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The role of macroeconomic and policy uncertainty in density forecast dispersion
Li, You; Tay, Anthony S. A. - In: Journal of macroeconomics 67 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012627966
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A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Chen, Yan; Mo, Dongxu; Xu, Zezhou - In: Finance research letters 45 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014581705