多层网络中基于COVID-19新闻的恐慌情绪与股市波动之间的时频极端风险溢出：来自RCEP国家的证据
Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries
International Review of Financial Analysis · 2024
被引 11
ABS 3
- Yanshuang Li
- Yujie Shi 通讯
- Yongdong Shi 通讯
- Xiong Xiong
- Shangkun Yi
金融经济学行为金融学风险管理宏观经济学计量经济学