Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario
This paper focuses on the multi-scale spillover and time-varying dependence of Chinese stock market and its important trading partners along the Belt and Road around the COVID-19 crisis. We use multiple methods - the DY (12) and BK (18) connectedness approaches that investigate dynamic and frequency...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Pompea College of Business
2024-11-01
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| Col·lecció: | American Business Review |
| Matèries: | |
| Accés en línia: | https://digitalcommons.newhaven.edu/americanbusinessreview/vol27/iss2/1/ |
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