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How geopolitical tensions affect China’s systemic financial risk contagion

Author

Listed:
  • Zhou, YingXue
  • Wang, Da
  • Nie, Zhengyi

Abstract

This study calculates China’s net risk from the perspective of the global systemic financial risk spillover network, and constructs TVP-VAR-SV models for China to examine the time-varying effects of geopolitical exposure on aggregate systemic financial risk contagion and investigate the heterogeneous impacts across different financial submarkets. Furthermore, an innovative combination of machine learning techniques for contribution decomposition and time-varying effect analysis is introduced to identify time-varying channel effects, providing a reference for channel analysis in other studies.

Suggested Citation

  • Zhou, YingXue & Wang, Da & Nie, Zhengyi, 2025. "How geopolitical tensions affect China’s systemic financial risk contagion," China Economic Review, Elsevier, vol. 90(C).
    • Handle: RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240
    DOI: 10.1016/j.chieco.2025.102366
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