Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
Year of publication: |
2023
|
---|---|
Authors: | Wang, Dan ; Huang, Wei-Qiang |
Subject: | financial institutions | macroeconomy | predictive regression | systemic risk | Volatility connectedness | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income |
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