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Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network

This paper investigates the systemic risk spillovers and connectedness in the sectoral tail risk network of Chinese stock market, and explores the transmission mechanism of systemic risk spillovers by block models. Based on conditional value at risk (CoVaR) and single index model (SIM) quantile regr...

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Detalhes bibliográficos
Publicado no:The North American Journal of Economics and Finance
Main Authors: Zhang, Weiping, Zhuang, Xintian, Wang, Jian, Lu, Yang
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier Inc. 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7341982/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.najef.2020.101248
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