The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model

Hongli Niu, Kunliang Xu, Mengyuan Xiong. The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model. Entropy, 25(4):619, April 2023. [doi]

Abstract

Abstract is missing.