Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method
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DOI: 10.1016/j.econmod.2019.03.002
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More about this item
Keywords
Comovement measure; Comovement structure; Topology of causal network; Common factors; Panel data model;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G19 - Financial Economics - - General Financial Markets - - - Other
Statistics
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