Interconnectedness and systemic risk network of Chinese...

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Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach

Xu, Qifa, Li, Mengting, Jiang, Cuixia, He, Yaoyao
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Language:
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
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