CrossRef
Open Access
2023
Risk spillover effect of real estate industry and banking industry
Yuwei He
Abstrak
The relationship between the real estate market and the banking industry has always been concerned, and its fluctuation may have a significant impact on the banking industry. In order to deeply understand this influence mechanism, this study uses DCC-GARCH model to analyze the sample data from 2012 to 2022, and reveals the volatility linkage between the real estate market and the banking industry, so as to more accurately analyze the risk transmission effect, with a view to providing support for risk management and policy formulation and helping to establish a more stable and sustainable financial system.
Penulis (1)
Y
Yuwei He
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2023
- Bahasa
- en
- Sumber Database
- CrossRef
- DOI
- 10.54097/hbem.v19i.11766
- Akses
- Open Access ✓