Exploring systemic risk dynamics in the Chinese stock market : a network analysis with risk transmission index
Year of publication: |
2024
|
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Authors: | Zeng, Xiaowei ; Hu, Yifan ; Pan, Chengjun ; Hou, Yanxi |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 3, Art.-No. 56, p. 1-24
|
Subject: | Chinese stock market | community detection | CoVaR | network analysis | systemic risk | Aktienmarkt | Stock market | China | Systemrisiko | Systemic risk | Risiko | Risk | Finanzkrise | Financial crisis |
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