Systemic risk in the Chinese financial system : a panel Granger causality analysis
Year of publication: |
2022
|
---|---|
Authors: | Cincinelli, Peter ; Pellini, Elisabetta ; Urga, Giovanni |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-23
|
Subject: | Panel data | Granger-non causality | Systemic risk | Systemic risk measures | Systemrisiko | Kausalanalyse | Causality analysis | Panel | Panel study | China | Finanzsektor | Financial sector | Messung | Measurement | Welt | World | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Risiko | Risk | Bankrisiko | Bank risk |
-
Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa, (2018)
-
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin, (2022)
-
Measuring systemic risk in South African banks
Chatterjee, Somnath, (2021)
- More ...
-
Leverage and systemic risk pro-cyclicality in the Chinese financial system
Cincinelli, Peter, (2021)
-
Systemic Risk in the Chinese Financial System : A Panel Granger Causality Analysis
Cincinelli, Peter, (2022)
-
Leverage and Systemic Risk Pro-Cyclicality in the Chinese Financial System
Cincinelli, Peter, (2021)
- More ...