Bearish Vs Bullish risk network: A Eurozone financial system analysis

Identification of systemically important banks in China based on Merton-Shapley model and a comparison between different indicators

“…For example, Cincinelli et al. (2022) studied the Granger causality between individual factors (such as leverage) and systemic risk; Foglia et al. (2022) studied the risk spillovers among financial institutions based on the Granger causality test under the two specific conditions of downside and upside, in order to learn the heterogeneity in different situations.…”