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Spatial Spillovers of Financial Risk and Their Dynamic Evolution: Evidence from Listed Financial Institutions in China

This paper investigates the multidimensional spatial effects of risk spillovers among Chinese financial institutions and the dynamic evolution of financial risk contagion in the tail risk correlation network over different time periods. We first measure risk spillovers from financial submarkets to t...

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Detalles Bibliográficos
Autores principales: Chen, Shaowei, Guo, Long, (Patrick) Qiang, Qiang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689615/
https://www.ncbi.nlm.nih.gov/pubmed/36359640
http://dx.doi.org/10.3390/e24111549