Impact of systemic risk in the real estate sector on banking return

In this paper, we measure systemic risk in the real estate sector based on contingent claims analysis, and then investigate its impact on banking return. Based on the data in China, we find that systemic risk in the real estate sector has a negative effect on banking return, but this effect is tempo...

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Detalles Bibliográficos
Autores principales: Li, Shouwei, Pan, Qing, He, Jianmin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4722052/
https://www.ncbi.nlm.nih.gov/pubmed/26839754
http://dx.doi.org/10.1186/s40064-016-1693-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4722052/
https://www.ncbi.nlm.nih.gov/pubmed/26839754
http://dx.doi.org/10.1186/s40064-016-1693-8

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