Systemically important financial institutions in China : from view of tail risk spillover network
Year of publication: |
2022
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Authors: | Yang, Xin ; Chen, Shan ; Liu, Zhifeng ; Yang, Xiaoguang ; Huang, Chuangxia |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 19, p. 1833-1839
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Subject: | complex network | Financial institution | panel data regression model | systemic risk | tail risk spillover network | Systemrisiko | Systemic risk | Spillover-Effekt | Spillover effect | China | Unternehmensnetzwerk | Business network | Finanzsektor | Financial sector | Risikomaß | Risk measure | Welt | World | Panel | Panel study | Risiko | Risk | Risikomanagement | Risk management | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Regressionsanalyse | Regression analysis |
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