. Stat. Assoc.,2002

2. Systemic risk and stability in financial networks;Acemoglu;Am. Econ. Rev.,2015

3. A theory of systemic risk and design of prudential bank regulation;Acharya;J. Financ. Stab.,2009

4. Testing macroprudential stress tests: the risk of regulatory risk weights;Acharya;J. Monet. Econ.,2014

5. Capital shortfall: a new approach to ranking and regulating systemic risks;Acharya;Am. Econ. Rev.,2012

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