The Intersectoral Systemic Risk Shock of Emergency Crisis Events in China’s Financial Market: Nonparametric Methods and Panel Event Study Analyses

Ao LeiHui ZhaoYixiang Tian2025-05-222025-05-222023jz000180-0145https://tustorage.ulb.tu-darmstadt.de/handle/tustorage/37948600The Intersectoral Systemic Risk Shock of Emergency Crisis Events in China’s Financial Market: Nonparametric Methods and Panel Event Study AnalysesArticlehttps://doi.org/10.3390/systems11030147