The path of financial risk spillover in the stock market based on the R-vine-Copula model

Author:

Zhang Xiaoming,Zhang Tong,Lee Chien-ChiangORCID

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference40 articles.

1. Policy-related risk and corporate financing behavior: Evidence from China’s listed companies;Lee;Econ. Model.,2021

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3. Spatial analysis of liquidity risk in China;Chen;North Am. J. Econ. Finance,2020

4. COVID-19 and instability of stock market performance: evidence from the U.S.;Hong;Financial Innov.,2021

5. Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS;Liu;Resour. Policy,2022

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