Systemic risk of Chinese financial institutions and asset price bubbles
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Xiaoming ; Wei, Chunyan ; Lee, Chien-chiang ; Tian, Yiming |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-17
|
Subject: | Asset price bubbles | DCC-GARCH-CoVaR model | Financial institutions | Stock markets | Systemic risk | Spekulationsblase | Bubbles | Systemrisiko | Börsenkurs | Share price | Finanzsektor | Financial sector | China | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Finanzkrise | Financial crisis |
-
"Speculative Influence Network" during financial bubbles : application to Chinese stock markets
Lin, Li, (2018)
-
News media sentiment and investor behavior
Kräussl, Roman, (2014)
-
Tackling the volatility paradox: spillover persistence and systemic risk
Kubitza, Christian, (2021)
- More ...
-
Corporate governance and systemic risk : evidence from Chinese-listed banks
Lee, Chien-chiang, (2023)
-
FinTech development and commercial bank efficiency in China
Lee, Chien-chiang, (2023)
-
Zhang, Xiaoming, (2023)
- More ...