Data · dataset · 2024
Stock Market Interconnection and Tail Risk Spillover Effects
Listed in ScienceDB
Description
Tail risk estimation results of 10 major global stock markets (Chinese Mainland (CN), Hong Kong (HK), Brazil (BR), India (IN), Russia (RU), Japan (JP), France (FR), Germany (DE), the United Kingdom (UK), the United States (US)) from 1997 to 2022, and DY spillover index method procedure under rolling sample estimation
Links
Where it is published
- DOI doi.org/10.57760/sciencedb.j00214.00056 ↗
DOI / persistent id · from scidb cn
Catalogue records · 1
- OAI-PMH record scidb.cn/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=10.57760%2… ↗
metadata API · from scidb cn
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Social Science
- Inferred from text
- Banking, finance and investment 70%
Provenance · 1 source records, 12 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| ScienceDB | 10.57760/sciencedb.j00214.00056 | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].anzsrc:group:3502 | enrichment · scidb cn | taxonomy-embedding@1.0.0 | title+keywords+description (70%) |
| concepts[field].local:field:earth-environmental | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:engineering | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:humanities | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:social-science | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| description | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/description |
| license | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/rights |
| publication_date | source · scidb cn | connector:scidb_cn@1.0.0 | |
| title | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/title |