Does cross-industry loan diversification reduce bank systemic risk? Evidence from listed banks in China-Reference-Cited by-同舟云学术

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Does cross-industry loan diversification reduce bank systemic risk? Evidence from listed banks in China

Published:2023-10-02 Issue:4 Volume:11 Page:719-755
ISSN:2169-7213
Container-title:China Journal of Accounting Studies
language:en
Short-container-title:China Journal of Accounting Studies

Author:

Ma Chuanhui¹²,Fang Junxiong³

Affiliation:

1. School of Finance, Shanghai University of International Business & Economics, Shanghai, China

2. School of Management, Fudan University, Shanghai, China

3. School of Accounting, Zhejiang University of Finance & Economics, Hangzhou, Zhejiang, China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/21697213.2023.2300294

Reference71 articles.

1. A theory of systemic risk and design of prudential bank regulation

2. CoVaR

3. Mapping heat in the U.S. financial system

4. Asset commonality, debt maturity and systemic risk

5. Bubbles and Crises

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