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Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei; Zhuang, Yaming; Wang, Hu - In: The journal of risk model validation 16 (2022) 4, pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
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Identifying systemically important banks based on an improved debtrank model
Wang, Hu; Li, Shouwei - In: Computational economics 62 (2023) 4, pp. 1505-1523
Persistent link: https://www.econbiz.de/10014437479
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Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu; Li, Shouwei - In: Journal of risk 23 (2020/2021) 3, pp. 31-56
Persistent link: https://www.econbiz.de/10012500294
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Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu; Liu, Xin - In: Pacific-Basin finance journal 83 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
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The validation of different systemic risk measurement models
Wang, Hu; Jiang, Shuyang - In: The journal of risk model validation 17 (2023) 2, pp. 83-97
Persistent link: https://www.econbiz.de/10014485771