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Systemic risk and macroeconomic activity:International evidence

Zhiyuan Pan Yijie Zhou Qingma Dong

管理科学学报(英文)2025,Vol.10Issue(4):507-533,27.
管理科学学报(英文)2025,Vol.10Issue(4):507-533,27.DOI:10.1016/j.jmse.2025.09.001

Systemic risk and macroeconomic activity:International evidence

Systemic risk and macroeconomic activity:International evidence

Zhiyuan Pan 1Yijie Zhou 1Qingma Dong1

作者信息

  • 1. Institute of Chinese Financial Studies,Southwestern University of Finance and Economics,Chengdu,611130,China
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摘要

关键词

Systemic risk/Macroeconomic shock/Forecast combination/Developed and developing regions/Quantile-on-quantile regression

Key words

Systemic risk/Macroeconomic shock/Forecast combination/Developed and developing regions/Quantile-on-quantile regression

分类

社会科学

引用本文复制引用

Zhiyuan Pan,Yijie Zhou,Qingma Dong..Systemic risk and macroeconomic activity:International evidence[J].管理科学学报(英文),2025,10(4):507-533,27.

基金项目

This work was supported by the Major Project of the Key Research Institute of Humanities and Social Sciences,Ministry of Education of China(22JD790067). (22JD790067)

管理科学学报(英文)

2096-2320

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