Network Analysis of SIFIs Based on Tail Systemic Linkage
This article applies several distinct methods including the systemic linkage method and network analysis to address intranational systemic risk interdependencies. Specifically, we initially quantify dynamic systemic linkages among US and Chinese systemically important financial institutions through...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-05-01
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| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2022.897721/full |