Connectedness and risk spillovers in China's stock market: a sectoral analysis
Year of publication: |
2019
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Authors: | Wu, Fei ; Zhang, Dayong ; Zhang, Zhiwei |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 43.2019, 3/4, p. 1-14
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Subject: | Connectedness | Contagion | Graph theory | Stock market | Risk spillover | Aktienmarkt | Spillover-Effekt | Spillover effect | China | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Portfolio-Management | Portfolio selection |
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