Systemic linkages in the Chinese banking system: The asymmetric CoVaR approach

CHEN Guojin, ZHONG Ling, ZHANG Yu

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (1) : 61-79.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (1) : 61-79. DOI: 10.12011/1000-6788(2017)01-0061-19

Systemic linkages in the Chinese banking system: The asymmetric CoVaR approach

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(1): 61-79 https://doi.org/10.12011/1000-6788(2017)01-0061-19

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