Interconnectedness and systemic risk of China's financial institutions

Citations

Cited by:

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8. Xu, Qifa & Li, Mengting & Jiang, Cuixia & He, Yaoyao, 2019. "Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
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11. Zhang, Cheng & Li, Yana & Liang, Shuo, 2025. "Climate change attention and systemic financial risk: A TENET analysis," Finance Research Letters, Elsevier, vol. 72(C).
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15. Chen, Qiang & Gong, Yuting, 2019. "The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 102-121.
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17. Thi Thuy Van Vu & Dang Kham Tran, 2019. "Systemic Risk in Vietnam Stock Market," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(3), pages 339-352, March.
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