Downside and upside risk spillovers from commercial banks into China’s financial system: a new copula quantile regression-based CoVaR model-Reference-Cited by-同舟云学术

Downside and upside risk spillovers from commercial banks into China’s financial system: a new copula quantile regression-based CoVaR model

Author:

Tian Maoxi¹,Jiang Yong²,Wang Binyao¹,Dong Yizhe³,Chen Yingying⁴,Shi Baofeng¹^ORCID

Affiliation:

1. College of Economics and Management, Northwest A & F University, Yangling, China

2. School of Finance, Nanjing Audit University, Nanjing, China

3. University of Edinburgh Business School, Edinburgh, UK

4. Faculty of Social Science, University of Nottingham, Nottingham, UK

Funder

National Natural Science Foundation of China

Humanities and Social Sciences project of the Ministry of Education of China

Chinese Universities Scientific Fund

Social Science Foundation of Shaanxi Province, China

Innovation Capability Support Program of Shaanxi

Tang Scholar Program of Northwest A&F University, China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

Reference49 articles.

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