A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Year of publication: |
2022
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Authors: | Chen, Yan ; Mo, Dongxu ; Xu, Zezhou |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-10
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Subject: | Interconnections | Contagion | Tail risk network | Δ CoVaR | Ansteckungseffekt | Contagion effect | China | Finanzkrise | Financial crisis | Unternehmensnetzwerk | Business network | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Netzwerk | Network | Soziales Netzwerk | Social network |
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