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Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends
16 references·0 citing·50 second hop
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2019Measuring economic policy uncertainty in China717 cited
  • 2015Economic policy uncertainty and stock market volatility538 cited
  • 2019Entrusted loans: A close look at China's shadow banking system354 cited
  • 2015Non-performing loans, moral hazard and regulation of the Chinese commercial banking system315 cited
  • 2014Systemic Risk in Europe261 cited
  • 2017Interconnectedness and systemic risk of China's financial institutions228 cited
  • 2012Sustaining China's economic growth after the global financial crisis154 cited
  • 2018Systemic Risk Network of Chinese Financial Institutions109 cited
  • 2018Mapping shadow banking in China: structure and dynamics107 cited
  • 2009

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Procyclical Leverage and Endogenous Risk
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