Can firms with higher ESG ratings bear higher bank systemic tail risk spillover? : evidence from Chinese A-share market
Aifan Ling, Jinlong Li, Yugui Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Ling, Aifan ; Li, Jinlong ; Zhang, Yugui |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 80.2023, p. 1-18
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| Subject: | ESG rating | Tail connectedness | Tail risk of firms | Tail risk spillover of the banking system | Spillover-Effekt | Spillover effect | Bankrisiko | Bank risk | China | Finanzsystem | Financial system | Bank | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463311