Measuring the contribution of Chinese financial institutions to systemic risk : an extended asymmetric CoVaR approach
Fenghua Wen, Kaiyan Weng, Wei-Xing Zhou
| Year of publication: |
2020
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|---|---|
| Authors: | Wen, Fenghua ; Weng, Kaiyan ; Zhou, Wei-Xing |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 22.2020, 4, p. 310-337
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| Subject: | Systemic risk | Tail-risk dependence | Asymmetric CoVaR | Time-varying | Systemrisiko | China | Finanzkrise | Financial crisis | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-020-00064-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012382234