Table 1.
Sample descriptive statistics.
Table 2.
Unit root test.
Table 3.
Quantile regression equation coefficients.
Table 4.
Comparative analysis of the contribution of systemic risk.
Fig 1.
Network Analysis of Systemic Risk Contributions: Absolute vs. Relative Perspectives.
Fig 2.
Time-Varying ΔCoVaR between Emerging Markets and China’s Shanghai Stock Exchange (SSE).
Fig 3.
%CoVaR of Asian Emerging Markets to China’s Shanghai Stock Exchange (SSE).
Fig 4.
%CoVaR of China’s Shanghai Stock Exchange (SSE) to Asian Emerging Markets.