[1] 陶玲,朱迎. 系统性金融风险的监测和度量——基于中国金融体系的研究[J]. 金融研究,2016(6):18-36
[2] 许涤龙,陈双莲. 基于金融压力指数的系统性金融风险测度研究[J]. 经济学动态,2015(4):69-78
[3] 周皓,何碧清,赵靖. 中国系统性金融风险报告[M]. 清华大学国家金融研究院,2016
[4] 周皓,何碧清,赵靖. 中国系统性金融风险报告[M]. 清华大学国家金融研究院,2017
[5] 周皓,何碧清,赵靖. 中国系统性金融风险报告[M]. 清华大学国家金融研究院,2018
[6] 周桦,庞家任,王子悦. 基于主成分分析方法的我国金融系统性风险度量研究[J]. 保险研究,2018(4):3-17
[7] Acharya V,Engle R,Richardson M.Capital Shortfall:A New Approach to Ranking and Regulating Systemic Risks[J]. American Economic Review,2012,3(102):59-64
[8] Acharya V,Pedersen L H,Philippon T et al. Measuring Systemic Risk[J]. The Review of Financial Studies,2017,1(30):2-47
[9] Balakrishnan R,Danninger S,Elekdag S et al. The Transmission of Financial Stress from Advanced to Emerging Economies[J]. Emerging Markets Finance and Trade,2011,sup2(47):40-68
[10] Brownlees C,Engle R F.SRISK:A Conditional Capital Shortfall Measure of Systemic Risk[J]. The Review of Financial Studies,2016,1(30):48-79
[11] Cardarelli R,Elekdag S,Lall S.Financial Stress and Economic Contractions[J]. Journal of Financial Stability,2011,2(7):78-97
[12] Chan Lau J A. Regulatory Capital Charges for Too Connected to Fail Institutions:A Practical Proposal[J]. Financial Markets,Institutions and Instruments,2010,5(19):355-379
[13] De Bandt O,Hartmann P.Systemic Risk:A Survey[J]. 2000
[14] Giglio S,Kelly B,Pruitt S.Systemic Risk and the Macroeconomy:An Empirical Evaluation[J]. Journal of Financial Economics,2016,3(119):457-471
[15] Girardi G,Ergün A T.Systemic Risk Measurement:Multivariate GARCH Estimation of CoVaR[J]. Journal of Banking and Finance,2013,8(37):3169-3180
[16] Glasserman P,Young H P.How Likely Is Contagion in Financial Networks?[J]. Journal of Banking and Finance,2015(50):383-399
[17] Grimaldi M.Detecting and Interpreting Financial Stress in the Euro Area[J]. 2010
[18] Hakkio C S,Keeton W R.Financial Stress:What Is It,How Can It Be Measured,and Why Does It Matter?[J]. Economic Review,2009,2(94):5-50
[19] Hollo D,Kremer M,Lo Duca M.CISS-A Composite Indicator of Systemic Stress in the Financial System[J]. 2012
[20] Idier J,Lamé G,Mésonnier J.How Useful Is the Marginal Expected Shortfall for the Measurement of Systemic Exposure?A Practical Assessment[J]. Journal of Banking and Finance,2014(47):134-146
[21] Illing M,Liu Y.Measuring Financial Stress in a Developed Country:An Application to Canada[J]. Journal of Financial Stability,2006,3(2):243-265
[22] Jobst M A A,Gray M D F. Systemic Contingent Claims Analysis:Estimating Market-Implied Systemic Risk[M]. International Monetary Fund,2013
[23] Kliesen K L,Smith D C.Measuring Financial Market Stress[J]. Economic Synopses,2010
[24] Kremer M.Macroeconomic Effects of Financial Stress and the Role of Monetary Policy:A VAR Analysis for the Euro Area[J]. International Economics and Economic Policy,2016,1(13):105-138
[25] LaBerge D,Samuels S J. Toward a Theory of Automatic Information Processing in Reading[J]. Cognitive Psychology,1974,2(6):293-323
[26] Louzis D P,Vouldis A T.A Financial Systemic Stress Index for Greece[Z]. 2013
[27] Nelson W R,Perli R.Selected Indicators of Financial Stability[J]. Risk Measurement and Systemic Risk,2007(4):343-372
[28] Tobias A,Brunnermeier M K.CoVaR[J]. The American Economic Review,2016,7(106):1705
[29] Van Roye B.Financial Stress and Economic Activity in Germany and the Euro Area[R]. Kiel Working Paper,2011
[30] Wold S,Esbensen K,Geladi P. Principal Component Analysis[J]. Chemometrics and Intelligent Laboratory Systems,1987,1-3(2):37-52
[31] Yiu M S,Ho W A,Jin L.A Measure of Financial Stress in Hong Kong Financial Market the Financial Stress Index[J]. Hong Kong Monetary Authority Research Note,2010(2):2010