Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
Dan Wang, Wei-Qiang Huang
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Dan ; Huang, Wei-Qiang |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 6, p. 1797-1817
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| Subject: | financial institutions | macroeconomy | predictive regression | systemic risk | Volatility connectedness | Volatilität | Volatility | Prognoseverfahren | Forecasting model | China | Finanzsektor | Financial sector | Systemrisiko | Systemic risk | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2128668 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014290322