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The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China's Market

Feng, Y; Li, X

Li, X (corresponding author), Shanghai Jiao Tong Univ, Shanghai, Peoples R China.

COMPUTATIONAL ECONOMICS, ; ():

Abstract

This investigation performs a detailed analysis of how the cross-shareholding network enhances stock market comovement and leads to the rise of the ri......

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