Banking systemic risk estimating of China's banking industry during the COVID-19 pandemic—based on complex network theory-Reference-Cited by-同舟云学术

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Banking systemic risk estimating of China's banking industry during the COVID-19 pandemic—based on complex network theory

Published:2022-11 Issue:11 Volume:8 Page:e11391
ISSN:2405-8440
Container-title:Heliyon
language:en
Short-container-title:Heliyon

Author:

Luo Hengguo^ORCID

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference35 articles.

1. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic;Abuzayed;Econ. Anal. Pol.,2021

2. Henan Science and Technology Press;Albert,2020

3. CoVaR;Adrian;Am. Econ. Rev.,2016

4. Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis;Akhtaruzzaman;Finance Res. Lett.,2022

5. The architecture of complex weighted networks;Barrat;Proc. Natl. Acad. Sci. USA,2004

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Early warning of systemic risk in stock market based on EEMD-LSTM;PLOS ONE;2024-05-21

2. Systematic Financial Risk Assessment of Commercial Banks Based on Complex Network Model;2023 International Conference on Computer Simulation and Modeling, Information Security (CSMIS);2023-11-15

3. A new network representation for time series analysis from the perspective of combinatorial property of ordinal patterns;Heliyon;2023-11

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