Work

The systemic risk of China’s stock market during the crashes in 2008 and 2015

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.01.006

Authors: Shangmei Zhao, Xinyi Chen, Junhuan Zhang

Institution: Beihang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Beihang University

Awards: 算法交易对金融市场的影响: 基于网络博弈理论的研究, G3890197128, 居民储蓄结构化管理模式及风险保障机制研究——基于政府管理视角

OpenAlex ID: W2910843992

FWCI: 7.273

Cites: 31

Cited by: 46

Related to: 10