Systemic risk and network effects in RCEP financial markets : evidence from the TEDNQR model
Year of publication: |
2025
|
---|---|
Authors: | Chen, Yan ; Luo, Qiong ; Zhang, Feipeng |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 76.2025, Art.-No. 102317, p. 1-28
|
Subject: | RCEP | Systemic risk | Tail risk network | TEDNQR model | Systemrisiko | Finanzmarkt | Financial market | Risiko | Risk | Unternehmensnetzwerk | Business network | Finanzkrise | Financial crisis | Netzwerkökonomik | Network economics |
-
Chen, Yan, (2022)
-
Systemic risk network of Chinese financial institutions
Fang, Libing, (2018)
-
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Zhang, Weiping, (2020)
- More ...
-
Chen, Yan, (2022)
-
Oil price volatility forecasting : threshold effect from stock market volatility
Chen, Yan, (2022)
-
Zhang, Feipeng, (2024)
- More ...