Matches in SemOpenAlex for { <https://semopenalex.org/work/W4220988396> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W4220988396 endingPage "101680" @default.
- W4220988396 startingPage "101680" @default.
- W4220988396 abstract "We measure systemic risk when faced with simulated shocks through the systemic model of banking originated losses. The formation mechanism of systemic risk is explored from the perspective of investment diversification and asset similarity. The results indicate that contagion risks formed by the over similarity of investment assets are the main cause of systemic risk. The similarity generally promotes contagion risks, however, it shows a double-faced effect for state-owned commercial banks that disperse shocks from counterparties through their too-big-to-fail advantages. The similarity is determined by diversification, which initially promotes similarity and disperses it after a threshold. The diversification acts on the contagion process of systemic risk by the mediation of the similarity. Therefore, diversification generally has a nonlinear impact on systemic risk. The results provide regulatory implications for the systemic stability of the banking system." @default.
- W4220988396 created "2022-04-03" @default.
- W4220988396 creator A5018578791 @default.
- W4220988396 creator A5081424574 @default.
- W4220988396 creator A5090477033 @default.
- W4220988396 date "2022-07-01" @default.
- W4220988396 modified "2023-10-15" @default.
- W4220988396 title "Does diversification promote systemic risk?" @default.
- W4220988396 cites W1639021318 @default.
- W4220988396 cites W1996821805 @default.
- W4220988396 cites W1999150911 @default.
- W4220988396 cites W2032592912 @default.
- W4220988396 cites W2039070441 @default.
- W4220988396 cites W2081301091 @default.
- W4220988396 cites W2118549276 @default.
- W4220988396 cites W2120874332 @default.
- W4220988396 cites W2128391133 @default.
- W4220988396 cites W2131107544 @default.
- W4220988396 cites W2156614736 @default.
- W4220988396 cites W2159564086 @default.
- W4220988396 cites W2162337502 @default.
- W4220988396 cites W2303443131 @default.
- W4220988396 cites W2592424858 @default.
- W4220988396 cites W2625382516 @default.
- W4220988396 cites W2750691257 @default.
- W4220988396 cites W2897723316 @default.
- W4220988396 cites W2900706483 @default.
- W4220988396 cites W2912785404 @default.
- W4220988396 cites W3015189458 @default.
- W4220988396 cites W3093044083 @default.
- W4220988396 cites W3121497874 @default.
- W4220988396 cites W3122471459 @default.
- W4220988396 cites W3122785168 @default.
- W4220988396 cites W3123042789 @default.
- W4220988396 cites W3123232430 @default.
- W4220988396 cites W3123664863 @default.
- W4220988396 cites W3124317733 @default.
- W4220988396 cites W3125453807 @default.
- W4220988396 cites W3125841019 @default.
- W4220988396 cites W3125983488 @default.
- W4220988396 cites W3171937740 @default.
- W4220988396 cites W4230327943 @default.
- W4220988396 cites W4246715751 @default.
- W4220988396 cites W4248503640 @default.
- W4220988396 doi "https://doi.org/10.1016/j.najef.2022.101680" @default.
- W4220988396 hasPublicationYear "2022" @default.
- W4220988396 type Work @default.
- W4220988396 citedByCount "3" @default.
- W4220988396 countsByYear W42209883962022 @default.
- W4220988396 countsByYear W42209883962023 @default.
- W4220988396 crossrefType "journal-article" @default.
- W4220988396 hasAuthorship W4220988396A5018578791 @default.
- W4220988396 hasAuthorship W4220988396A5081424574 @default.
- W4220988396 hasAuthorship W4220988396A5090477033 @default.
- W4220988396 hasConcept C139719470 @default.
- W4220988396 hasConcept C144133560 @default.
- W4220988396 hasConcept C144587487 @default.
- W4220988396 hasConcept C162324750 @default.
- W4220988396 hasConcept C162853370 @default.
- W4220988396 hasConcept C180916674 @default.
- W4220988396 hasConcept C2778300220 @default.
- W4220988396 hasConceptScore W4220988396C139719470 @default.
- W4220988396 hasConceptScore W4220988396C144133560 @default.
- W4220988396 hasConceptScore W4220988396C144587487 @default.
- W4220988396 hasConceptScore W4220988396C162324750 @default.
- W4220988396 hasConceptScore W4220988396C162853370 @default.
- W4220988396 hasConceptScore W4220988396C180916674 @default.
- W4220988396 hasConceptScore W4220988396C2778300220 @default.
- W4220988396 hasFunder F4320321001 @default.
- W4220988396 hasFunder F4320335982 @default.
- W4220988396 hasFunder F4320336573 @default.
- W4220988396 hasLocation W42209883961 @default.
- W4220988396 hasOpenAccess W4220988396 @default.
- W4220988396 hasPrimaryLocation W42209883961 @default.
- W4220988396 hasRelatedWork W2291476625 @default.
- W4220988396 hasRelatedWork W2744083615 @default.
- W4220988396 hasRelatedWork W2804502181 @default.
- W4220988396 hasRelatedWork W2972404613 @default.
- W4220988396 hasRelatedWork W2989113549 @default.
- W4220988396 hasRelatedWork W3022337488 @default.
- W4220988396 hasRelatedWork W3171937740 @default.
- W4220988396 hasRelatedWork W3214274825 @default.
- W4220988396 hasRelatedWork W4220970907 @default.
- W4220988396 hasRelatedWork W4220988396 @default.
- W4220988396 hasVolume "61" @default.
- W4220988396 isParatext "false" @default.
- W4220988396 isRetracted "false" @default.
- W4220988396 workType "article" @default.