Multiscale Perspective on Volatility Spillover Network in Chinese Financial Market
The research investigates the progression of systemic risk in China's financial market using a new multiscale decomposition method, uncovering varying network characteristics in high and low volatility spillover networks.
Featured in No. 17 on 28 Sep 2023 · 3 days after release
- Released
- 25 Sep 2023
- First featured
- No. 17 · 28 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4583054
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).