Binyao Wang
Biographic Data
| ID | 7545467 |
|---|---|
| NAME | Binyao Wang |
| GIVEN NAMES | Binyao |
| FAMILY NAME | Wang |
| SIGNATURE | WANG B |
| AFFILIATIONS | Northwest A&F University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Downside and upside risk spillovers from commercial banks into China’s financial system
In this paper, we investigate the downside and upside risk spillovers from three kinds of commercial banks (state-owned commercial banks (SOCBs), joint-stock commercial banks (JSCBs) and city commercial banks (CCBs)) to China’s financial system by proposing a new copula quantile regression-based CoVaR model. We find that (i) the dynamic risk spillovers show heterogeneity over time, specifically that its downward trend is significant after the sto…
No prominent works on this page.
Downside and upside risk spillovers from commercial banks into China’s financial system
In this paper, we investigate the downside and upside risk spillovers from three kinds of commercial banks (state-owned commercial banks (SOCBs), joint-stock commercial banks (JSCBs) and city commercial banks (CCBs)) to China’s financial system by proposing a new copula quantile regression-based CoVaR model. We find that (i) the dynamic risk spillovers show heterogeneity over time, specifically that its downward trend is significant after the sto…
Business (1 works) · China (1 works) · Computer Science (1 works) · Downside risk (1 works) · Econometrics (1 works) · Economics (1 works) · Finance (1 works) · Financial crisis (1 works) · Financial economics (1 works) · Financial risk (1 works)