DocumentCode
1650490
Title
Notice of Retraction
Risk transmission between commercial banks and capital market in China: VAR approach
Author
Lin Nan ; Guoliang Zhang ; Qin Zheng
Author_Institution
Shanghai Univ. of Finance & Econ., Shanghai, China
Volume
2
fYear
2010
Firstpage
489
Lastpage
493
Abstract
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
The conflict between Separation of regulatory and the trend of mixed operation of financial institutions intensified the risks crossing commercial banks and capital market in china. This paper firstly illustrates three channels and corresponding risks of capital flows between commercial banks and capital market. Further, empirical research based on VAR model validates the intensity and lag structure of risk transmission. Finally, it gives suggestions and possible solutions from the perspective of financial regulation and financial innovation.
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
The conflict between Separation of regulatory and the trend of mixed operation of financial institutions intensified the risks crossing commercial banks and capital market in china. This paper firstly illustrates three channels and corresponding risks of capital flows between commercial banks and capital market. Further, empirical research based on VAR model validates the intensity and lag structure of risk transmission. Finally, it gives suggestions and possible solutions from the perspective of financial regulation and financial innovation.
Keywords
banking; marketing; risk management; VAR approach; capital flows; capital market; commercial banks; financial innovation; financial institutions; financial regulation; risk transmission; Electric shock; Commercial Banks; Risk Transmission; VAR Model;
fLanguage
English
Publisher
ieee
Conference_Titel
Advanced Management Science (ICAMS), 2010 IEEE International Conference on
Conference_Location
Chengdu
Print_ISBN
978-1-4244-6931-4
Type
conf
DOI
10.1109/ICAMS.2010.5552969
Filename
5552969
Link To Document