Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system

This is a replication package of the paper "Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system" submitted to Economic Modelling.本数据集为投稿至《经济建模（Economic Modelling）》的论文《个体银行的文本风险信息是否会加剧系统性风险（systemic risk）？来自中国银行业体系的证据》的复现包。