Sectoral spillovers and systemic risks: Evidence from China-Reference-Cited by-同舟云学术

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Sectoral spillovers and systemic risks: Evidence from China

Published:2023-07 Issue: Volume:55 Page:104018
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Li Yueshan^ORCID,Chen Shoudong,Goodell John W.^ORCID,Yue Dianmin,Liu Xutang^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference26 articles.

1. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

2. Capital shortfall: a new approach to ranking and regulating systemic risks;Acharya;Am. Econ. Rev.,2012

4. Quantile connectedness: modeling tail behavior in the topology of financial networks;Ando;Manage. Sci.,2022

5. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manage.,2020

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