Work

Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101870

Authors: Dong-hai Zhou, Xiao-xing Liu, Chun Tang, Guang-yi Yang

Institution: Southeast 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 Science and Technology of the People's Republic of China, National Key Research and Development Program of China

Awards: G3532714477, G3895494925

OpenAlex ID: W4311513775

FWCI: 3.476

Cites: 45

Cited by: 27

Related to: 10