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Interest rate risk of Chinese commercial banks based on the GARCH-EVT model

Crossref DOI link: https://doi.org/10.1057/s41599-023-02321-6

Published Online: 2023-11-14

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chen, Xin

Shan, Zhangming

Tang, Decai https://orcid.org/0000-0003-4447-2619
Zhou, Biao

Boamah, Valentina
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Text and Data Mining valid from 2023-11-14

Version of Record valid from 2023-11-14
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Article History

Received: 19 January 2023

Accepted: 27 October 2023

First Online: 14 November 2023

Competing interests

: The authors declare no competing interests.