Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (Q6148779)
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scientific article; zbMATH DE number 7801431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach |
scientific article; zbMATH DE number 7801431 |
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Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (English)
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8 February 2024
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financial system
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systemically important financial institution
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risk spillovers
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copula
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delta CoVaR
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