Risk spillover from international crude oil markets to China's financial markets : evidence from extreme events and U.S. monetary policy
Year of publication: |
2024
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Authors: | Changqing, Luo ; Qu, Yi ; Su, Yaya ; Dong, Liang |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102041, p. 1-20
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Subject: | Extreme events | Higher-order moments | Quantitative easing | Risk spillovers | TVP-VAR | Spillover-Effekt | Spillover effect | Geldpolitik | Monetary policy | Welt | World | Volatilität | Volatility | USA | United States | China | Schock | Shock | Finanzmarkt | Financial market | Risiko | Risk | Risikomaß | Risk measure |
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