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Measuring the contribution of Chinese financial institutions to systemic risk : an extended asymmetric CoVaR approach
Wen, Fenghua; Weng, Kaiyan; Zhou, Wei-Xing - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 4, pp. 310-337
Persistent link: https://www.econbiz.de/10012382234
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Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Yang, Xin; Chen, Shan; Liu, Hong; Yang, Xiaoguang; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1201-1213
Persistent link: https://www.econbiz.de/10014253375
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Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin; Chen, Shan; Liu, Zhifeng; Yang, Xiaoguang; … - In: Applied economics letters 29 (2022) 19, pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
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Financial network structure and systemic risk
Huang, Chuangxia; Deng, Yanchen; Yang, Xiaoguang; Cai, … - In: The European journal of finance 30 (2024) 10, pp. 1073-1096
Persistent link: https://www.econbiz.de/10014636438
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Multilayer financial networks and systemic importance : evidence from China
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene; Wang, Xiong - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013252484
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Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie; Jin, Faqi; Tian, Meiyu; Wen, Fenghua - In: Journal of risk 22 (2019) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
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Time-varying tail dependence networks of financial institutions
Wen, Fenghua; Weng, Kaiyan; Cao, Jie - In: Journal of risk 23 (2021) 6, pp. 67-94
Persistent link: https://www.econbiz.de/10013473144
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Measuring the systemic risk in indirect financial networks
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098
Persistent link: https://www.econbiz.de/10013373362
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Climate risk and the systemic risk of banks : a global perspective
Wu, Baohui; Wen, Fenghua; Zhang, Yun; Huang, Zhijian - In: Journal of international financial markets, … 95 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015063503
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Hierarchical contagions in the interdependent financial network
Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: Journal of financial stability 61 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013460999