RETRACTED ARTICLE: Measuring the systemic importance of Chinese banks based on risk interactions-Reference-Cited by-同舟云学术

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RETRACTED ARTICLE: Measuring the systemic importance of Chinese banks based on risk interactions

Published:2020-07-31 Issue:4 Volume:59 Page:2037-2038
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Derbali Abdelkader,Jamel Lamia,Wu Shan

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00181-020-01834-2.pdf

Reference58 articles.

1. Akhter S, Daly K (2017) Contagion risk for Australian banks from global systemically important banks: evidence from extreme events. Econ Modell 63:191–205

2. Alessi L, Detken C (2011) Quasi real time early warning indicators for costly asset price boom/bust cycles: a role for global liquidity. Europ J Polit Econ 27:520–533

3. Anand K, Craig B, Peter GV (2014) Filling in the blanks: network structure and interbank contagion. Quant Financ 15:625–636

4. Benoit S, Hurlin C, Perignon C (2019) Pitfalls in systemic-risk scoring. J Financ Intermed 38:19–44

5. Bisias D, Flood M, Lo AW, Valavanis S (2012) A survey of systemic risk analytics. Ann Rev Financ Econ 4:255–296

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1. Solvency contagion risk in the Chinese commercial banks’ network;Physica A: Statistical Mechanics and its Applications;2021-10

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