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

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

Licence