The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market
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DOI: 10.1007/s10614-021-10092-y
Abstract: This investigation performs a detailed analysis of how the cross-shareholding network enhances stock market comovement and leads to the rise of the risk contagion effect. We construct a model with random shocks to describe the… read more here.
Keywords: risk contagion; contagion; shareholding network; cross shareholding ... See more keywords