Systemic risk in financial institutions: A multiplex network approach

Yiwei Xie; Feng Jiao; Shihan Li; Qingfu Liu; Yiuman Tse

doi:10.1016/j.pacfin.2022.101752

Systemic risk in financial institutions: A multiplex network approach

Yiwei Xie, Feng Jiao, Shihan Li, Qingfu Liu, Yiuman Tse

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Pacific-basin Finance Journal
Volume	73
DOIs	https://doi.org/10.1016/j.pacfin.2022.101752
State	Published - Jun 2022

Keywords

DCC
Financial multiplex network
PMFG
Systemic risk
t-copula-CoVaR

Disciplines

Finance

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10.1016/j.pacfin.2022.101752License: Unspecified

Cite this

@article{9cc84f39a5914c758a4439c2f1de52ee,

title = "Systemic risk in financial institutions: A multiplex network approach",

keywords = "DCC, Financial multiplex network, PMFG, Systemic risk, t-copula-CoVaR",

author = "Yiwei Xie and Feng Jiao and Shihan Li and Qingfu Liu and Yiuman Tse",

year = "2022",

month = jun,

doi = "10.1016/j.pacfin.2022.101752",

language = "American English",

volume = "73",

journal = "Pacific-basin Finance Journal",

}

TY - JOUR

T1 - Systemic risk in financial institutions: A multiplex network approach

AU - Xie, Yiwei

AU - Jiao, Feng

AU - Li, Shihan

AU - Liu, Qingfu

AU - Tse, Yiuman

PY - 2022/6

Y1 - 2022/6

KW - DCC

KW - Financial multiplex network

KW - PMFG

KW - Systemic risk

KW - t-copula-CoVaR

UR - https://doi.org/10.1016/J.PACFIN.2022.101752

U2 - 10.1016/j.pacfin.2022.101752

DO - 10.1016/j.pacfin.2022.101752

M3 - Article

VL - 73

JO - Pacific-basin Finance Journal

JF - Pacific-basin Finance Journal

ER -

Systemic risk in financial institutions: A multiplex network approach

Keywords

Disciplines

Access to Document

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