An innovative MS-VAR model with integrated financial knowledge for measuring the impact of stock market bubbles on financial security
In the modern financial system, division of labor and close cooperation between different departments are determinants of risk contagion. The risk resulting from the volatility of the stock market can easily spread to other industries and departments, leading to systemic financial and economic crise...
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| Format: | Article |
| Language: | English |
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Elsevier
2022-07-01
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| Series: | Journal of Innovation & Knowledge |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2444569X22000476 |