This paper investigates the systemic risk spillovers and connectedness in the sectoral tail
risk network of Chinese stock market, and explores the transmission mechanism of systemic …

Given the influence of climate change, there is an urgent need to discuss how commercial
banks can strengthen their risk management strategies to cope with climate change. Using …

This article investigates the volatility connectedness of the Eurozone banking system over
the last 15 years (from 2005 to 2020). Applying the Diebold-Yilmaz Connectedness Index …

We propose a new systemic risk index based on the interdependence of extreme downside
movements of stock returns using the cross-quantilogram and network analysis approach …

The aim of this study is twofold:(1) identify the systemically important financial institutions in
India and their contributing role to Indian systemic risk during various global and domestic …

This study examines the interconnection structure of Islamic and conventional banks and
how they transmit extreme risks to each other. This appears to be a particular problem …

Exposure of the banking system to the Global Financial Crisis attracted attention to the study
of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the …

This study identifies the nature and direction of unprecedented upheavals in the Indian
banking sector which is linked to credit market asymmetry. A tail-driven network approach …

In this paper, we have carried out the predictions for growth or spurt in Systemic Risk across
the different categories of financial institutions in India relative to the change in the market …

This paper examines the domestic systemically important banks and regional systemically
important banks in Asian emerging markets using four major market-based measures:(i) …