Yunsong Xu
Biographic Data
| ID | 3917137 |
|---|---|
| NAME | Yunsong Xu |
| GIVEN NAMES | Yunsong |
| FAMILY NAME | Xu |
| SIGNATURE | XU Y |
| AFFILIATIONS | Beijing Language and Culture University |
| ORCID | 0000-0003-3611-1872 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 2 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China
This paper analyzes the multiple transmission mechanisms of the real estate industry's risk spillovers to the financial industry. A GARCH-time-varying-copula-CoVaR model is used to measure the spillover effects and dynamic evolution trends of risk in the Chinese real estate industry. The results show that (1) in recent years, the risk spillovers from the real estate industry to the whole financial industry in China has been relatively high, and t…
The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China
This paper analyzes the multiple transmission mechanisms of the real estate industry's risk spillovers to the financial industry. A GARCH-time-varying-copula-CoVaR model is used to measure the spillover effects and dynamic evolution trends of risk in the Chinese real estate industry. The results show that (1) in recent years, the risk spillovers from the real estate industry to the whole financial industry in China has been relatively high, and t…
The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China
This paper analyzes the multiple transmission mechanisms of the real estate industry's risk spillovers to the financial industry. A GARCH-time-varying-copula-CoVaR model is used to measure the spillover effects and dynamic evolution trends of risk in the Chinese real estate industry. The results show that (1) in recent years, the risk spillovers from the real estate industry to the whole financial industry in China has been relatively high, and t…
Actuarial science (1 works) · Business (1 works) · Credit Risk and Financial Regulations (1 works) · Economics (1 works) · Finance (1 works) · Financial crisis (1 works) · Financial economics (1 works) · Financial Risk and Volatility Modeling (1 works) · Financial services (1 works) · Housing Market and Economics (1 works)