Leverage and systemic risk pro-cyclicality in the Chinese financial system
Year of publication: |
2021
|
---|---|
Authors: | Cincinelli, Peter ; Pellini, Elisabetta ; Urga, Giovanni |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-22
|
Subject: | Bank and non bank financial institutions | Leverage and systemic risk pro-cyclicality | Panel data regression | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Bank | Kapitalstruktur | Capital structure | China | Welt | World | Bankenkrise | Banking crisis | Finanzsystem | Financial system | Kreditgeschäft | Bank lending | Panel | Panel study |
-
Capital inflows, credit growth, and financial systems
Igan, Deniz, (2017)
-
Topological properties of reconstructed credit networks and banking systemic risk
Wang, Chao, (2023)
-
Systemic risk determinants in the European banking industry during financial crises, 2006-2012
Bellavite Pellegrini, Carlo, (2018)
- More ...
-
Leverage and Systemic Risk Pro-Cyclicality in the Chinese Financial System
Cincinelli, Peter, (2021)
-
Is there an optimal level of leverage? : the case of banks and non-bank institutions in Europe
Cincinelli, Peter, (2024)
-
Systemic Risk in the Chinese Financial System : A Panel Granger Causality Analysis
Cincinelli, Peter, (2022)
- More ...