Bank contribution to financial sector systemic risk and expected returns: Evidence from large U.S. banks-Reference-Cited by-同舟云学术

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Bank contribution to financial sector systemic risk and expected returns: Evidence from large U.S. banks

Published:2023-01 Issue:1 Volume:23 Page:203-216
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Usman Muhammad^ORCID

Publisher

Elsevier BV

Subject

General Medicine

Reference29 articles.

1. Measuring systemic risk;Acharya;Review of Financial Studies,2017

2. CoVaR (No. w17454);Adrian,2011

3. Do ‘too-big-to-fail’ banks take on more risk? Economic policy review;Afonso,2014

4. An event study analysis of too-big-to-fail after the Dodd-Frank act: Who is too big to fail?;Allen;Journal of Economics & Business,2018

5. Which are the SIFIs? A component expected shortfall approach to systemic risk;Banulescu;Journal of Banking & Finance,2015

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1. Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective;Review of Quantitative Finance and Accounting;2024-05-07

2. 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

3. The Impact of Sustainable Practices on Creating Value for Banks in Emerging Countries;Revista de Gestão Social e Ambiental;2024-01-18

4. Performance of islamic vs conventional banks in OIC countries: Resilience and recovery during Covid-19;Borsa Istanbul Review;2022-12

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