Research on Quantile Characteristics of Time-varying Connectedness in Financial Institutions: An Empirical Analysis Based on QVAR Model

OUYANG Zisheng, ZHOU Xuewei

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (1) : 213-237.

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China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (1) : 213-237. DOI: 10.12012/CJoE2021-0094

Research on Quantile Characteristics of Time-varying Connectedness in Financial Institutions: An Empirical Analysis Based on QVAR Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2023, 3(1): 213-237 https://doi.org/10.12012/CJoE2021-0094

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