Cross-Market Risk Spillovers and Tail Dependence Between U.S. and Chinese Technology-Related Equity Markets

This study investigates risk contagion and dependence structures between U.S. and Chinese technology-related stock markets, focusing on the electronics and semiconductor sectors. We employ DCC-GARCH models to capture time-varying correlations and copula models to analyze nonlinear and tail dependenc...

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Detalles Bibliográficos

Principais autores:	Xinmiao Zhou, Huihong Liu
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2025-12-01
Series:	International Journal of Financial Studies
Assuntos:	copula models DCC-GARCH risk contagion Value-at-Risk U.S.–China stock markets electronics and technology sector
Acceso en liña:	https://www.mdpi.com/2227-7072/13/4/242
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