Does Diversification Affect Banking Systemic Risk?
This paper contributes to the understanding of the linear and nonlinear causal linkage from diversification to banking systemic risk. Employing data from China, within both linear and nonlinear causality frameworks, we find that diversification does not embody significant predictive power with respe...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2016-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2016/2967830 |
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| _version_ | 1832567178311761920 |
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| author | Shouwei Li |
| author_facet | Shouwei Li |
| author_sort | Shouwei Li |
| collection | DOAJ |
| description | This paper contributes to the understanding of the linear and nonlinear causal linkage from diversification to banking systemic risk. Employing data from China, within both linear and nonlinear causality frameworks, we find that diversification does not embody significant predictive power with respect to banking systemic risk. |
| format | Article |
| id | doaj-art-7c8b5fe6a2244fc1b9e292613a251a59 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2016-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-7c8b5fe6a2244fc1b9e292613a251a592025-02-03T01:02:08ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2016-01-01201610.1155/2016/29678302967830Does Diversification Affect Banking Systemic Risk?Shouwei Li0School of Economics and Management, Southeast University, Nanjing 211189, ChinaThis paper contributes to the understanding of the linear and nonlinear causal linkage from diversification to banking systemic risk. Employing data from China, within both linear and nonlinear causality frameworks, we find that diversification does not embody significant predictive power with respect to banking systemic risk.http://dx.doi.org/10.1155/2016/2967830 |
| spellingShingle | Shouwei Li Does Diversification Affect Banking Systemic Risk? Discrete Dynamics in Nature and Society |
| title | Does Diversification Affect Banking Systemic Risk? |
| title_full | Does Diversification Affect Banking Systemic Risk? |
| title_fullStr | Does Diversification Affect Banking Systemic Risk? |
| title_full_unstemmed | Does Diversification Affect Banking Systemic Risk? |
| title_short | Does Diversification Affect Banking Systemic Risk? |
| title_sort | does diversification affect banking systemic risk |
| url | http://dx.doi.org/10.1155/2016/2967830 |
| work_keys_str_mv | AT shouweili doesdiversificationaffectbankingsystemicrisk |