Where does the risk lie? : systemic risk and tail risk networks in the Chinese financial market
Year of publication: |
2023
|
---|---|
Authors: | Deng, Yang ; Gao, Chenyin |
Published in: |
Pacific economic review. - Oxford : Wiley-Blackwell, ISSN 1468-0106, ZDB-ID 2063782-2. - Vol. 28.2023, 2, p. 167-190
|
Subject: | Finanzmarkt | Financial market | Finanzrisiko | Financial risk | Systemrisiko | Systemic risk | Spillover-Effekt | Spillover effect | China | 2009-2017 |
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