Heterogeneous Spillover Networks and Spatial–Temporal Dynamics of Systemic Risk Transmission: Evidence from G20 Financial Risk Stress Index

Heterogeneous Spillover Networks and Spatial–Temporal Dynamics of Systemic Risk Transmission: Evidence from G20 Financial Risk Stress Index

With the continuous integration of globalization and financial markets, the linkage of global financial risks has increased significantly. This study examines the risk spillover effects and transmission dynamics among the financial markets in G20 countries, which together represent over 80% of globa...

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Bibliographic Details
Main Authors: Xing Wang, Jiahui Zhang, Xiaolong Chen, Hongfeng Zhang, Cora Un In Wong, Thomas Chan
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Mathematics
Subjects:
financial risk
VAR model
variance decomposition
spillover effect
network analysis
spatial–temporal characteristic
Online Access:https://www.mdpi.com/2227-7390/13/8/1353
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