ArticlePloS one2025
A study of systemic risk spillovers in Asian emerging markets and Chinese stock market.
Article in PloS one, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
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
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
1 citing paper in PubMed.
Corrections and comments
- Commented on by
Authors and funding
1 author.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This study examines systemic risk spillover effects between China's Shanghai Stock Exchange (SSE) and seven Asian emerging markets within the context of increasing global financial integration. Utilizing Quantile Regression and Conditional Value-at-Risk (CoVaR) methodologies, this study provides a new perspective on understanding the asymmetry of systemic risk transmission between China and Asian emerging markets. Based on data from 2000 to 2024, the findings reveal significant spillover patterns, with Korea (KOSPI) showing high sensitivity to SSE risks, Malaysia (KLCI) exerting strong influence, and Thailand (SET) and Taiwan (TWII) emerging as key contributors and receivers of systemic risk. Under extreme market conditions, risk spillovers intensify, positioning SSE as a central hub in regional risk dynamics. These insights underscore the need for robust macroprudential policies and enhanced regional cooperation to mitigate systemic vulnerabilities, contributing to both the theoretical discourse on financial risk and its practical management.
Indexed as
Identifiers
What OpenQuestion holds
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.