2022
05.24
暨南经院学术系列活动之金融学系列Seminar第81期:方意(中央财经大学)
主题:A Dynamic Analysis on Investor Sentiment and Bank Systemic Risk: Evidence from China主讲人:方意(中央财经大学)主持人:黄振(暨南大学)会议工具:腾讯会议(ID:953-239-152,密码:220527)会议时间:2022年5月27日10:00-11:30摘要In this paper, we construct a unique bank-level investor sentiment index in China to first consider the relationship between bank systemic risk and its sentiment of investors. We find that bank systemic risk will increase in the short run with negative investor sentiment. Both individual risk and interconnectedness risk, w