Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Weiping Zhang, Xintian Zhuang, Jian Wang, Yang Lu
| Year of publication: |
2020
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| Authors: | Zhang, Weiping ; Zhuang, Xintian ; Wang, Jiang ; Lu, Yang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-15
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| Subject: | Block model | Connectedness | PageRank | Risk spillover transmission | Systemic risk | Tail risk network | Systemrisiko | Spillover-Effekt | Spillover effect | Risiko | Risk | China | Bankrisiko | Bank risk | Ansteckungseffekt | Contagion effect | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101248 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664822