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Economic Research-Ekonomska Istraživanja Volume 36, 2023 - Issue 1
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Articles

Downside and upside risk spillovers from commercial banks into China’s financial system: a new copula quantile regression-based CoVaR model

Maoxi Tiana College of Economics and Management, Northwest A & F University, Yangling, ChinaView further author information
,
Yong Jiangb School of Finance, Nanjing Audit University, Nanjing, ChinaView further author information
,
Binyao Wanga College of Economics and Management, Northwest A & F University, Yangling, ChinaView further author information
,
Yizhe Dongc University of Edinburgh Business School, Edinburgh, UKView further author information
,
Yingying Chend Faculty of Social Science, University of Nottingham, Nottingham, UKView further author information
&
Baofeng Shia College of Economics and Management, Northwest A & F University, Yangling, ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-1244-5886View further author information
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Article: 2120037 | Received 28 Jul 2021, Accepted 25 Aug 2022, Published online: 12 Sep 2022

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