This paper studies the pandemic-driven financial contagion during the COVID-19 period and
the impact of investor behavior on it by constructing three types of direct behavior …

China's banking system has seen increasing convergence in exposures to different asset
types. These concentrated commonalities have far reaching implications on systemic …

This paper utilizes China's interbank deposit system under COVID-19 to examine how
interbank network changes with considerable uncertainty surrounding exogenous shock …

Banks and enterprises constitute a multilayered, multiattribute, multicriteria credit‐related
super network due to financial transaction behaviors, such as credit, wealth management …

Using Chinese A-share market data, we empirically examine the impact of exchange-traded
funds (ETFs) on tail dependence of the underlying securities. Our results show that ETFs can …

It is well known that strengthening the soundness of individual banks that are too large or too
interconnected is essential for maintaining financial stability. The clustering among …

As the global economy continues to integrate, COVID-19 is affecting businesses around the
world, causing the financial system to become more complicated. The complicated …

Understanding the correlation between different customers' loss of creditworthiness is
crucial to credit risk analysis. This paper describes a novel method, based on a weighted …

Due to information asymmetry, spatial distance will affect the associated credit cooperation
relationship among enterprises. This paper employed the real‐world economic data to …

Associated credit risk is a kind of credit risk among the associated credit entities formed by
credit‐related entities. Focusing on this hot topic of associated credit risk and the relevant …