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RePEcDerivatives & Volatility

Bank System Volatility and Innovation Quality

Chinese non-financial firms' innovation quality positively correlates with banking sector volatility risk, but this effect is lessened for bank-related firms and during high economic policy uncertainty.

Featured in No. 38 on 21 Feb 2024 · on release day

Released
21 Feb 2024
First featured
No. 38 · 21 Feb 2024
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Identifier
RePEc:mes:emfitr:v:60:y:2024:i:2:p:371-387

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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