On Spillover Effect of Systemic Risk of Listed Securities Companies in China Based on Extended CoVaR Model

Table 10

Systemic risk spillover effect between securities industry and financial industry.

	All Share Brokerage Index	All Share Financials Index	All Share Insurance Index	CSI Banks Index
All Share Brokerage Index	—	−4.3827	−3.1805	−3.9966
All Share Financials Index	−0.7314	—	−0.6777	−1.5126
All Share Insurance Index	−0.8112	−1.9923	—	−1.5959
CSI Banks Index	−0.1638	−1.3131	−0.1043	—