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Industry characteristics and financial risk contagion

Citations

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Cited by:

  1. Guo, Yanhong & Li, Ping & Li, Aihua, 2021. "Tail risk contagion between international financial markets during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 73(C).
  2. Wan-Chien Chiu & Chih-Wei Wang & Wei-Ning Wu & Chuan-Ju Lin, 2017. "Impact of Rollover Risk and Corporate Policy on Extreme Risk in the Taiwanese Manufacturing Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-20, September.
  3. Jing, Zhongbo & Liu, Zhidong & Qi, Liyao & Zhang, Xuan, 2022. "Spillover effects of banking systemic risk on firms in China: A financial cycle analysis," International Review of Financial Analysis, Elsevier, vol. 82(C).
  4. Peilong Shen & Zhinan Li, 2020. "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 845-865, October.
  5. Qin, Yiyi & Cai, Jun & Wang, James J.D. & Webb, Robert I., 2023. "Gold-mining stocks, risk factors, and tail patterns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  6. Lian, Ziying & Cai, Jun & Webb, Robert I., 2020. "Oil stocks, risk factors, and tail behavior," Energy Economics, Elsevier, vol. 91(C).
  7. Sharif Mazumder & Louis R. Piccotti, 2023. "Systemic Risk: Bank Characteristics Matter," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 265-301, October.
  8. Chiu, Wan-Chien & Wang, Chih-Wei & Peña, Juan Ignacio, 2016. "Tail risk spillovers and corporate cash holdings," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 30-48.
  9. Zhibin Niu & Junqi Wu & Dawei Cheng & Jiawan Zhang, 2021. "Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks," Papers 2104.11863, arXiv.org.
  10. Yubin Huangfu & Haibo Yu & Zuoji Dong & Yingman Wang, 2024. "Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China," Land, MDPI, vol. 13(6), pages 1-26, June.
  11. Linh H. Nguyen & Linh X. D. Nguyen & Linzhi Tan, 2021. "Tail risk connectedness between US industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3624-3650, July.
  12. Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023. "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, vol. 55(C).
  13. Yang, Huan & Cai, Jun & Huang, Lin & Marcus, Alan J., 2021. "Bank stocks, risk factors, and tail behavior," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 203-229.
  14. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
  15. repec:hum:wpaper:sfb649dp2017-012 is not listed on IDEAS
  16. Wan‐Chien Chiu & Chih‐Wei Wang & Juan Ignacio Peña, 2018. "Does the source of debt financing affect default risk?," Review of Financial Economics, John Wiley & Sons, vol. 36(3), pages 232-251, July.
  17. Lim, Seo-Yeon & Choi, Sun-Yong, 2024. "Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  18. Aristeidis Samitas & Elias Kampouris & Zaghum Umar, 2022. "Financial contagion in real economy: The key role of policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1633-1682, April.
  19. Li, Zhinan & Pei, Shan & Li, Ting & Wang, Yu, 2023. "Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
  20. Shafiullah, Muhammad & Senthilkumar, Arunachalam & Lucey, Brian M. & Naeem, Muhammad Abubakr, 2024. "Deciphering asymmetric spillovers in US industries: Insights from higher-order moments," Research in International Business and Finance, Elsevier, vol. 70(PA).
  21. Gao, Peng & Vochozka, Marek & Niu, Siqian, 2024. "The contagion effect of overconfidence in business group," International Review of Financial Analysis, Elsevier, vol. 91(C).
  22. Feng Sun & Cheng Liu & Xiaoguang Zhou, 2017. "Analysis of industry risk premium with MVS three dimensions vector factor model," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1374814-137, January.
  23. Abdollah Arasteh, 2020. "Considering Project Management Activities for Engineering Design Groups," SN Operations Research Forum, Springer, vol. 1(4), pages 1-29, December.
  24. Nguyen, Linh Hoang & Lambe, Brendan John, 2021. "International tail risk connectedness: Network and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  25. John Cotter & Mark Hallam & Kamil Yilmaz, 2017. "Mixed-Frequency Macro-Financial Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 1704, Koc University-TUSIAD Economic Research Forum.
  26. Yong Li & Ziyi Zhang & Tong Niu, 2022. "Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies," Sustainability, MDPI, vol. 14(19), pages 1-20, October.
  27. Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J., 2018. "Identifying contagion: A unifying approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 224-240.
  28. Desir, Rosemond & Seavey, Scott E. & Thevenot, Maya, 2024. "Information transfer of CEO turnover: Evidence from firm-CEO mismatch," Journal of Corporate Finance, Elsevier, vol. 84(C).
  29. Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017. "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers 2017-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  30. Yaya Su & Zhehao Huang & Benjamin M. Drakeford, 2019. "Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis," Sustainability, MDPI, vol. 11(22), pages 1-15, November.
  31. Lee, Chien-Chiang & Wang, Chih-Wei & Hsieh, Hsin-Yi & Chen, Wen-Ling, 2023. "The impact of central bank digital currency variation on firm's implied volatility," Research in International Business and Finance, Elsevier, vol. 64(C).
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