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A study of financial market resilience in China — From a hot money shock perspective · Study

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ArticleA study of financial market resilience in China — From a hot money shock perspective

Chun Tang2024

Article2024

A study of financial market resilience in China — From a hot money shock perspective

Chun Tang · Xiaoxing Liu · Guangyi Yang

18 citations·0/0 files stored·Pacific-Basin Finance Journal

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Global Financial Crisis and Policies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2002Illiquidity and stock returns: cross-section and time-series effects 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2014Uncertainty, Financial Frictions, and Investment Dynamics 2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 2017Estimating global bank network connectedness 2022Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets 2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 2017Innovation and regional economic resilience: an exploratory analysis

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Details

Year2024

Typearticle

Published2024-01-07

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations18

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.pacfin.2024.102256

openalex_workW4390651069

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