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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
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Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes
Zhang, Xu; Yang, Xian; He, Qizhi - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10013539019
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Risk spillover and network connectedness analysis of China's green bond and financial markets : evidence from financial events of 2015-2020
Gao, Yang; Li, Yangyang; Wang, Yaojun - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822084
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Topological properties of reconstructed credit networks and banking systemic risk
Wang, Chao; Liu, Xiaoxing; Chen, Boyi; Li, Menyu - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014483644
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Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa; Jin, Bei; Jiang, Cuixia - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
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Geographical spillovers on the relation between risk-taking and market power in the US banking sector
Pino, Gabriel; Herrera, Rodrigo; Rodriguez, Alejandro - In: The North American journal of economics and finance : a … 47 (2019), pp. 351-364
Persistent link: https://www.econbiz.de/10012117877
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Instability spillovers in the banking sector : a spatial econometrics approach
Acedański, Jan; Karkowska, Renata - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013449356
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Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi; Guo, Fei; Niu, Rong - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
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Does diversification promote systemic risk?
Wang, Chao; Liu, Xiaoxing; He, Jianmin - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013449305
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Contagion effect of systemic risk among industry sectors in China's stock market
Xu, Qiuhua; Yan, Haoyang; Zhao, Tianyu - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013413420