Interconnectedness and Systemic Risk

Since the Global Financial Crisis, the Associate Researchers of IGF have published quite a nuumber of influencial research works on gloal systemic risk. The IGF has published major research works as part of its international conference on systemic risk in 2011. This work was published as a special issue of the Journal of Banking and Finance. The editors of this work are Luci Ellis, Head of Financial Stability at the Reserve Bank of Australia, Claudio Borio, Head of Research of the BIS and Bruce Arnold, Acting Head of Research at APRA. The contributors to this publication included researchers from the following financial institutions: the Bank for International Settlements, the Reserve Bank of Australia, the Bank of Italy, the Royal Bank of Scotland, the International Monetary Fund and the De Nederlandsche Bank. There have been further studies and research work in this area, in colloboration with NYU Institute of Valatility and Risk as well as some eminents scholars. Furthermore, the IGF has two major international conference on systemic risk and interconnectedness with the Asian Development Bank in 2017 and 2018.

Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union (2018)
Kim SJ, Moshirian F, Wu E, In World Scientific Studies in International Economics. 64: 391-428. World Scientific Publishing, Singapore 2018
Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis (2018)
Kim SJ, Moshirian F, Wu E, In World Scientific Studies in International Economics. 64: 305-368 (64 pages). World Scientific Publishing, Singapore 2018
Investor Protection and the Value Impact of Stock Liquidity (2018)
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang (2018), Journal of International Business Studies, forthcoming.
Googling Investor Sentiment around the World (2018)
Zhenyu Gao, Haohan Ren and Bohui Zhang (2018), Journal of Financial Quantitative and Analysis, forthcoming.
Tracing out capital flows: How financially integrated banks respond to natural disasters (2017)
Cortés KR; Strahan PE, 2017, Journal of Financial Economics, vol. 125, pp. 182 - 199
Cross-Sided Liquidity Externalities (2017)
Tham WW; sojli E; Skjeltorp J, 2017, Management Science, vol. 64, pp. 2901 - 2929
Dynamic stock market integration driven by the european monetary union: An empirical analysis (2017)
Kim SJ, Moshirian F, Wu E, In Information Spillovers And Market Integration In International Finance: Empirical Analyses. 305-368. 24 Nov 2017
Evolution of international stock and bond market integration: Influence of the European monetary union (2017)
Kim SJ, Moshirian F, Wu E, In Information Spillovers And Market Integration In International Finance: Empirical Analyses. 391-428. 24 Nov 2017
Foreign political connections (2017)
Sojli E; Tham WW, 2017, Journal of International Business Studies, vol. 48, pp. 244 - 266
Systemic Risk in Europe (2014)
Engle, R., Jondeau, E. and M. Rockinger, the Review of Finance, 19 (1), 145-190

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