Financial Risk Measurement and Spatial Spillover Effects Based on an Imported Financial Risk Network: Evidence from Countries along the Belt and Road
Using the financial market data of 35 countries along the Belt and Road (B&R), this paper constructs an imported financial risk network based on the conditional expected shortfall (CoES) to measure the systemic financial risk of the countries along the B&R. Furthermore, complex network theor...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-03-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/6/1349 |