COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis.

COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis.

Xie, Qiwei; Cheng, Lu; Liu, Ranran; Zheng, Xiaolong; Li, Jingyu.

Afiliação

Xie Q; School of Economics and Management, Beijing University of Technology, Beijing 100124, China.
Cheng L; School of Economics and Management, Beijing University of Technology, Beijing 100124, China.
Liu R; School of Economics and Management, Beijing University of Technology, Beijing 100124, China.
Zheng X; Institute of Automation, Chinese Academy of Sciences, Beijing 100000, China.
Li J; School of Economics and Management, Beijing University of Technology, Beijing 100124, China.

Financ Res Lett ; 52: 103545, 2023 Mar.

Article em En | MEDLINE | ID: mdl-36531157