Systemic importance of Chinese financial institutions based on the QC-ISAM-ARMA temporal network with coupling
Xia Zhao, Xiao Sun, Jiefei Huang, Qingchun Meng
| Year of publication: |
2025
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|---|---|
| Authors: | Zhao, Xia ; Sun, Xiao ; Huang, Jiefei ; Meng, Qingchun |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 101.2025, Art.-No. 101979, p. 1-11
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| Subject: | ARMA model | Isomorphism rate | Market scenarios | Quantile coherency | Systemic importance | Temporal network with coupling | China | Systemrisiko | Systemic risk | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2025.101979 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015405584