Exploring systemic risk dynamics in the Chinese stock market : a network analysis with risk transmission index
Year of publication: |
2024
|
---|---|
Authors: | Zeng, Xiaowei ; Hu, Yifan ; Pan, Chengjun ; Hou, Yanxi |
Subject: | Chinese stock market | community detection | CoVaR | network analysis | systemic risk | China | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Risiko | Risk | Soziales Netzwerk | Social network | Volatilität | Volatility |
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