This work is licensed under the Creative Commons Attribution 4.0 International License.
Gilchrist, S., Schoenle, R., Sim, J., & Zakrajšek, E. (2017). Inflation dynamics during the financial crisis. American Economic Review, 107(3), 785-823.Search in Google Scholar
Lane, P. R., & Milesi-Ferretti, G. M. (2018). The external wealth of nations revisited: international financial integration in the aftermath of the global financial crisis. IMF Economic Review, 66, 189-222.Search in Google Scholar
Lipscy, P. Y. (2018). Democracy and financial crisis. International Organization, 72(4), 937-968.Search in Google Scholar
Huang, X., & Guo, F. (2021). A kernel fuzzy twin svm model for early warning systems of extreme financial risks. International Journal of Finance And Economics, 26(1), 1459-1468.Search in Google Scholar
Ren, R., Lu, M. J., Li, Y., & Hrdle, W. K. (2022). Financial risk meter frm based on expectiles. Journal of Multivariate Analysis, 189.Search in Google Scholar
Ulgen, F. (2019). Stabilizing endogenous instability: proposals for an institutionalist reform of financial regulation. Journal of economic issues(2), 53.Search in Google Scholar
Duncan, A., Barmby, T., Hugheshallett, A., & Leith, C. (2019). Reform of the uk financial policy committee. Scottish Journal of Political Economy, 67(2).Search in Google Scholar
Danzer, A. M., & Dietz, B. (2018). Migrants’ well-being during the global financial crisis: Economic and social predictors. Journal of comparative economics, 46(3), 770-787.Search in Google Scholar
Castelblanco, G., Guevara, J., & Salazar, J. (2022). Remedies to the PPP crisis in the COVID-19 pandemic: Lessons from the 2008 global financial crisis. Journal of Management in Engineering, 38(3), 04022017.Search in Google Scholar
Gong, X. L., & Du, Z. Q. (2020). Institutional investor information sharing, stock market extreme risk, and financial systemic risk. Complexity, 2020, 1-10.Search in Google Scholar
Gandy, A., & Veraart, L. A. M. (2017). A bayesian methodology for systemic risk assessment in financial networks. Management Science, 63(12), 4428-4446.Search in Google Scholar
Zhao, D., Ding, J., & Chai, S. (2018). Systemic financial risk prediction using least squares support vector machines. Modern Physics Letters B, 32(17), 1850183.Search in Google Scholar
Li, Z., Cai, Y., & Hu, S. (2021). Research on systemic financial risk measurement based on hmm and text mining: a case of china financial market. IEEE Access, PP(99), 1-1.Search in Google Scholar
Silva, W., Kimura, H., & Sobreiro, V. A. (2017). An analysis of the literature on systemic financial risk: A survey. Journal of Financial Stability, 28, 91-114.Search in Google Scholar
He, Z., & Krishnamurthy, A. (2019). A macroeconomic framework for quantifying systemic risk. American Economic Journal: Macroeconomics, 11(4), 1-37.Search in Google Scholar
Gertler, M., Kiyotaki, N., & Prestipino, A. (2020). A macroeconomic model with financial panics. The Review of Economic Studies, 87(1), 240-288.Search in Google Scholar
Schreiber, J. B. (2021). Issues and recommendations for exploratory factor analysis and principal component analysis. Research in Social and Administrative Pharmacy, 17(5), 1004-1011.Search in Google Scholar
Soufi, H. R., Esfahanipour, A., & Shirazi, M. A. (2022). A quantitative approach for analysis of macroeconomic resilience due to socio-economic shocks. Socio-Economic Planning Sciences, 79, 101101.Search in Google Scholar