Shaowei Chen

Apr 30, 2024 | mdpi.com | Zhiliang Wu |Shaowei Chen

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Mar 10, 2023 | mdpi.com | Shaowei Chen |Long Guo |Weike Zhang

Abstract:Using the financial market data of 35 countries along the Belt and Road (B&R), this paper constructs an imported financial risk network based on the conditional expected shortfall (CoES) to measure the systemic financial risk of the countries along the B&R.