Work

Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach

Year: 2020

Type: article

Source: Risk Management

DOI: 10.1057/s41283-020-00064-1

Authors: Fenghua Wen, Kaiyan Weng, Wei-Xing Zhou

Institutions: Central South University, University of Windsor, East China University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G4135978206, 我国PPP模式的问责治理研究：制度框架与运作机制, G787469048

OpenAlex ID: W3094026432

FWCI: 4.156

Cites: 55

Cited by: 23

Related to: 10