The impact of China’s Internet Finance on the banking systemic risk – an empirical study based on the SCCA model and stepwise regression

Chen Zhu and Guihong Hua

Applied Economics Letters, 2020, vol. 27, issue 4, 267-274

Abstract: The disorderly development of Internet Finance impacts both the banking industry and the macroeconomy and opens a risk contagion channel, which easily generates the banking systemic risk. Based on current banking systemic risk measured by Systemic Contingent Claims Analysis (SCCA) model and a stepwise regression, we verify the impacts of China’s Internet Finance on the banking industry and predict that the risk will rise in the future.

Date: 2020
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://hdl.handle.net/10.1080/13504851.2019.1613494 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:27:y:2020:i:4:p:267-274

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504851.2019.1613494

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().