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1. Systemic Risk of China’s Financial Sector: Evidence from the Stock Market
University essay from Lunds universitet/Ekonomisk-historiska institutionenAbstract : China, with the fast developing financial market, experienced two dramatic stock market crisis in recent ten years under government constrains. Thus, monitoring the systemic risk in China is crucial and meaningful. This paper applies CoVaR methodology to measure the dynamic systemic risk of China’s financial market from 1996 to 2016. READ MORE
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