Work

Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach

Year: 2022

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2022.102361

Authors: Ze Wang, Xiangyun Gao, Shupei Huang, Qingru Sun, Zhihua Chen, Renwu Tang, Zengru Di

Institutions: Beijing Normal University, Beijing Normal University, Zhuhai, China University of Geosciences (Beijing), Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resources, Hebei 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, China Postdoctoral Science Foundation, Hebei University, National University's Basic Research Foundation of China, Fundamental Research Funds for the Central Universities

Awards: 自组织视角下的社会集群行为涌现机制和演化规律研究, G3063163143, G3635582320, G4880455763, G5568135279, G5700164458, G6796997828, G7802062250, G8826436537

OpenAlex ID: W4294904539

FWCI: 6.593

Cites: 97

Cited by: 42

Related to: 10