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Dynamic risk spillover effect and path of risk transmission across industrial sectors in China during COVID-19 epidemic
Understanding the dynamic link between the development of COVID-19 pandemic and industry sector risk spillovers is crucial to explore the underlying mechanisms by which major public health events affect economic systems. This paper applies ElasticNet method proposed by Diebold and Yilmaz (2009, 2012...
Autores principales: | , , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10575517/ https://www.ncbi.nlm.nih.gov/pubmed/37831727 http://dx.doi.org/10.1371/journal.pone.0292859 |