Application of systemic risk measurement methods: A systematic review and meta-analysis using a network approach

V Dičpinigaitienė, L Novickytė - Quantitative finance and …, 2018 - epublications.vu.lt
Abstract [eng] This article presents an analysis of the literature on systemic risk
measurement methods. Only the recent global crisis has particularly attracted the attention of …

A new macro stress testing approach for financial realignment in the Eurozone

E Apergis, I Apergis, N Apergis - Journal of International Financial Markets …, 2019 - Elsevier
Contrary to the common approach of stress-testing under which banks are evaluated
whether they are distressed, this empirical study chooses to move from the micro stress test …

Capturing the 'true'information content of supervisory announcements in Europe

L Laidroo - The European Journal of Finance, 2022 - Taylor & Francis
We assess the information content of supervisory announcements related to stress tests and
other supervisory exercises in the EU for 2010–2018. Our results show that compared to …

Vpliv sistemskega finančnega stresa v evrskem območju na dvostranski izvoz blaga

D Romih - 2023 - search.proquest.com
Pregled literature kaže, da sistemski finančni stres v evrskem območju in njegove posledice
še niso popolnoma raziskani. Dosedanje raziskave kažejo, da sistemski finančni stres v …

Finansinio saugumo ir jo poveikio pajamų nelygybei vertinimas ES šalyse

J Grikietytė-Čebatavičienė - 2022 - cris.mruni.eu
Disertacijoje nagrinėjami teoriniai ir empiriniai šalies finansinio saugumo ir pajamų
nelygybės sąveikos aspektai, išskirti fundamentalūs šalies finansinio saugumo …