COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis

COVID-19 has influenced financial markets drastically; however, this influence has received little attention, particularly in China. This study investigates risk spillovers across China's financial and shipping markets through dynamic spillover measures based on time-varying parameter vector au...

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Detalles Bibliográficos
Autores principales: Xie, Qiwei, Cheng, Lu, Liu, Ranran, Zheng, Xiaolong, Li, Jingyu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9744386/
https://www.ncbi.nlm.nih.gov/pubmed/36531157
http://dx.doi.org/10.1016/j.frl.2022.103545

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9744386/
https://www.ncbi.nlm.nih.gov/pubmed/36531157
http://dx.doi.org/10.1016/j.frl.2022.103545

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