Research On The Contagion Risk Effect Of China's Interbank Market

Abstract
The subprime crisis indicates that,the existence of the interbank exposure makes contagion risk could be easily spread over the whole banking system,hence causing a series of banks to go bankruptcy,which is so called domino effect.This paper uses data from China's listed banks' annual report from the year 2008 to 2010,and by using the matrix method to estimate the contagion risk effect of our interbank market.The research finds out that,there is...
Paper Details
Title
Research On The Contagion Risk Effect Of China's Interbank Market
Published Date
Jan 1, 2011
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.