Language : English
蒋翠侠

Paper Publications

Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model

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Journal:International Review of Economics & Finance

Co-author:Li Yuqian,Xu Qifa,Liu Yezheng

First Author:Jiang Cuixia

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:75

Page Number:386-398

Translation or Not:no

Date of Publication:2021-08-20

Included Journals:SSCI