The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203)
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scientific article; zbMATH DE number 7508076
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| English | The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach |
scientific article; zbMATH DE number 7508076 |
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The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (English)
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14 April 2022
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global financial factor
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prediction
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spillover effect
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systemic risk
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0.87036407
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0.8101437
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0.81012654
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0.8097084
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