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 WangDescription
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
Funding
National Natural Science Foundation of China
72271087, 71871088 and 71971079
National Office of Philosophy and Social Sciences
21ZDA114 and 19BTJ018
Huxiang Youth Talent Support Program
Hunan Provincial Natural Science Foundation of China
21JJ20019