Measuring systemic risk in China : a new hybrid approach incorporating ensemble learning and risk spillover networks
Da Huo, Yongdong Shi, Chao Wang, Lihan Wang, Weize Xing, Mo Yang, Jingjing Zhao
| Year of publication: |
2025
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|---|---|
| Authors: | Huo, Da ; Shi, Yongdong ; Wang, Chao ; Wang, Lihan ; Xing, Weize ; Yang, Mo ; Zhao, Jingjing |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 91.2025, Art.-No. 102764, p. 1-19
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| Subject: | Ensemble learning | Marginal expected shortfall | Risk spillover index | SRISK | Systemic risk measure | Systemrisiko | Systemic risk | China | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2025.102764 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015405089