The Intersectoral Systemic Risk Shock of Emergency Crisis Events in China’s Financial Market: Nonparametric Methods and Panel Event Study Analyses

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dc.contributor.authorAo Lei
dc.contributor.authorHui Zhao
dc.contributor.authorYixiang Tian
dc.date.accessioned2025-05-22T11:29:53Z
dc.date.available2025-05-22T11:29:53Z
dc.identifier.urihttps://tustorage.ulb.tu-darmstadt.de/handle/tustorage/37950
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subject.ddc600
dc.titleThe Intersectoral Systemic Risk Shock of Emergency Crisis Events in China’s Financial Market: Nonparametric Methods and Panel Event Study Analyses
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dspace.entity.typeDistribution
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relation.isDatasetOfDistribution.latestForDiscovery213d1f11-2bc2-4cf1-ac72-91ff7595eaba

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