Cargando…
Will a boom be followed by crash? A new systemic risk measure based on right-tail risk
In this study, we demonstrate that high short-term gains on the A-share market may lead to significant losses in the future and potentially cause a market catastrophe. To study the accumulation, outbreak, and cross-sector spillover process of systemic risk in the Chinese stock market, we define righ...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Frontiers Media S.A.
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9928960/ https://www.ncbi.nlm.nih.gov/pubmed/36817390 http://dx.doi.org/10.3389/fpsyg.2022.1104618 |