An analysis of the literature on systemic financial risk: A survey

W Silva, H Kimura, VA Sobreiro - Journal of Financial Stability, 2017 - Elsevier
This article presents an analysis of the literature on systemic financial risk. To that end, we
analyze and classify 266 articles that were published no later than September 2016 in the …

Bank systemic risk around COVID-19: A cross-country analysis

Y Duan, S El Ghoul, O Guedhami, H Li, X Li - Journal of Banking & Finance, 2021 - Elsevier
Abstract Using 1,584 listed banks from 64 countries during the COVID-19 pandemic, we
conduct the first broad-based international study of the effect of the pandemic on bank …

Responses of US equity market sectors to the Silicon Valley Bank implosion

I Yousaf, JW Goodell - Finance Research Letters, 2023 - Elsevier
Considering the new role of social media to quickly effect bank runs, it is critical to
investigate the impact of the Silicon Valley Bank (SVB) collapse on US market sectors. Using …

Systemic risk and the COVID challenge in the European banking sector

N Borri, G Di Giorgio - Journal of Banking & Finance, 2022 - Elsevier
This paper studies the systemic risk contribution of a set of large publicly traded European
banks. Over a sample covering the last twenty years and three different crises, we find that …

Trans-Atlantic equity volatility connectedness: US and European financial institutions, 2004–2014

FX Diebold, K Yilmaz - Journal of Financial Econometrics, 2015 - academic.oup.com
We characterize equity return volatility connectedness in the network of major American and
European financial institutions, 2004–2014. Our methods enable precise characterization of …

Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict

L Shen, Y Hong - Finance Research Letters, 2023 - Elsevier
The escalating conflict between Russia and Ukraine has increased geopolitical risks and
global economic policy uncertainty, leading to an increasingly tense international situation …

Bank risk, competition and bank connectedness with firms: A literature review

C Badarau, I Lapteacru - Research in International Business and Finance, 2020 - Elsevier
The outbreak of the 2007–2009 financial crisis and of the European sovereign debt crisis
again raised questions about the vulnerability and the behaviour of banking institutions. The …

Syndication, interconnectedness, and systemic risk

J Cai, F Eidam, A Saunders, S Steffen - Journal of Financial Stability, 2018 - Elsevier
Syndication increases the overlap of bank loan portfolios and makes them more vulnerable
to contagious effects. We develop a novel measure of bank interconnectedness using …

[HTML][HTML] National culture and corporate risk-taking around the world

B Frijns, F Hubers, D Kim, TY Roh, Y Xu - Global Finance Journal, 2022 - Elsevier
This paper examines the effect of national culture on corporate risk-taking worldwide.
Specifically, we focus on one particular cultural trait–Individualism–a culture dimension …

Income smoothing among European systemic and non-systemic banks

OK Peterson, TG Arun - The British Accounting Review, 2018 - Elsevier
There is scant research on the financial reporting behaviour of global systemically-important
banks (G-SIBs) and non-global systemically-important banks (non-G-SIBs). We examine the …