Inter-sectoral volatility linkages in the Chinese stock market are understudied, especially
asymmetries in realized volatility connectedness, accounting for the catastrophic event …

This paper shows how sectors in the Chinese stock market are connected and investigates
risk spillovers across these sectors. Using graph theory and a recently developed time …

In this paper, we investigate China's changing financial interconnectedness via the
presence of Granger-causality between firm level factors (Leverage, Market To Book Value …

The Chinese stock market crash in June 2015 has demonstrated necessary to improve
understanding of systemic risk from the perspective of financial network. This study …

This paper employed wavelet coherence and partial wavelet coherence to investigate the
time‐frequency effect of global economic policy uncertainty on the comovement of five …

This paper adopts the tail-event driven network (TENET) framework to explore the
connectedness and systemic risk of the banking industry along the Belt and Road (B&R) …

Abstract The 2015–2016 China's stock market crash raises awareness of risk contagion in
financial system. How to investigate systemic risk from the perspective of network is still a …

We empirically evaluate how accounting and financial variables affect the level of systemic
risk in traditional and shadow banks, and in real estate finance services in China over the …

This study investigates the impact of firms' business group affiliations on their performance in
corporate social responsibility (CSR) in China. We find that firms with a dual-status of being …

In this paper, we investigate the relationship between balance sheet size and leverage (ie,
leverage pro-cyclicality) and the pro-cyclicality of systemic risk using three systemic risk …