Financial market spillovers and macroeconomic shocks : evidence from China
Year of publication: |
2023
|
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Authors: | Feng, Haoyuan ; Liu, Yue ; Wu, Jie ; Guo, Kun |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-18
|
Subject: | Spillover effect | Bayesian network | Financial market | Macroeconomic shocks | Schock | Shock | China | Spillover-Effekt | Finanzmarkt | Theorie | Theory | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Finanzkrise | Financial crisis |
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