Matches in SemOpenAlex for { <https://semopenalex.org/work/W3173931653> ?p ?o ?g. }
- W3173931653 endingPage "1411" @default.
- W3173931653 startingPage "1411" @default.
- W3173931653 abstract "Following generalized variance decomposition, we identify the transmission structure of financial shock among ten sectors in China. Then, we examine whether economic policy uncertainty (EPU) affects it through GARCH-MIDAS regression. We find that consumer discretionary, industrials, and materials sectors are systemically important industries during the sample period. Further research of dynamic analysis shows that each sector acts in a time-varying role in this structure. The results of the GARCH-MIDAS regression indicate that none of the selected EPU indexes has a significant long-term impact on the total volatility spillover of the inter-sector stock market in China. However, the EPUs do affect some sectors’ spillover indexes in the long run, and they are significantly heterogeneous. This paper can provide regulatory suggestions for policymakers and reasonable asset allocation and risk avoidance methods for investors." @default.
- W3173931653 created "2021-07-05" @default.
- W3173931653 creator A5005752932 @default.
- W3173931653 creator A5059722551 @default.
- W3173931653 date "2021-06-17" @default.
- W3173931653 modified "2023-10-14" @default.
- W3173931653 title "Sector Volatility Spillover and Economic Policy Uncertainty: Evidence from China’s Stock Market" @default.
- W3173931653 cites W1496824046 @default.
- W3173931653 cites W1533232858 @default.
- W3173931653 cites W1966404922 @default.
- W3173931653 cites W1967853182 @default.
- W3173931653 cites W1973179437 @default.
- W3173931653 cites W1981655853 @default.
- W3173931653 cites W1982380620 @default.
- W3173931653 cites W2000303290 @default.
- W3173931653 cites W2016968957 @default.
- W3173931653 cites W2039734130 @default.
- W3173931653 cites W2042237087 @default.
- W3173931653 cites W2043276687 @default.
- W3173931653 cites W2052775749 @default.
- W3173931653 cites W2069953209 @default.
- W3173931653 cites W2073740083 @default.
- W3173931653 cites W2076438649 @default.
- W3173931653 cites W2087101027 @default.
- W3173931653 cites W2088915174 @default.
- W3173931653 cites W2090758800 @default.
- W3173931653 cites W2092314509 @default.
- W3173931653 cites W2120738540 @default.
- W3173931653 cites W2125591383 @default.
- W3173931653 cites W2127223208 @default.
- W3173931653 cites W2139279300 @default.
- W3173931653 cites W2155187653 @default.
- W3173931653 cites W2184289640 @default.
- W3173931653 cites W2261558790 @default.
- W3173931653 cites W2326968956 @default.
- W3173931653 cites W2531850762 @default.
- W3173931653 cites W2748659514 @default.
- W3173931653 cites W2803805892 @default.
- W3173931653 cites W2883496635 @default.
- W3173931653 cites W2895630045 @default.
- W3173931653 cites W2955738726 @default.
- W3173931653 cites W2967933006 @default.
- W3173931653 cites W2975235921 @default.
- W3173931653 cites W2989930602 @default.
- W3173931653 cites W3020982786 @default.
- W3173931653 cites W3023597126 @default.
- W3173931653 cites W3030358337 @default.
- W3173931653 cites W3121806304 @default.
- W3173931653 cites W3121987512 @default.
- W3173931653 cites W3122186884 @default.
- W3173931653 cites W3122296838 @default.
- W3173931653 cites W3122377502 @default.
- W3173931653 cites W3122741254 @default.
- W3173931653 cites W3122906726 @default.
- W3173931653 cites W3122948958 @default.
- W3173931653 cites W3123607460 @default.
- W3173931653 cites W3124317733 @default.
- W3173931653 cites W3124364252 @default.
- W3173931653 cites W3125469901 @default.
- W3173931653 cites W3125524229 @default.
- W3173931653 cites W3125975571 @default.
- W3173931653 cites W3126146309 @default.
- W3173931653 doi "https://doi.org/10.3390/math9121411" @default.
- W3173931653 hasPublicationYear "2021" @default.
- W3173931653 type Work @default.
- W3173931653 sameAs 3173931653 @default.
- W3173931653 citedByCount "10" @default.
- W3173931653 countsByYear W31739316532022 @default.
- W3173931653 countsByYear W31739316532023 @default.
- W3173931653 crossrefType "journal-article" @default.
- W3173931653 hasAuthorship W3173931653A5005752932 @default.
- W3173931653 hasAuthorship W3173931653A5059722551 @default.
- W3173931653 hasBestOaLocation W31739316531 @default.
- W3173931653 hasConcept C127413603 @default.
- W3173931653 hasConcept C139719470 @default.
- W3173931653 hasConcept C144133560 @default.
- W3173931653 hasConcept C149782125 @default.
- W3173931653 hasConcept C151730666 @default.
- W3173931653 hasConcept C162324750 @default.
- W3173931653 hasConcept C17744445 @default.
- W3173931653 hasConcept C191935318 @default.
- W3173931653 hasConcept C199539241 @default.
- W3173931653 hasConcept C204036174 @default.
- W3173931653 hasConcept C23922673 @default.
- W3173931653 hasConcept C2780299701 @default.
- W3173931653 hasConcept C2780762169 @default.
- W3173931653 hasConcept C55527203 @default.
- W3173931653 hasConcept C556758197 @default.
- W3173931653 hasConcept C78519656 @default.
- W3173931653 hasConcept C86803240 @default.
- W3173931653 hasConcept C89715816 @default.
- W3173931653 hasConcept C91602232 @default.
- W3173931653 hasConceptScore W3173931653C127413603 @default.
- W3173931653 hasConceptScore W3173931653C139719470 @default.
- W3173931653 hasConceptScore W3173931653C144133560 @default.
- W3173931653 hasConceptScore W3173931653C149782125 @default.
- W3173931653 hasConceptScore W3173931653C151730666 @default.
- W3173931653 hasConceptScore W3173931653C162324750 @default.