8ZHOU C. Are banks too big to fail? Measuring systemic importance of financial institution[J]. International Journal of Central Banking, 2010,11: 205-250.
9DREHMANN M, TARASHEV N. Measuring the systemic importance of interconnected banks [EB/OL]. (2011-03-01) www.bis.org/publ/work342.pdf.
10ADRIAN T, BRUNNERMEIER M K. CoVaR [EB/OL]. [2008-09-05]. www.newyorkfed.org/research/staff_ reports/sr348.pdf.