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Systemic risk
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Wen, Fenghua
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3
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3
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3
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3
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2
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1
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
Saved in:
2
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
3
Financial network structure and systemic risk
Huang, Chuangxia
;
Deng, Yanchen
;
Yang, Xiaoguang
;
Cai, …
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1073-1096
Persistent link: https://www.econbiz.de/10014636438
Saved in:
4
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Yang, Xin
;
Chen, Shan
;
Liu, Hong
;
Yang, Xiaoguang
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10014253375
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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