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Sectoral Contributions to Systemic Risk in the Chinese Stock Market · Study

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ArticleSectoral Contributions to Systemic Risk in the Chinese Stock Market

Fei Wu2018

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Articlegreen2018

Sectoral Contributions to Systemic Risk in the Chinese Stock Market

42 citations·0/0 files stored·Finance research letters

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1999Coherent Measures of Risk 2016CoVaR 2016Measuring Systemic Risk 2017SRISK: A conditional capital shortfall measure of systemic risk 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective 2014Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 2003The effects of macroeconomic shocks on sector-specific returns

Cited by

2021Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set 2024Interconnectedness and systemic risk: Evidence from global stock markets 2020Systemic risk in the Chinese financial system: A copula‐based network approach

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Year2018

Typearticle

Published2018-01-01

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations42

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.frl.2018.12.009

openalex_workW2904436668

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