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

Table 7

Systemic risk spillover effect among securities companies.

Company	C1	C2	C3	C4	C5	C6	C7	C8	C9	C10
C1	—	3.4662	−1.3785	−1.3553	−1.8001	−2.1605	−0.4893	−1.3141	4.4979	−1.6983
C2	1.9995	—	−1.3817	−1.3435	−1.8240	−2.1602	−0.4932	−1.2943	2.3074	−1.7109
C3	−1.2402	−3.5931	—	−2.5660	−3.0181	−3.3986	−1.6947	−2.5270	1.0717	−2.9230
C4	−0.8427	−3.3719	−2.3980	—	−2.8037	−3.2142	−1.4875	−2.3349	1.3047	−2.6996
C5	−1.1470	−3.5429	−2.5872	−2.5438	—	−3.3577	−1.6521	−2.5241	1.1824	−2.8921
C6	−3.0886	−3.2399	−2.2559	−2.2133	−2.6607	—	−1.3456	−2.1608	1.4792	−2.5623
C7	−1.6651	−4.3326	−3.3872	−3.3400	−3.7621	−4.1736	—	−3.3401	0.3833	−3.6749
C8	−2.5790	−3.5359	−3.7657	−3.7194	−4.1760	−4.5427	−2.8723	—	−0.0933	−4.0720
C9	−4.2214	−6.5204	−5.5533	−5.4653	−5.9956	−6.3541	−4.6446	−5.5165	—	−5.8436
C10	−6.3236	−6.4757	−5.4699	−5.3562	−5.8768	−6.2440	−4.5635	−5.2982	−1.7530	—