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Table 1 Bank information

From: Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness

Code

Institution

Abbreviation

Group

000001.SZ

Ping An Bank

PAB

G5

002142.SZ

Bank of Ningbo

BON

G5

600015.SH

Huaxia Bank Co., Ltd

HXB

G5

600016.SH

China Minsheng Banking Corp., Ltd

CMBC

G5

601169.SH

Bank of Beijing

BOB

G5

601818.SH

China Everbright Bank

CEB

G5

600000.SH

Shanghai Pudong Development Bank

SPD

G4

601998.SH

China CITIC Bank

CITIC

G4

600036.SH

Chin Merchants Bank

CMB

G3

601166.SH

Industrial Bank

CIB

G3

601328.SH

Bank of Communications

BoCom

G3

601288.SH

Agricultural Bank of China

ABC

G2

601398.SH

Industrial and Commercial Bank of China

ICBC

G2

601939.SH

China Construction Bank

CCB

G2

601988.SH

Bank of China

BOC

G2