QR-Code

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...

Ausführliche Beschreibung

Gespeichert in:
Bibliografische Detailangaben
Hauptverfasser: Hongjun Zeng, Abdullahi D. Ahmed
Format: Artigo
Sprache:Inglês
Veröffentlicht: Pompea College of Business 2024-11-01
Schriftenreihe:American Business Review
Schlagworte:
Online-Zugang:https://digitalcommons.newhaven.edu/americanbusinessreview/vol27/iss2/1/
Tags: Tag hinzufügen
Keine Tags, Fügen Sie das erste Tag hinzu!