Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Qifa Xu, Bei Jin, Cuixia Jiang
| Year of publication: |
2021
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|---|---|
| Authors: | Xu, Qifa ; Jin, Bei ; Jiang, Cuixia |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-13
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| Subject: | Banking industry | CoVaR | Quantile regression | Systemic risk | Wavelet analysis | Systemrisiko | Regressionsanalyse | Regression analysis | Bank | China | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Schätzung | Estimation | Welt | World | Finanzsektor | Financial sector | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667347