Measuring systemic risk contagion effect of the banking industry in China : a directed network approach
Zi-Sheng Ouyang, Ying Huang, Yun Jia, and Chang-Qing Luo
| Year of publication: |
2020
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|---|---|
| Authors: | Ouyang, Zi-Sheng ; Huang, Ying ; Jia, Yun ; Luo, Chang-Qing |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 6, p. 1312-1335
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| Subject: | investor sentiment | contagion effect | CoVaR model | directed network approach | Systemic risk | Ansteckungseffekt | Contagion effect | Systemrisiko | China | Finanzkrise | Financial crisis | Bank | Messung | Measurement | Bankenkrise | Banking crisis | Netzwerk | Network | Welt | World | Finanzmarkt | Financial market | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1711368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211637