Tail risk spillovers between Chinese USD-denominated bond market and Chinese stock market from a frequency-domain perspective

Finance research letters 2026

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Authors: Zhaodong Li, Xin Wang, Xinyu Wang, Yang Zhou, Yanling Lu

DOI: 10.1016/j.frl.2026.109739

Cited by: 0

References: 28

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Global Financial Crisis and Policies

References 28