Downside risk, financial conditions and systemic risk in China
Bo Wang, Haoran Li
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Bo ; Li, Haoran |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-47
|
| Subject: | BVAR | Downside risk | Financial conditions | Quantile regression | Systemic risk | China | Systemrisiko | Risiko | Risk | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101356 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332753