Zou, Xiao-Peng; Pang, Yu-Xiao; Zhu, Hui-Lin - In: Quality & Quantity: International Journal of Methodology 47 (2013) 6, pp. 3363-3370
The rapid development of shadow banking manifesting systematic risk has attracted increasing attention recently, but there exists a lack of empirical research in this field. This article applies co-integration analysis and error correction model using annual data during the 2001–2010 period to...