RISK SPILLOVER EFFECT BETWEEN BANKS & SMES IN CHINA: A PERSPECTIVE BASED ON GARCH-COPULACOVAR MODEL.

Autor: Miao Yu1 yum@jisu.edu.cn, Xiaohui Liu2 liuxiaohui@jisu.edu.cn, Jinghong Xu3 xujinghong@ccrw.edu.cn, Xiangbowen Cheng4 chengxbw@stu.sicnu.edu.cn, Xiaoxi Li5 xiaoxi0715@163.com
Zdroj: Transformations in Business & Economics. 2023, Vol. 22 Issue 1, p221-237. 17p.
Databáze: Business Source Ultimate