Global geopolitical risk and volatility connectedness among China's sectoral stock markets
Year of publication: |
2023
|
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Authors: | Pan, Changchun ; Wang, Weiqiang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-12
|
Subject: | Causality-in-quantiles test | Global geopolitical risk | Stock market sectors | TVP-VAR connectedness index | Aktienmarkt | Stock market | China | Geopolitik | Geopolitics | Welt | World | Globalisierung | Globalization | Risiko | Risk | Volatilität | Volatility |
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