The DOI matches its Crossref record; 9 of the 9 references it cites were found in a registry or an index.
Systemic risk: The impact of COVID-19
Open accessAbstract
Highlights • COVID-19 poses an unprecedented challenge to financial systems.• This study estimates the systemic risk in eight of the most COVID-19 affected countries.• Results show a sharpe increase in the systemic risk during the pandemic, however,stagnancy is observed at elevated levels.• We have also identified Systemically Important Financial Institutions (SIFIs) for each of the eight countries.• There is a need for careful evaluation of the systemic risk environment during the pandemic.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Generalized impulse response analysis in linear multivariate models
Pesaran, H. H., & Shin, Y. (1998) · Economics Letters · doi:10.1016/s0165-1765(97)00214-0 · Cited by 6,097
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Diebold, F. X., & Yılmaz, K. (2014) · Journal of Econometrics · doi:10.1016/j.jeconom.2014.04.012 · Cited by 4,642
Statistical Inference Using Extreme Order Statistics
III, J. P. (1975) · The Annals of Statistics · doi:10.1214/aos/1176343003 · Cited by 3,567
A Survey of Systemic Risk Analytics
Bisias, D., Flood, M., Lo, A. W., & Valavanis, S. (2012) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-110311-101754 · Cited by 659
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Allen, L., Bali, T. G., & Tang, Y. (2012) · Review of Financial Studies · doi:10.1093/rfs/hhs094 · Cited by 438
Principal Components as a Measure of Systemic Risk
Kritzman, M., Li, Y., Page, S., & Rigobon, R. (2011) · The Journal of Portfolio Management · doi:10.3905/jpm.2011.37.4.112 · Cited by 294
An Extreme Value Approach to Estimating Volatility and Value at Risk*
Bali, T. G. (2003) · The Journal of Business · doi:10.1086/344669 · Cited by 188
Systemic Risk and the Macroeconomy: An Empirical Evaluation
Giglio, S., Kelly, B. T., & Qiao, X. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.2158347 · Cited by 161
A Generalized Extreme Value Approach to Financial Risk Measurement
Bali, T. G. (2007) · Journal of money credit and banking · doi:10.1111/j.1538-4616.2007.00081.x · Cited by 66
Cited by
Can corporate social responsibility protect firm value during the COVID-19 pandemic?
Qiu, S. (., Jiang, J., Liu, X., Chen, M.-H., & Yuan, X. (2021) · International Journal of Hospitality Management · doi:10.1016/j.ijhm.2020.102759 · Cited by 321
Doran, N. M., Bădîrcea, R. M., & Manta, A. G. (2022) · Electronics · doi:10.3390/electronics11213483 · Cited by 49
Sun, T. (2025) · Journal of Risk and Insurance · doi:10.1111/jori.70023 · Cited by 6
Metadata
- Authors
- Rizwan, M. S., Ahmad, G., & Ashraf, D.
- Venue
- Finance Research Letters
- Publisher
- Elsevier BV
- Published
- 2020-10
- Volume
- 36
- Pages
- 101682
- ISSN
- 1544-6123 (ISSN-L)
- OpenAlex
- W3038942251
- Cited by
- 282
- References
- 9
- FWCI
- 50.69
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Systemic risk: The impact of COVID-19. https://app.cochat.ai/papers/10.1016/j.frl.2020.101682
- The paper
- Rizwan, M. S., Ahmad, G., & Ashraf, D. (2020). Systemic risk: The impact of COVID-19. Finance Research Letters. https://doi.org/10.1016/j.frl.2020.101682
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.