Systemic risk in the Chinese financial system : a panel Granger causality analysis
Year of publication: |
2022
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Authors: | Cincinelli, Peter ; Pellini, Elisabetta ; Urga, Giovanni |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-23
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Subject: | Panel data | Granger-non causality | Systemic risk | Systemic risk measures | Systemrisiko | Kausalanalyse | Causality analysis | China | Panel | Panel study | Finanzkrise | Financial crisis | Finanzsektor | Financial sector | Welt | World | Finanzsystem | Financial system |
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