Liu, Guizhou; Cai, Xiao Jing; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-18
We study the dependence structure of share price returns among the Beijing Bank, Ningbo Bank, and Nanjing Bank using … the underlying dependence structure in two periods: one covering the global financial crisis and the other covering the …