The article "Measuring and Testing Systemic Risk of Financial Institutions —— Based on Spatiotemporal Centrality of Listed Financial Institutions 'Association Networks" from Issue 1, 2025 of The Journal of Quantitative Economics has been fully reprinted in Issue 7, 2025 of *Finance & Insurance* by the People's University Reprinted Periodical Materials. This marks the third paper from The Journal of Quantitative Economics to be reprinted by the materials provider this year.
The authors of this paper are Lecturer Chen Renquan from the School of Finance at Shandong Gongshang University and Professor Tian Xinmin from the School of Economics at Capital University of Economics and Business.