Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Year of publication: |
2023
|
---|---|
Authors: | Dai, Zhifeng ; Zhu, Haoyang |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 421-450
|
Subject: | China'S financial market | Economic policy uncertainty | High-frequency data | Quantile connectedness | Spillovers of higher moments | China | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | Risiko | Risk | Finanzmarkt | Financial market | Finanzsektor | Financial sector | Schätzung | Estimation |
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