Systemic risk network of Chinese financial institutions
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DOI: 10.1016/j.ememar.2018.02.003
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More about this item
Keywords
Systemic risk contribution; Tail risk network; Firm-specific risk; VaR;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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