Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions.

Autor: Yang, Xin1 (AUTHOR), Chen, Shan1 (AUTHOR), Liu, Hong2 (AUTHOR), Yang, Xiaoguang3 (AUTHOR), Huang, Chuangxia1 (AUTHOR) cxiahuang@126.com
Zdroj: International Journal of Finance & Economics. Apr2023, Vol. 28 Issue 2, p1201-1213. 13p.
Databáze: Business Source Ultimate
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