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Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong; Zhu, You; Wang, Gang-Jin; Chi, Xie; Wang, … - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
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Do we need to consider multiple inter-bank linkages for systemic risk in China's banking industry? : analysis based on the multilayer network
Hu, Liqin; Gan, Yiran; Wen, Huailing - In: Finance research letters 51 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014288967
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Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets : fresh evidence from G7 and BRICS countries
He, Zhipeng; Zhang, Shuguang - In: Finance research letters 62 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014531188
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The cross-sector risk contagion among Chinese financial institutions : evidence from the extreme volatility spillover perspective
Ke, Rui; Shen, Anni; Yin, Man; Tan, Changchun - In: Finance research letters 63 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014531332
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Identifying systemic important markets from a global perspective : using the ADCC [delta]CoVaR approach with skewed-t distribution
Fang, Libing; Chen, Baizhu; Yu, Honghai; Qian, Yichuo - In: Finance research letters 24 (2018), pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
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Measuring systemic risk during the COVID-19 period : a TALIS3 approach
Caporin, Massimiliano; Garcia-Jorcano, Laura; … - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341412
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Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao; Huang, Zhuo; Liang, Fang - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Goldman, Elena - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473601
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Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis
Akhtaruzzaman, Md.; Boubaker, Sabri; Nguyen, Duc Khuong; … - In: Finance research letters 47 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013553894
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Temperature shocks and bank systemic risk : evidence from China
Song, Xiaoni; Fang, Tong - In: Finance research letters 51 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014289012