Work

Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101817

Authors: Maoxi Tian, Fei Guo, Rong Niu

Institutions: Northwest A&F University, Ningxia University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Ministry of Education of the People's Republic of China, Natural Science Foundation for Young Scientists of Shanxi Province, Chinese Universities Scientific Fund

Awards: G3722355625, G3912315648, G7274660339

OpenAlex ID: W4296403160

FWCI: 4.395

Cites: 45

Cited by: 26

Related to: 10