How Does Exogenous Shock Change the Structure of Interbank Network?: Evidence from China under COVID-19-Reference-Cited by-同舟云学术

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How Does Exogenous Shock Change the Structure of Interbank Network?: Evidence from China under COVID-19

Published:2022-09-27 Issue:4 Volume:59 Page:937-958
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Wang Tongyu¹²,Zhao Shangmei²,Wang Wentao²,Yang Haijun²³^ORCID

Affiliation:

1. School of Economics, Ocean University of China, Qingdao, China

2. School of Economics and Management, Beihang University, Beijing, China

3. Key Laboratory of Complex System Analysis, Management and Decision, Ministry of Education, Beihang University, Beijing, China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2022.2127315

Reference46 articles.

1. Systemic Risk and Stability in Financial Networks

2. Financial Contagion

3. An Overview of China's Financial System

4. Economic uncertainty before and during the COVID-19 pandemic

5. Interbank Networks in the Shadows of the Federal Reserve Act

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1. Unraveling Double Shocks: An In-Depth Analysis of Risk Contagion in China’s Inter-Bank Market;Journal of the Knowledge Economy;2024-04-10

2. In search of distress premium in the Chinese energy sector;Energy Economics;2024-01

3. Exogenous shock: hierarchical effect of the industrial entrepreneur confidence in the mist of the COVID-19 pandemic;Review of Behavioral Finance;2023-12-05

4. Multilayer interbank networks and systemic risk propagation: Evidence from China;Physica A: Statistical Mechanics and its Applications;2023-10

5. The COVID-19 pandemic and financial stability in Vietnam: evidence from the interbank market;International Journal of Social Economics;2023-02-13

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