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The contribution of shadow banking risk spillover to the commercial banks in China: based on the DCC-BEKK-MVGARCH-Time-Varying CoVaR Model.

Chen Zhu
Published in: Electron. Commer. Res. (2023)
Keyphrases
  • commercial banks
  • risk management
  • information systems
  • decision making
  • data mining
  • social networks
  • sensitivity analysis