The contribution of shadow banking risk spillover to the commercial banks in China : based on the DCC-BEKK-MVGARCH-Time-Varying CoVaR Model
Chen Zhu
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhu, Chen |
| Subject: | Risk spillover contribution | Shadow banking | Time-Varying CoVaR Model | China | Informeller Finanzsektor | Informal finance | Bankrisiko | Bank risk | Spillover-Effekt | Spillover effect | Kreditrisiko | Credit risk | Theorie | Theory | Bankenregulierung | Bank regulation | Risiko | Risk | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10660-021-09530-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014418081