Chinese financial cycle spillovers to developed countries
In this paper, we quantify the spillovers of Chinese financial cycles from 1990Q1 to 2017Q4. We construct a spillover index for Chinese financial cycles and fit the Markov-switching autoregressive model. Our main findings indicate that Chinese financial cycle spillover shows several general characte...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2019-08-01
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| Series: | Green Finance |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/10.3934/GF.2019.4.364/fulltext.html |