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Emerging Markets Finance and Trade Volume 58, 2022 - Issue 2
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Research Article

Systemic Risk Measures and Macroeconomy Forecasting: Based on FQGLS Estimation with Structural Break

Guojin Chena School of Economics, Xiamen University, Xiamen, Fujian, China;b Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian, ChinaView further author information
,
Yanzhen Liub Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian, ChinaView further author information
&
Yu Zhangb Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian, ChinaCorrespondence[email protected]
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Pages 584-600 | Published online: 25 Aug 2020

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Dan Wang & Wei-Qiang Huang. (2023) Forecasting Chinese macroeconomy with volatility connectedness of financial institutions. Emerging Markets Finance and Trade 59:6, pages 1797-1817.
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Yijie Fei. (2023) On IVX-based structural break tests in univariate predictive regressions. Applied Economics Letters 0:0, pages 1-11.
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Ibrahim Fatnassi & Yacine Hammami. (2023) Assessing systemic risk of Islamic banks during the COVID-19 pandemic crisis. Applied Economics Letters 0:0, pages 1-8.
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