Cross-border spillovers in G20 sovereign CDS markets
Cluster analysis based on K-means machine learning algorithm and TVP–VAR models
Bibliographic Data
| ID | 21541928 |
|---|---|
| Authors | Zhizhen Chen (0009-0007-7796-8086), Zimo Chen (0009-0008-3058-1295, Northeast Normal University), Guifen Shi (0000-0001-7947-1224, Northeast Normal University, corresponding author), Boyang Sun (0000-0002-1826-0770, Northeast Normal University) |
| Year | 2024 |
| Volume | 67 |
| Issue | 6 |
| Pages | 2463-2502 |
| Publication date | 2024-12-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-024-02628-6 |
| OpenAlex | W4399767319 |
| Language | EN |
| References cited | 71 |
Algorithm · Economics · Computer Science · Global Financial Crisis and Policies · Market Dynamics and Volatility · Monetary Policy and Economic Impact · Artificial Intelligence
| Highly cited | No |
|---|