Systematic research on multi-dimensional and multiple correlation contagion networks of extreme risk in china’s banking industry
Qicheng Zhao, Zhouwei Wang, Yuping Song
| Year of publication: |
2024
|
|---|---|
| Authors: | Song, Yuping |
| Subject: | Complex network analysis | Extreme risk | Multi-dimensional multiple correlation contagion | MVMQ-CAViaR model | Systemically important banks | China | Systemrisiko | Systemic risk | Bank | Korrelation | Correlation | Bankrisiko | Bank risk | Ansteckungseffekt | Contagion effect | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10474-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015078083