Global geopolitical risk and industrial tail risk in the Chinese stock market: a quantile-on-quantile connectedness approach
Global geopolitical risk (GPR) has increasingly become a pivotal driver of financial market volatility, understanding the impact of GPR on market tail risk is crucial, particularly as traditional models often overlook the complex, nonlinear dynamics exacerbated by geopolitical shocks. This study off...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2025-06-01
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| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2025.1612695/full |
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