Table 7 Uncertain event time bounds.
From: Risk spillover in China’s real estate industry chain: a DCC-EGARCH-ΔCoVaR model
Event Name | Time |
|---|---|
Financial Crisis | February 13, 2007, to September 1, 2009 |
2015 Stock Market Crash | June 15, 2015, to June 24, 2016 |
Covid-19 | January 5, 2020, to May 7, 2021 |
