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 …

The role of big data in finance is pivotal, especially in forecasting stock prices, mitigating risk,
and assessing market anomalies. With the financial system becoming more interconnected …

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 …

An understanding of the financial instability during financial crises is an important topic in
risk management. Market participants actively use risk indicators, such as the VIX in the US …

We survey the works applying text analytics to the study of news media in financial markets
beyond intraday horizons, and expand into the fundamental economic theory and concepts …

The primary objective of the paper is to forecast the beta values of companies listed on
Sensex, Bombay Stock Exchange (BSE). The BSE Sensex constitutes 30 top most …

We employ three measures− marginal expected shortfall, SRISK index, and Conditional
Value-at-Risk− to assess an insurer's exposure and contribution to systemic risk during the …

Asymmetric volatility in equity markets has been widely documented in finance (Bekaert and
Wu, 2000)). We study asymmetric volatility for daily S&P 500 index returns and VIX index …

Diffusion of scientific knowledge plays an important role in scientific development. Based on
electronic traces of knowledge flows in knowledge cyber infrastructure, this study examines …

Az ESG-pontszámok (Environmental (környezeti), Social (társadalmi) és Governance
(irányítási)) integrálhatósága a kockázatkezelési gyakorlatokba jelenleg is aktívan kutatott …