Corporate Financial Distress and Financial Fragility: Empirical Analysis Based on SVAR Model

Zhang, Jing (2022) Corporate Financial Distress and Financial Fragility: Empirical Analysis Based on SVAR Model. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.

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Abstract

Financial fragility is the own property of the financial system. As an important participant in the financial market, companies are closely related to the financial system. Based on this, from the perspective of corporate financial distress, SVAR model is adopted to study its impact on financial fra

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:44
Last Modified: 17 Apr 2026 04:54
URI: http://eprints.eai.eu/id/eprint/40624

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