Work

Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets

Year: 2023

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2023.102538

Authors: Bo Wang, Yang Xiao

Institution: Nankai 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, National Office for Philosophy and Social Sciences, National Social Science Fund of China

Awards: G6090734362, G7315896918, 基于大数据的中国金融系统性风险测度及其演化规律研究

OpenAlex ID: W4318273615

FWCI: 6.548

Cites: 67

Cited by: 31

Related to: 10