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The impact of treasury operations and off-balance-sheet credit business on commercial bank credit risk 期刊论文
JOURNAL OF RISK, 2023, 卷号: 25, 期号: 5, 页码: 23-50
作者:  Xie, Qiwei;  Cheng, Lu;  Li, Jingyu;  Zheng, Xiaolong
收藏  |  浏览/下载：29/0  |  提交时间：2023/11/17
risk integration  credit risk  commercial banks  risk dependency  vine copula  
COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis 期刊论文
FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9
作者:  Xie, Qiwei;  Cheng, Lu;  Liu, Ranran;  Zheng, Xiaolong;  Li, Jingyu
收藏  |  浏览/下载：212/0  |  提交时间：2023/02/22
COVID-19  Risk spillovers  Generalized forecast error variance  decompositions  Wavelet coherence analysis  China?s financial markets