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scientific article; zbMATH DE number 7071074
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scientific article; zbMATH DE number 7071074

    Statements

    author
    Jie Bai
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    Maojun Zhang
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    Mengfei Guo
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    publication date
    21 June 2019
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    zbMATH Keywords
    stock market
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    T-bond market
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    mean spillover
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    volatility spillover
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    GARCH model
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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    62P05
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    62M10
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    zbMATH DE Number
    7071074
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