A Network Approach to the Study of the Dynamics of Risk Spillover in China’s Bond Market
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DOI: 10.3390/e23070920
Abstract: Since 2018, the bond market has surpassed the stock market, becoming the biggest investment area in China’s security market, and the systemic risks of China’s bond market are of non-negligible importance. Based on daily interest… read more here.
Keywords: network; interest rate; bond; bond market ... See more keywords