Financial market connectedness between the U.S. and China : a new perspective based on non-linear causality networks
Bin-xia Chen, Yan-lin Sun
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Bin-xia ; Sun, Yan-lin |
| Subject: | “smiling curve” of causality connectedness | Extreme shocks in international financial markets | non-linear Granger causality | quantile Granger causality networks | Kausalanalyse | Causality analysis | China | Internationaler Finanzmarkt | International financial market | USA | United States | Schock | Shock | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101886 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494691