Study about the Systemic Risk Spillover Effects of Commercial Banks: Measuring of Conditional Value-at-risk and Systemic Risk Contribution

HE Zhuo-jing, ZHOU Li-guo, YAN Li-xin

Journal of Central University of Finance & Economics ›› 2018, Vol. 0 ›› Issue (12) : 37-51.

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Journal of Central University of Finance & Economics ›› 2018, Vol. 0 ›› Issue (12) : 37-51.

Study about the Systemic Risk Spillover Effects of Commercial Banks: Measuring of Conditional Value-at-risk and Systemic Risk Contribution

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2018, 0(12): 37-51

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