Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Shuting Liu, Qifa Xu and Cuixia Jiang
| Year of publication: |
2021
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|---|---|
| Authors: | Liu, Shuting ; Xu, Qifa ; Jiang, Cuixia |
| Subject: | commercial banks | CoVaR | financial turmoils | MIDAS-QR | systemic risk | China | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Bank | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1839629 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012626719