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10.1016/j.najef.2020.101248 http://scihub22266oqcxt.onion/10.1016/j.najef.2020.101248 C7341982!7341982!C7341982     free     free     free Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       ä-/-ä 2020 ; 54 (ä): 101248 Nephropedia Template TP {{tp|p=C7341982|t=2020. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network |pdf=|usr=}}{{C7341982}} gab.com Text Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network JO: ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=C7341982 #FOAvip This paper investigates the systemic risk spillovers and connectedness in the sectoral tail risk network of Chinese stock market, and explores the transmission mechanism of systemic risk spillovers by block models. Based on conditional value at risk (CoVaR) and single index model (SIM) quantile regression technique, we analyse the tail risk connectedness and find that during market crashes, stock market exposes to more systemic risk and more connectedness. Further, the orthogonal pulse function shows that Herfindahl-Hirschman Index (HHI) of edges has a significant positive effect on systemic risk, but the impact shows a certain lagging feature. Besides, the directional connectedness of sectors shows that systemic risk receivers and transmitters vary across time, and we adopt PageRank index to identify systemically important sector released by utilities and financial sectors. Finally, by block model we find that the tail risk network of Chinese sectors can be divided into four different spillover function blocks. The role of blocks and the spatial spillover transmission path between risk blocks are time-varying. Our results provide useful and positive implications for market participants and policy makers dealing with investment diversification and tracing the paths of risk shock transmission. Twit Text FOAVip Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network ????ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=C7341982 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=C7341982 #FOAvip English Wikipedia <ref>{{Cite pmid|C7341982}}</ref> Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network #MMPMIDC7341982 Zhang W; Zhuang X; Wang J; Lu Y ä-/-ä 2020[Nov]; 54 (ä): 101248 PMIDC7341982show ga This paper investigates the systemic risk spillovers and connectedness in the sectoral tail risk network of Chinese stock market, and explores the transmission mechanism of systemic risk spillovers by block models. Based on conditional value at risk (CoVaR) and single index model (SIM) quantile regression technique, we analyse the tail risk connectedness and find that during market crashes, stock market exposes to more systemic risk and more connectedness. Further, the orthogonal pulse function shows that Herfindahl-Hirschman Index (HHI) of edges has a significant positive effect on systemic risk, but the impact shows a certain lagging feature. Besides, the directional connectedness of sectors shows that systemic risk receivers and transmitters vary across time, and we adopt PageRank index to identify systemically important sector released by utilities and financial sectors. Finally, by block model we find that the tail risk network of Chinese sectors can be divided into four different spillover function blocks. The role of blocks and the spatial spillover transmission path between risk blocks are time-varying. Our results provide useful and positive implications for market participants and policy makers dealing with investment diversification and tracing the paths of risk shock transmission. äConnectedness and systemic risk spillovers analysis of Chinese sectors(epmc).pdf DeepDyve Pubget Overpricing