Research on Systemic Risks’ Spillover Effects of
China’s Commercial Banks under COVID-19

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Research on Systemic Risks’ Spillover Effects of China’s Commercial Banks under COVID-19

During the financial crisis in 2008, under the influence of the domino effect, multinational banks were significantly impacted by systemic risks, which had a negative impact on the real economy of various countries. At present, the global outbreak of the COVID-19 makes many countries face systemic r...

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Bibliographic Details
Main Author:	Ma, Lei
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Subjects:	listed commercial banks; systemic risk; GARCH model; CoVaR
Online Access:	https://eprints.nottingham.ac.uk/62011/

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