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Risk Contagion in Chinese Banking Industry: A Transfer Entropy-Based Analysis
16 references·10 citing·34 second hop
Risk Contagion in Chinese Banking Industry: A Transfer Entropy-Based Analysis (2013)Risk Contagion in Chinese Banking Industr…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Network models and financial stability (2007)Network models and financial …Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Measuring systemic risk: A risk management approach (2005)Measuring systemic risk: A ri…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…Costs of banking system instability: Some empirical evidence (2002)Costs of banking system insta…Analysing the information flow between financial time series (2002)Analysing the information flo…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionStock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…Fundamental Analysis, Future Earnings, and Stock Prices (1997)Fundamental Analysis, Future …Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Optimization of Asset and Liability Management of Banks with Minimum Possible Changes (2023)Optimization of Asset and Lia…Measuring systemic importance of banks considering risk interactions: An ANOVA-like decomposition method (2020)Measuring systemic importance…Financial modelling, risk management of energy instruments and the role of cryptocurrencies (2020)Financial modelling, risk man…Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions (2019)Network-based estimation of s…Financial networks and systemic risk in China's banking system (2019)Financial networks and system…Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations (2017)Study of the cross-market eff…Expected default based score for identifying systemically important banks (2017)Expected default based score …Dependency Relations among International Stock Market Indices (2015)Dependency Relations among In…Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System (2014)Domestic Systemically Importa…Structure and causality relations in a global network of financial companies (2013)Structure and causality relat…Monopolistic Competition with Outside Goods (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)Systemic Risk and Stability in Financial Networks (2015)Existence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)Contagion in financial networks (2010)DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior (1992)Fundamental Information Analysis (1993)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers (2000)Capital markets research in accounting (2001)Nonfinancial Disclosure and Analyst Forecast Accuracy: International Evidence on Corporate Social Responsibility Disclosure (2012)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Financial intermediation and growth: Causality and causes (2000)Law, Finance, and Economic Growth in China (2003)Finance and Growth: Theory and Evidence (2004)Mathematical Methods and Theory in Games, Programming, and Economics. 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References

  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 2000Financial Contagion3,419 cited
  • 1999Stock Markets, Banks, and Economic Growth2,907 cited
  • 2011Systemic risk in banking ecosystems1,510 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2007Network models and financial stability934 cited
  • 1997Fundamental Analysis, Future Earnings, and Stock Prices862 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion734 cited
  • 2006Risk Assessment for Banking Systems716 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets700 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2002Costs of banking system instability: Some empirical evidence588 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2005Measuring systemic risk: A risk management approach527 cited
  • 2002

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Analysing the information flow between financial time series
448 cited

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  • 2020Financial modelling, risk management of energy instruments and the role of cryptocurrencies98 cited
  • 2015Dependency Relations among International Stock Market Indices88 cited
  • 2013Structure and causality relations in a global network of financial companies61 cited
  • 2019Financial networks and systemic risk in China's banking system42 cited
  • 2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions38 cited
  • 2014Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System24 cited
  • 2023Optimization of Asset and Liability Management of Banks with Minimum Possible Changes21 cited
  • 2017Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations16 cited
  • 2020Measuring systemic importance of banks considering risk interactions: An ANOVA-like decomposition method15 cited
  • 2017Expected default based score for identifying systemically important banks15 cited