Open AccessThe Impact of Leverage and Marginal Expected Shortfall on Systematic Risk -- Based on the Analysis of China's Stock Market
Author(s) -
Hanxiao Wei,
Jianrong Tang
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2082
Subject(s) - deleveraging , expected shortfall , china , leverage (statistics) , systemic risk , financial crisis , economics , stock (firearms) , interest rate , stock market , monetary economics , financial economics , business , macroeconomics , horse , political science , mechanical engineering , machine learning , paleontology , computer science , law , portfolio , engineering , biology
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