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Measuring the contribution of Chinese financial institutions to systemic risk : an extended asymmetric CoVaR approach

Wen, Fenghua; Weng, Kaiyan; Zhou, Wei-Xing - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 4, pp. 310-337

Persistent link: https://www.econbiz.de/10012382234

Measuring the systemic risk in indirect financial networks

Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098

Persistent link: https://www.econbiz.de/10013373362

Time-varying tail dependence networks of financial institutions

Wen, Fenghua; Weng, Kaiyan; Cao, Jie - In: Journal of risk 23 (2021) 6, pp. 67-94

Persistent link: https://www.econbiz.de/10013473144

Climate policy uncertainty and bank systemic risk : a creative destruction perspective

Liu, Yulin; Wang, Junbo; Wen, Fenghua; Wu, Chunchi - In: Journal of financial stability 73 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015083460

Climate risk and the systemic risk of banks : a global perspective

Wu, Baohui; Wen, Fenghua; Zhang, Yun; Huang, Zhijian - In: Journal of international financial markets, … 95 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015063503

Corporate responses to systemic risk : talk and action

Liu, Yulin; Wang, Junbo; Wen, Fenghua; Wu, Chunchi - In: Pacific-Basin finance journal 87 (2024), pp. 1-32

Persistent link: https://www.econbiz.de/10015098429

Multilayer financial networks and systemic importance : evidence from China

Cao, Jie; Wen, Fenghua; Stanley, H. Eugene; Wang, Xiong - In: International review of financial analysis 78 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013252484

Measuring the systemic risk of China's banking sector : an application of differential DebtRank

Yin, Wenjie; Jin, Faqi; Tian, Meiyu; Wen, Fenghua - In: Journal of risk 22 (2019) 1, pp. 43-66

Persistent link: https://www.econbiz.de/10013177100

Oil Prices and Systemic Financial Risk : A Complex Network Analysis

Wen, Fenghua; Wang, Kangsheng; Xu, Gong - 2023

The risk arising from drastic changes in oil prices has become an important factor that affects the stability of the financial system. This study uses firm-level data to explore the systemic financial risk contagion from the oil market to the financial markets through a complex network...

Persistent link: https://www.econbiz.de/10014357351