Does Diversification Affect Banking Systemic Risk?

Does Diversification Affect Banking Systemic Risk?

This paper contributes to the understanding of the linear and nonlinear causal linkage from diversification to banking systemic risk. Employing data from China, within both linear and nonlinear causality frameworks, we find that diversification does not embody significant predictive power with respe...

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Veröffentlicht in:Discrete Dynamics in Nature and Society 2016-01, Vol.2016 (2016), p.647-651-057
1. Verfasser: Li, Shouwei
Format: Artikel
Sprache:eng
Schlagworte:
Banking
Banking industry
Banks (Finance)
Causality
Economic models
Evaluation
Financial risk
Linkages
Management
Methods
Nonlinear dynamics
Nonlinearity
Regulation of financial institutions
Risk
Risk assessment
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Beschreibung
Zusammenfassung:This paper contributes to the understanding of the linear and nonlinear causal linkage from diversification to banking systemic risk. Employing data from China, within both linear and nonlinear causality frameworks, we find that diversification does not embody significant predictive power with respect to banking systemic risk.
ISSN:1026-0226
1607-887X
DOI:10.1155/2016/2967830