This study investigates the sovereign yield curve network of 12 developed countries. We
decompose the term structure of interest rates into the Level, Slope, and Curvature factors …

In this paper, we study systemic risk propagation by exploring the dynamic mechanism of
financial contagion among Eurozone countries. Using a multilayer information spillover …

Sectoral corporate credit risk interlinkages constitute a highly topical issue for the systemic
risk considerations of policymakers and market practitioners. We reveal the macroeconomic …

This study explores the interdependencies among developed stock markets using the
LASSO technique with quantile regression within a network analysis framework. Traditional …

This paper investigates the connection between energy uncertainty and banking credit risk
within the Eurozone. To analyze this relationship, we first apply a Bayesian time-varying …

This paper studies the extreme risk spillover between 183 Eurozone financial institutions
(such as banks, insurances, diversified financial, real estate firms) over the period 2005 …

Default risk in the Travel and Leisure (T&L) industry remains understudied despite its
implications for the industry's health and stability. This paper investigates the transmission of …

This paper demonstrates that the level of financial risks and the impact of the COVID-19
pandemic and crisis on them are high. The existing approach to financial risk management …

Less is studied about the determinants of the impact of banking crises on the recovery speed
of financial markets. In this paper, based on the members from Asian Infrastructure …

This study investigates sovereign credit risk spillovers in G20 nations, emphasizing the
impact of global climate policy uncertainty. This study analyzes the dynamics of these …