Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach
复制标题
DOI:
10.1016/j.asieco.2020.101200
复制
发表时间:
2020-06
影响因子:
3.2
通讯作者:
Lu Yang;Lei Yang;Kung‐Cheng Ho;S. Hamori
中科院分区:
文献类型:
--
作者:
Lu Yang;Lei Yang;Kung‐Cheng Ho;S. Hamori