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Springerplus. 2016 Jan 22;5:61. doi: 10.1186/s40064-016-1693-8. eCollection 2016.

Impact of systemic risk in the real estate sector on banking return.

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1
School of Economics and Management, Southeast University, Nanjing, 211189 China.

Abstract

In this paper, we measure systemic risk in the real estate sector based on contingent claims analysis, and then investigate its impact on banking return. Based on the data in China, we find that systemic risk in the real estate sector has a negative effect on banking return, but this effect is temporary; banking risk aversion and implicit interest expense have considerable impact on banking return.

KEYWORDS:

Banking return; Contingent claims analysis; Real estate; Systemic risk

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