The cross-sector risk contagion among Chinese financial institutions : evidence from the extreme volatility spillover perspective
Rui Ke, Anni Shen, Man Yin, Changchun Tan
| Year of publication: |
2024
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|---|---|
| Authors: | Ke, Rui ; Shen, Anni ; Yin, Man ; Tan, Changchun |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 63.2024, Art.-No. 105303, p. 1-11
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| Subject: | Extreme volatility spillover | Financial institution | QVAR | Risk contagion | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Finanzsektor | Financial sector | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | China | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105303 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531332