Lodge, David; Manu, Ana-Simona; Van Robays, Ine - 2024
, spillovers from China can be significantly amplified in an environment of heightened global volatility, or when the shocks are …Using daily data since 2017, we disentangle China-specific structural shocks driving Chinese financial markets and … shocks emanating from the United States and shocks to global risk sentiment - two major forces driving global financial …