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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...

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Detalles Bibliográficos
Autores principales: Ling, Lin, Khan, Hayat, Lingwei, Jiang, Qiumei, Li, Zuominyang, Zhang, Khan, Itbar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
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