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Yi-Jun Hu

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Open access Sep 2026

The Risk Spillover Within a Financial System: Evidence from China

In this paper, by proposing a new risk measure called CoRVaR, we explore the risk spillover effect within a financial system consisting of the banking, security and insurance industries. To be precise, we examine the risk spillover effect from each industry to the other. Moreover, we also examine the risk spillover eff...

Lin-Hai Wei, Liang-Liang Miao, Yi-Jun Hu · 0 citations

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