Connectedness and systemic risk of the banking industry along the Belt and Road
This paper adopts the tail-event driven network (TENET) framework to explore the connectedness and systemic risk of the banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We conduct the connectedness analysis from four levels (i.e.,...
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| Principais autores: | , , , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
KeAi Communications Co., Ltd.
2022-06-01
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| Serier: | Journal of Management Science and Engineering |
| Fag: | |
| Online adgang: | http://www.sciencedirect.com/science/article/pii/S209623202100069X |
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