A Network Approach to the Study of the Dynamics of Risk Spillover in China’s Bond Market

Since 2018, the bond market has surpassed the stock market, becoming the biggest investment area in China’s security market, and the systemic risks of China’s bond market are of non-negligible importance. Based on daily interest rate data of representative bond categories, this study conducted a dyn...

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Detalles Bibliográficos
Autores principales: Liao, Zhewen, Zhang, Hongli, Guo, Kun, Wu, Ning
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8303115/
https://www.ncbi.nlm.nih.gov/pubmed/34356461
http://dx.doi.org/10.3390/e23070920

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8303115/
https://www.ncbi.nlm.nih.gov/pubmed/34356461
http://dx.doi.org/10.3390/e23070920

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