ArticleEntropy (Basel, Switzerland)2020
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review.
Article in Entropy (Basel, Switzerland), 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 3 papers.
What it found
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
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Who cites it
3 citing papers in PubMed.
- Performance Evaluation of Construction Companies Using Integrated Entropy-Fuzzy VIKOR Model.Entropy (Basel, Switzerland) · 2021Article
- Complexity in Economic and Social Systems.Entropy (Basel, Switzerland) · 2021Article
- Market of Stocks during Crisis Looks Like a Flock of Birds.Entropy (Basel, Switzerland) · 2020Article
Corrections and comments
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Authors and funding
5 authors.
Funding
Abstract
The investigation of the systemic importance of financial institutions (SIFIs) has become a hot topic in the field of financial risk management. By making full use of 5-min high-frequency data, and with the help of the method of entropy weight technique for order preference by similarities to ideal solution (TOPSIS), this paper builds jump volatility spillover network of China's financial institutions to measure the SIFIs. We find that: (i) state-owned depositories and large insurers display SIFIs according to the score of entropy weight TOPSIS; (ii) total connectedness of financial institution networks reveal that Industrial Bank, Ping An Bank and Pacific Securities play an important role when financial market is under pressure, especially during the subprime crisis, the European sovereign debt crisis and China's stock market disaster; (iii) an interesting finding shows that some small financial institutions are also SIFIs during the financial crisis and cannot be ignored.
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.