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The contribution of (shadow) banks and real estate to systemic risk in China
16 references·1 citing·44 second hop
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References

  • 2000Financial Contagion3,393 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?1,425 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2011Financial Stability Review1,137 cited
  • 2014Financial Intermediaries and the Cross‐Section of Asset Returns847 cited
  • 2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks829 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2020The financing of local government in China: Stimulus loan wanes and shadow banking waxes692 cited
  • 2015Where the Risks Lie: A Survey on Systemic Risk688 cited
  • 2008Leverage Cycles and the Anxious Economy

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  • 2023Capital market liberalization and systemic risk of non-financial firms: Evidence from Chinese Stock Connect scheme31 cited