Brownlees, Christian T. and Engle, Robert F., Volatility, Correlation and Tails for Systemic Risk Measurement (June 1, 2011). Available at SSRN: http://ssrn.com/abstract=1611229
也可参见其主页： http://vlab.stern.nyu.edu/welcome/risk
Brunnermeier, K., and Adrian, T. (2011). "CoVaR" http://www.princeton.edu/~markus/research/papers/CoVaR.pdf
这篇很有名。
Adams, Z., Füss,R., and Gropp, R. (2011) "Modeling Spillover Effects among Financial Institutions: A State-Dependent-Sensitivity Value-at-Risk Approach" http://www.irmc.eu/public/files/Adams,Fuss,Gropp_Spillover%20effects%20among%20financial%20institutions.pdf
Acharya, Viral V., Pedersen, Lasse Heje, Philippon, Thomas and Richardson, Matthew P., Measuring Systemic Risk (May 2010). AFA 2011 Denver Meetings Paper. Available at SSRN: http://ssrn.com/abstract=1573171
