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Appendix - Measure systemic risk using textual analysis: Evidence from Chinese banks

Yi Fang, Hao Lin, Liping Lu

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Figure 5

Bank network in China in 2021.

Figure 6

Annual inter-bank correlation heat maps.

a. 2000-2013

b. 2014-2021

Table 1

A list of sample banks with labels and types.

Note: In column "type", "0" represents "state-owned bank", "1" represents "joint stock bank", "2" represents "city commercial bank", "3" represents "village bank", "4" represents "rural cooperative bank", "5" represents "rural commercial bank", "6" represents "rural credit cooperative", "7" represents "rural fund mutual cooperative", "8" represents "foreign bank" and "9" represents "private bank".

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Table 2

A list of banks in the regression of Section 4.2.

Note: In column "type", "0" represents "state-owned bank", "1" represents "joint stock bank", "2" represents "city commercial bank", "3" represents "village bank", "4" represents "rural cooperative bank", "5" represents "rural commercial bank", "6" represents "rural credit cooperative", "7" represents "rural fund mutual cooperative", "8" represents "foreign bank" and "9" represents "private bank".

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Table 3

A list of the media outlets used in the study (categorized by type)

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