Empirical Analysis of the Impact of Chinese Commercial Banks on Financial Market Risk Based on the CoVaR Method

Qikai Wang

doi:10.54254/2754-1169/66/20241209

Article Information

Received: 20 December 2023

Published: 5 January 2024

DOI: https://doi.org/10.54254/2754-1169/66/20241209

Article Type: Research Article

Cite this article

Wang,Q. (2024). Empirical Analysis of the Impact of Chinese Commercial Banks on Financial Market Risk Based on the CoVaR Method. Advances in Economics, Management and Political Sciences,66,75-80.

Data availability

The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.

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About this Volume

Volume Title: AEMPS Vol.66

Part of Series: Advances in Economics, Management and Political Sciences

ISSN: 2754-1169 (Print) / 2754-1177 (Online)

Copyright & License

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[2]Huang, Y., & Zhou, B. (2023). Analysis of the Causes of the Silicon Valley Bank Crisis and Its Implications for the Banking Industry in China.

[3]Adrian, T., & Brunnermeier, M. K. (2010). CoVaR.

[4]Zhang, S. L. (2009). Progress and Effects of the "Four Trillion Yuan" Investment.

[5]Zhu, M. N., & Hou, Z. (2014). Research on the Mismatch of Funds in Chinese Commercial Banks: A Study Based on the Background of "Money Crunch".