Work

Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach

Year: 2019

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2019.101137

Authors: Na Chen, Xiu Jin

Institution: Northeastern University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: 基于状态转移的跨市场混合资产组合选择问题研究：理论模型与实证检验

OpenAlex ID: W2995959367

FWCI: 2.915

Cites: 62

Cited by: 22

Related to: 10