Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Year of publication: |
2021
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Authors: | Liu, Shuting ; Xu, Qifa ; Jiang, Cuixia |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 18, p. 1600-1609
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Subject: | commercial banks | CoVaR | financial turmoils | MIDAS-QR | systemic risk | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | China | Bank | Risikomaß | Risk measure | Bankenregulierung | Bank regulation | Kreditrisiko | Credit risk |
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