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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...
Autores principales: | Chen, Shaowei, Guo, Long, (Patrick) Qiang, Qiang |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
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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 |
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