Systemic risk in Chinese financial industries : a vine copula grouped CoVaR approach
Xiaozhen Hao and Zhenlong Chen
| Year of publication: |
2022
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|---|---|
| Authors: | Hao, Xiaozhen ; Chen, Zhenlong |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,3, p. 2747-2763
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| Subject: | Chinese financial industries | systemic risk | vine copula grouped model | CoVaR | backtesting | China | Systemrisiko | Systemic risk | Multivariate Verteilung | Multivariate distribution | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2021.1977673 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382240