Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
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This paper investigates the multidimensional risk spillovers among crude oil, the US and Chinese stock markets during the COVID-19 epidemic through a GARCHSK-Mixed Copula-CoVaR-Network method. Firstly, we find that during the COVID-19 period, the oil-stock ris... ...
