A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Yan Chen, Dongxu Mo, Zezhou Xu
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Yan ; Mo, Dongxu ; Xu, Zezhou |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-10
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| Subject: | Interconnections | Contagion | Tail risk network | Δ CoVaR | Ansteckungseffekt | Contagion effect | China | Finanzkrise | Financial crisis | Risiko | Risk | Theorie | Theory | Unternehmensnetzwerk | Business network | Risikomaß | Risk measure | Finanzmarkt | Financial market | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102395 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581705