| ID | 199624 |
| Title Proper | How geopolitical tensions affect China’s systemic financial risk contagion |
| Language | ENG |
| Author | Zhou, YingXue |
| Summary / Abstract (Note) | This study calculates China’s net risk from the perspective of the global systemic financial risk spillover network, and constructs TVP-VAR-SV models for China to examine the time-varying effects of geopolitical exposure on aggregate systemic financial risk contagion and investigate the heterogeneous impacts across different financial submarkets. Furthermore, an innovative combination of machine learning techniques for contribution decomposition and time-varying effect analysis is introduced to identify time-varying channel effects, providing a reference for channel analysis in other studies. |
| `In' analytical Note | China Economic Review Vol. 90, Apr 2025: p.102366 |
| Journal Source | China Economic Review 2025-03 90, 90 |
| Key Words | Geopolitical Tensions ; Systemic financial risk ; TVP-VAR-SV ; Channel decomposition ; Channels’ time-varying effect |