Systemic Importance of China’s Financial Institutions: A Jump Volatility Spillover Network Review
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DOI: 10.3390/e22050588
Abstract: The investigation of the systemic importance of financial institutions (SIFIs) has become a hot topic in the field of financial risk management. By making full use of 5-min high-frequency data, and with the help of… read more here.
Keywords: china financial; volatility spillover; financial institutions; systemic importance ... See more keywords