A comparative study of dynamic risk spillovers among financial sectors in China before and after the epidemic.
This paper takes the unexpected event of the new coronavirus as the research background, selects the daily closing price data of the financial sectors (banking, insurance, securities, and multifinance) from 20 June 2017 to 31 December 2023. It then applies the TVP-VAR-DY model to empirically study t...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2024-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0314071 |
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