Dongbei University of Finance and Economics
Xiaotong Song is a doctoral student studying at the School of Finance, Dongbei University of Finance and Economics. Her research interests include systemic financial risk andfinancial institution risk management.
Insurance institutional shareholding and banking systemic risk contagion: an empirical study based on a least absolute shrinkage and selection operator–vector autoregression high-dimensional network
The authors use a LASSO-VAR method and generalized variance decomposition to measure the systemic risk contagion effect of Chinese-listed banks.