Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Yun Feng, Weijie Hou, Yuping Song
| Year of publication: |
2023
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|---|---|
| Authors: | Feng, Yun ; Hou, Weijie ; Song, Yuping |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 119.2023, p. 1-18
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| Subject: | Monetary policy transmission | Jump risk | Asymmetric contagion | Risk network | Geldpolitik | Monetary policy | Geldpolitische Transmission | Monetary transmission | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | China | Risiko | Risk | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.106107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249431