Does network topology influence systemic risk contribution? A perspective from the industry indices in Chinese stock market

This study considers the effect of an industry’s network topology on its systemic risk contribution to the stock market using data from the CSI 300 two-tier industry indices from the Chinese stock market. We first measure industry’s conditional-value-at-risk (CoVaR) and the systemic risk contributio...

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Detalles Bibliográficos
Autores principales: Long, Haiming, Zhang, Ji, Tang, Nengyu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5500295/
https://www.ncbi.nlm.nih.gov/pubmed/28683130
http://dx.doi.org/10.1371/journal.pone.0180382

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5500295/
https://www.ncbi.nlm.nih.gov/pubmed/28683130
http://dx.doi.org/10.1371/journal.pone.0180382

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