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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
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| Materias: | |
| 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 |