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Default clustering of the nonfinancial sector and systemic risk: Evidence from China

  • Published:2021-03 Issue: Volume:96 Page:196-208
  • ISSN:0264-9993
  • Container-title:Economic Modelling
  • language:en
  • Short-container-title:Economic Modelling

Author:

Wang Xiaoting,Hou Siyuan,Shen Jie

Funder

National Office for Philosophy and Social Sciences

Humanities and Social Science Fund of Ministry of Education of China

Ministry of Education of the People's Republic of China

National Planning Office of Philosophy and Social Science

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference96 articles.

1. Systemic risk and stability in financial networks;Acemoglu;Am. Econ. Rev.,2015

2. Information Contagion and Inter-bank Correlation in a Theory of Systemic Risk;Acharya,2003

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

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

5. Spillover effects among financial institutions: a state-dependent sensitivity value-at-risk approach;Adams;J. Financ. Quant. Anal.,2014

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