id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
cord-322815-r82iphem	Zhang, Weiping	Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network	2020-07-04		.txt	text/plain	8372	439	54	Abstract This paper investigates the systemic risk spillovers and connectedness in the sectoral tail risk network of Chinese stock market, and explores the transmission mechanism of systemic risk spillovers by block models. First, we analyze the characteristics of spatial connectedness and systemic risk spillovers of tail risk network using sectoral data in Chinese stock market. In order to analyze the systemic risk spillovers and its interconnectedness across Chinese sectors, we select the weekly closing prices of 24 sectors in China's stock market (name abbreviations , of 24 industries are seen in Appendix Table A1 ). In the fourth event period (2015/1/30-2016/12/30) which covers the "2015-2016 China stock market turbulence", two financial sectors including Bank (BANK) and Diversified finance (DF), and Media (MED) have strong outgoing links and are involved in most risk spillovers.	./cache/cord-322815-r82iphem.txt	./txt/cord-322815-r82iphem.txt