Interconnectedness of systemic risk in the Chinese economy : the Granger causality and CISS indicator approach
Omid Farkhondeh Rouz, Hossein Sohrabi Vafa, Arash Sioofy Khoojine, Sajjad Pashay Amiri
Year of publication: |
2024
|
---|---|
Authors: | Rouz, Omid Farkhondeh ; Vafa, Hossein Sohrabi ; Khoojine, Arash Sioofy ; Amiri, Sajjad Pashay |
Subject: | Chinese economy | CISS indicator | Financial turbulence | Granger causality | Risk propagation | Systemic risk | Kausalanalyse | Causality analysis | China | Systemrisiko | Finanzkrise | Financial crisis | Wirtschaftsindikator | Economic indicator |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
SenSR : a sentiment-based systemic risk indicator
Borovkova, Svetlana, (2017)
-
SenSR : A Sentiment-Based Systemic Risk Indicator
Borovkova, Svetlana, (2016)
-
SenSR : A Sentiment-Based Systemic Risk Indicator
Borovkova, Svetlana, (2017)
- More ...