Discovering Systemic Risks of China's Listed Banks by CoVaR Approach in the Digital Economy Era

The world has entered the digital economy era. As a developing country, China's banking industry plays an important role in the financial industry, and its size ranks first in the world. Therefore, it is of great significance to study the systemic risks of China's banks in the digital econ...

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Bibliographic Details
Main Authors: Huichen Jiang, Jun Zhang
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/2/180