Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework

Hai-Chuan Xu1,2, Fredj Jawadi3, Jie Zhou1

  • 1School of Business, East China University of Science and Technology, 130 Meilong Road, Shanghai, 200237 Shanghai China.

Empirical Economics
|December 19, 2022
PubMed
Summary

China's 2017 housing policies amplified financial risk by increasing interconnectedness among institutions. This dynamic shift impacts systemic risk, requiring targeted regulatory oversight for financial stability.

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