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Forecasting China’s stock market risk under the background of the Stock Connect programs
With the opening of the Stock Connect programs, the mainland China and Hong Kong stock markets are becoming more closely linked. In this paper, we develop a China’s stock market risk early warning system. The proposed early warning system consists of three components. First, we use value at risk (Va...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10235853/ https://www.ncbi.nlm.nih.gov/pubmed/37362288 http://dx.doi.org/10.1007/s00500-023-08496-z |