Ma, Huijie and Guo, Zihan and Yang, Huijing and Ji, Xinjian (2023) Volatility Spillover Effect of U.S. Economic Policy Uncertainty on China's Financial Submarkets. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
As the uncertainty of American economic policy increases, the impact of it on China, a rapidly developing country which is constantly improving its financial market, cannot be ignored. In this paper, we divide China's financial market into eight submarkets, and use the DCC-GARCH model to compare and
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:01 |
| Last Modified: | 17 Apr 2026 03:51 |
| URI: | http://eprints.eai.eu/id/eprint/41889 |
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