Risk of Internet Money Market Funds and Its Spillover Effect: Based on La-VaR, DCC-GARCH and Minimum Spanning Tree

Internet money market funds (IMMFs) are China's most wildly participated Internet financial products. This research mainly focused on the liquidity risk of IMMFs by establishing a La-VaR model with the cost of unit liquidity and further discussed the liquidity risk spillover between different I...

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Veröffentlicht in:	Wangji Wanglu Jishu Xuekan = Journal of Internet Technology 2022-01, Vol.23 (4), p.669-682
Hauptverfasser:	Huizi Ma, Huizi Ma, Huizi Ma, Yuting Wang, Yuting Wang, Lin Lin, Lin Lin, Xiangrong Wang
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Graph theory Internet Pressure effects Risk
Online-Zugang:	Volltext
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