Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach
Xu, Qifa, Li, Mengting, Jiang, Cuixia, He, YaoyaoLanguage:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.122173
Date:
August, 2019
File:
PDF, 6.83 MB
english, 2019