Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Year of publication: |
2023
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Authors: | Yang, Xin ; Chen, Shan ; Liu, Hong ; Yang, Xiaoguang ; Huang, Chuangxia |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 1201-1213
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Subject: | Financial institution network | jump volatility | panel data regression model | Volatilität | Volatility | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | China | Finanzsektor | Financial sector | Systemrisiko | Systemic risk | Theorie | Theory | Unternehmensnetzwerk | Business network | Panel | Panel study |
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