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Applied Economics Letters Volume 21, 2014 - Issue 4
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Original Articles

Too non-traditional to fail? Determinants of systemic risk for BRICs banks

X. QinAntai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China
&
X. ZhuAntai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, ChinaCorrespondence[email protected]
Pages 261-264 | Published online: 26 Nov 2013

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Hasan Hanif, Imran Yousaf, Abdul waheed & Waseem ullah. (2021) MES vs ∆CoVaR: Empirical evidence from Pakistan. Cogent Business & Management 8:1.
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Articles from other publishers (5)

Emmanuel Afuecheta, Chigozie Utazi, Edmore Ranganai & Chibuzor Nnanatu. (2020) An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies. Annals of Data Science 10:2, pages 251-290.
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Hasan Hanif. (2023) Dynamic modeling of marginal expected shortfall under economic sensitivity: empirical evidence from Pakistan. South Asian Journal of Business Studies.
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Xiao Qin & Chen Zhou. (2021) Systemic risk allocation using the asymptotic marginal expected shortfall. Journal of Banking & Finance 126, pages 106099.
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Jianxu Liu, Quanrui Song, Yang Qi, Sanzidur Rahman & Songsak Sriboonchitta. (2020) Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions. Sustainability 12:10, pages 4000.
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Xiao Qin & Chunyang Zhou. (2019) Financial structure and determinants of systemic risk contribution. Pacific-Basin Finance Journal 57, pages 101083.
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