Zhaojie Huang

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

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0

Scholarly Papers (1)

1.

Measuring the Systemic Risk Contagion of Chinese Financial Institutions: A Conditional Entropic Value-at-Risk Approach

Number of pages: 14 Posted: 14 May 2025
Wanbo Lu, Wenhui Shi and Zhaojie Huang
School of Statistics, Southwestern University of Finance and Economics (SWUFE) and affiliation not provided to SSRN
Downloads 13 (1,253,600)

Abstract:

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Risk contagion, Delta CoEVaR, Systemically important financial institution