On Spillover Effect of Systemic Risk of Listed Securities Companies in China Based on Extended CoVaR Model
Based on the daily data from January 2, 2019, to September 30, 2020, this paper uses the extended CoVaR model to measure the spillover effect of systemic risk among top 10 securities companies by market value in China, All Share Brokerage Index, All Share Financials Index, All Share Insurance Index,...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/5574305 |