Systemic Importance of China’s Financial Institutions: A Jump Volatility Spillover Network Review

The investigation of the systemic importance of financial institutions (SIFIs) has become a hot topic in the field of financial risk management. By making full use of 5-min high-frequency data, and with the help of the method of entropy weight technique for order preference by similarities to ideal...

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Detalles Bibliográficos
Autores principales: Yang, Xin, Zhao, Xian, Gong, Xu, Yang, Xiaoguang, Huang, Chuangxia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517124/
https://www.ncbi.nlm.nih.gov/pubmed/33286360
http://dx.doi.org/10.3390/e22050588

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517124/
https://www.ncbi.nlm.nih.gov/pubmed/33286360
http://dx.doi.org/10.3390/e22050588

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