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Systemic risk in the Chinese financial system : A copula‐based network approach

Zhang, Zhiwei; Zhang, Dayong; Wu, Fei; Ji, Qiang - In: International Journal of Finance & Economics 26 (2020) 2, pp. 2044-2063

Persistent link: https://www.econbiz.de/10012273209

Systemic Risks and Spillovers in the Stock Market of China : A Sectoral Analysis

Wu, Fei - 2018

This paper investigates how risks spread across sectors of the stock market in China. Using graph theory and a recently developed time series technique, we are able to identify the most important sector in the market and the patterns of risk spillovers across sectors over time. Unlike the...

Persistent link: https://www.econbiz.de/10012911311

Moral hazard, external governance and risk-taking : evidence from commercial banks in China

Zhang, Zhiwei; Wu, Fei - In: Finance research letters 37 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012485021

Connectedness and risk spillovers in China's stock market: a sectoral analysis

Wu, Fei; Zhang, Dayong; Zhang, Zhiwei - In: Economic systems 43 (2019) 3/4, pp. 1-14

Persistent link: https://www.econbiz.de/10012314676