Financial systemic stress: Index construction and spillover effect measurement

LI Shaofang, LIU Xiaoxing

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (5) : 1089-1112.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (5) : 1089-1112. DOI: 10.12011/1000-6788-2019-0948-24

Financial systemic stress: Index construction and spillover effect measurement

  • LI Shaofang, LIU Xiaoxing
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(5): 1089-1112 https://doi.org/10.12011/1000-6788-2019-0948-24

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