Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Qifa Xu, Lu Chen, Cuixia Jiang, Jing Yuan
| Year of publication: |
2018
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|---|---|
| Authors: | Xu, Qifa ; Chen, Lu ; Jiang, Cuixia ; Yuan, Jing |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 51.2018, p. 13-31
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| Subject: | Systemic risk | CoVaR | Risk spillover | MIDAS | DCC-MIDAS-t | China | Systemrisiko | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Spillover-Effekt | Spillover effect | Risiko | Risk | Messung | Measurement | Welt | World | Bank | Finanzmarkt | Financial market | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2018.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035069