Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR ‐copula method
Author:
Affiliation:
1. School of Insurance Shanghai Lixin University of Accounting and Finance Shanghai China
2. Financial Research Centre Fudan University Shanghai China
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2101
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1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
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4. CoVaR
5. Funding liquidity risk in a quantitative model of systemic stability;Aikman D.;Bank of England Working Paper No. 372,2009
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