Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model
- 1 November 2022
- journal article
- research article
- Published by Elsevier BV in The North American Journal of Economics and Finance
Abstract
No abstract availableKeywords
Funding Information
- Chinese Universities Scientific Fund (2452021189)
- Natural Science Foundation for Young Scientists of Shanxi Province
- National Natural Science Foundation of China (7220031137)
- Ministry of Education of the People's Republic of China (18YJC910011)
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