Spatial Spillovers of Financial Risk and Their Dynamic Evolution: Evidence from Listed Financial Institutions in China

Spatial Spillovers of Financial Risk and Their Dynamic Evolution: Evidence from Listed Financial Institutions in China

This paper investigates the multidimensional spatial effects of risk spillovers among Chinese financial institutions and the dynamic evolution of financial risk contagion in the tail risk correlation network over different time periods. We first measure risk spillovers from financial submarkets to t...

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Bibliographic Details
Main Authors: Shaowei Chen, Long Guo, Qiang (Patrick) Qiang
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Entropy
Subjects:
spatial spillovers
structural mutation test
spatial econometrics
tail risk network
bonacich centrality
financial impact
Online Access:https://www.mdpi.com/1099-4300/24/11/1549

Internet

https://www.mdpi.com/1099-4300/24/11/1549

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