Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
Abstract Analyzing the interdependencies among financial institutions is critical for designing systemic risk monitoring mechanisms; however, most existing research focuses on the first moment of the return distribution, which falls into the conventional models of choice under risk. Previous literat...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2024-01-01
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| Series: | Financial Innovation |
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| Online Access: | https://doi.org/10.1186/s40854-023-00582-3 |