Risk contribution of the Chinese stock market to developed markets in the post-crisis period
Year of publication: |
2018
|
---|---|
Authors: | Yu, Honghai ; Fang, Libing ; Sun, Boyang ; Du, Donglei |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 34.2018, p. 87-97
|
Subject: | Chinese stock market | CoVaR | Risk contribution | Tail risk | Aktienmarkt | Stock market | China | Risiko | Risk | Risikomaß | Risk measure | Finanzmarktregulierung | Financial market regulation | Finanzkrise | Financial crisis |
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