Data and code for: Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries

Published: 20 February 2023| Version 1 | DOI: 10.17632/c9t5swh4vz.1
Contributors:
, Gang-Jin Wang

Description

The attachment, “Code and Empirical data.zip”, contains codes of the methodology and empirical data in the manuscript entitled “Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries”. The brief description of the codes and empirical data is shown in the attachment.

Files

Steps to reproduce

See the brief description of the codes and empirical data in the attachment.

Institutions

  • Hunan University

Categories

Risk Analysis, Financial Risk, Network Analysis, Financial Contagion, Systemic Risk Analysis, Stock Price

Funders

Licence