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Looking Through Systemic Risk: Determinants, Stress Testing and Market Value

https://doi.org/10.2139/ssrn.2842580
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22/22 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

14 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 22 checked references that resolve
resolves10.1093/rof/rfq004
Decomposing European CDS Returns
resolves10.2469/faj.v64.n4.2
Systemic Credit Risk: What Is the Market Telling Us?
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.1046/j.1540-6261.2003.00607.x
Equity Volatility and Corporate Bond Yields
resolves10.2139/ssrn.2707674
Sectorial Asset Allocation 2006-2012
resolves10.1007/s00180-015-0578-6
Common factors in credit defaults swap markets
resolves10.20955/es.2013.31
Bank vs. Bond Financing Over the Business Cycle
resolves10.1017/CBO9780511615337
Risk Management
resolves10.1002/ijfe.1516
CDS Spreads and Contagion Amongst Systemically Important Financial Institutions – A Spatial Econometric Approach
resolves10.3386/w14904
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
resolves10.1017/s0022109009090061
The Determinants of Credit Default Swap Premia
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.1080/00036846.2011.597727
Dynamics of CDS spread indexes of US financial sectors
resolves10.1016/j.jbankfin.2004.06.010
The relationship between credit default swap spreads, bond yields, and credit rating announcements
resolves10.1016/j.jfineco.2009.12.001
Bank lending during the financial crisis of 2008
resolves10.1016/j.jempfin.2008.10.003
Modelling the distribution of credit losses with observable and latent factors
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.1111/j.1468-036x.2013.12029.x
The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach
resolves10.1016/j.jbankfin.2012.11.017
Systemic risk contributions: A credit portfolio approach
resolves10.1016/j.jbankfin.2012.07.010
Systemic risk measures: The simpler the better?
resolves10.1002/jae.2521
Global Credit Risk: World, Country and Industry Factors
resolves10.1007/978-3-322-82842-2_7
Rating-Codes nach Standard & Poors
The 14 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedBasel II: International convergence of capital measurement and capital standards: A revised framework -comprehensive version. Basel Committee on Banking Supervision
no DOI — not checkedBasel III: A global regulatory framework for more resilient banks and banking systems. Basel Committee on Banking Supervision
no DOI — not checkedThe framework for macro stress-testing of credit risk: Incorporating transition in borrower classifications
no DOI — not checkedref9
no DOI — not checkedref12
no DOI — not checkedEU wide stress test methodological note. The European Banking Authority
no DOI — not checkedref20
no DOI — not checkedBank regulation, credit ratings, and systematic risk
no DOI — not checkedIFRS 9 financial instruments. International Accounting Standards Committee Foundation
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref35
no DOI — not checkedref36
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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