Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Jiangze Du, Xizhuo Chen, Jincheng Gong, Xiao Lin, Kin Keung Lai
| Year of publication: |
2023
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|---|---|
| Authors: | Du, Jiangze ; Chen, Xizhuo ; Gong, Jincheng ; Lin, Xiao ; Lai, Kin Keung |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 4, p. 3997-4019
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| Subject: | conditional value at risk | stock market | systematic risk | TVP-VAR-SV | Aktienmarkt | Stock market | Risikomaß | Risk measure | China | Risiko | Risk | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Volatilität | Volatility | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2632 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014429264