A Structural Spillover Network Integrating Diebold-Yilmaz and SVAR: Evidence from China's Interbank Market

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Mucai Lin, Zhiwu Hong, Yong Chen, Hang Yuan
DOI: 10.2139/ssrn.6007754
Cited by: 0

Fields of Study & Subjects

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint