Measuring systemic risk of china's listed banks
Year of publication: |
2021
|
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Authors: | Zhang, Ping ; Wang, Yiru ; Zhao, Min ; Yang, Tzu-Yi |
Published in: |
Financial studies. - Bucharest : [Verlag nicht ermittelbar], ISSN 2066-6071, ZDB-ID 2737729-5. - Vol. 25.2021, 3, p. 6-29
|
Subject: | systemic risk | CoVaR | quantile regression method | GARCH model method | DCC-GARCH | China | Systemrisiko | Systemic risk | ARCH-Modell | ARCH model | Bank | Regressionsanalyse | Regression analysis | Bankrisiko | Bank risk | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Messung | Measurement | Finanzmarkt | Financial market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G32 - Financing Policy; Capital and Ownership Structure ; G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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