Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
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DOI: 10.1016/j.qref.2023.01.005
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- Chen, Ning & Li, Shaofang & Lu, Shuai, 2023. "The extreme risk connectedness of the global financial system: G7 and BRICS evidence," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
- Wei, Lu & Jing, Haozhe & Huang, Jie & Deng, Yuqi & Jing, Zhongbo, 2023. "Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations," Economic Modelling, Elsevier, vol. 127(C).
- Bu, Ya & Du, Xin & Li, Hui & Yu, Xinghui & Wang, Yuting, 2023. "Research on the FinTech risk early warning based on the MS-VAR model: An empirical analysis in China," Global Finance Journal, Elsevier, vol. 58(C).
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- Chen, Yan & Wang, Gang-Jin & Zhu, You & Xie, Chi & Uddin, Gazi Salah, 2023. "Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China," Global Finance Journal, Elsevier, vol. 58(C).
- Yijun Liu & Xiaokun Jin & Yunrui Zhang, 2024. "Identifying risks in temporal supernetworks: an IO-SuperPageRank algorithm," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-21, December.
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Keywords
Extreme risk spillovers; GARCH-Copula-CoVaR; Complex network; Financial technology; Circuit breaker;All these keywords.
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