研究文章
不对称的风险溢出网络和风险蔓延司机在中国金融市场:经济政策不确定性的角度
|
| 系数矩阵A1 |
|
| L1.bank |
0.0291 |
0.0288 |
0.0307 |
−0.0164 |
0.0528 |
| L1.estate |
−0.0369 |
0.0100 |
−0.0602 |
0.0251 |
−0.0648 |
| L1.insurance |
0.0509 |
−0.0007 |
0.0610 |
0.0228 |
0.0311 |
| L1.mvfinance |
−0.0645 |
−0.0183 |
−0.0629 |
0.0306 |
−0.0430 |
| L1.securities |
−0.0134 |
0.0490 |
−0.0065 |
0.0247 |
0.0526 |
|
| 系数矩阵A2 |
|
| L2.bank |
−0.0030 |
0.0135 |
0.0514 |
0.0837 |
0.1149 |
| L2.estate |
0.0289 |
−0.0455 |
−0.0347 |
−0.0373 |
0.0033 |
| L2.insurance |
−0.0293 |
−0.0297 |
−0.0206 |
−0.0685 |
−0.0836 |
| L2.mvfinance |
−0.0196 |
0.0254 |
0.0079 |
0.0440 |
0.0209 |
| L2.securities |
0.0168 |
0.0231 |
−0.0039 |
0.0360 |
0.0087 |
|
|
