英文论文


文献类型
Article
题名
MEASURING FINANCIAL MARKET RISK CONTAGION BETWEEN CHINESE AND OTHER ONE BELT ONE ROAD COUNTRIES' STOCK MARKETS
作者
Xu, Haifeng; Zhang, Jiawen; Chen, Zhen
作者单位
[Xu, Haifeng] Xiamen Univ, Dept Stat, Sch Econ, Xiamen 361005, Peoples R China. [Xu, Haifeng; Chen, Zhen] Xiamen Univ, Wang Yanan Inst Studies Econ WISE, Xiamen 361005, Peoples R China. [Zhang, Jiawen] Xiamen Inst Software Technol, Xiamen, Peoples R China.
通讯作者地址
Xiamen Univ, Dept Stat, Sch Econ, Xiamen 361005, Peoples R China.; Xiamen Univ, Wang Yanan Inst Studies Econ WISE, Xiamen 361005, Peoples R China.
Email
xhf1984@hotmail.co.jp
ResearchID
ORCID
期刊名称
SINGAPORE ECONOMIC REVIEW
出版社
WORLD SCIENTIFIC PUBL CO PTE LTD
ISSN
0217-5908
出版信息
2025-03, 70 (1):157-179.
JCR
4
影响因子
ISBN
基金
National Natural Science Foundation of China [71801184]; Natural Science Foundation of Fujian Province [2018J01114]
会议名称
会议地点
会议开始日期
会议结束日期
关键词
Risk contagion; tail dependence; dynamic Markov regime-switching copula; conditional value-at-risk
摘要
In this paper, we employ the dynamic Markov regime-switching copula model to measure the financial risk contagion among the One Belt One Road (OBOR) countries. To investigate the impact of the OBOR initiative, we divide the sample period into two subsamples and calculate the daily low/high tail dependence by adopting international stock market index data from January 2004 to March 2020. The results provide evidence of financial risk contagion effects, an asymmetric risk spillover and increased tail dependence between the Chinese stock market and those of other OBOR countries.
一级学科
Economics
WOS入藏号
WOS:001577145700001
EI收录号
DOI
10.1142/S0217590822500187
ESI
收录于
SSCI

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