Asymmetric Contagion of Cross-industrial Downside Risks: New Evidence from the Regime-switching Model

Yang Zihui, Wang Shudai

The Journal of World Economy ›› 2020, Vol. 43 ›› Issue (6) : 28-51.

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PDF(3042 KB)
The Journal of World Economy ›› 2020, Vol. 43 ›› Issue (6) : 28-51.

Asymmetric Contagion of Cross-industrial Downside Risks: New Evidence from the Regime-switching Model

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