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Search: subject:"Tail risk network"
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A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Chen, Yan
;
Mo, Dongxu
;
Xu, Zezhou
- In:
Finance research letters
45
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014581705
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2
Quantile graphical models: Prediction and conditional independence with applications to systemic risk
Belloni, Alexandre
;
Chen, Mingli
;
Chernozhukov, Victor
-
2017
is relevant in applications concerning with extreme events. We show that the associated
tail
risk
network
can be used for …
Persistent link: https://www.econbiz.de/10011941527
Saved in:
3
Quantile graphical models : prediction and conditional independence with applications to systemic risk
Belloni, Alexandre
;
Chen, Mingli
;
Chernozhukov, Victor
-
2017
-
This version December 4, 2017
is relevant in applications concerning with extreme events. We show that the associated
tail
risk
network
can be used for …
Persistent link: https://www.econbiz.de/10011775380
Saved in:
4
Connectedness and systemic risk spillovers analysis of Chinese sectors based on
tail
risk
network
Zhang, Weiping
;
Zhuang, Xintian
;
Wang, Jiang
;
Lu, Yang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012664822
Saved in:
5
Systemic risk network of Chinese financial institutions
Fang, Libing
;
Sun, Boyang
;
Li, Huijing
;
Yu, Honghai
- In:
Emerging markets review
35
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012114737
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