Bond market opening, monetary policy, and systemic financial risks – An empirical study based on the TVP-SV-VAR model

Open Access

Peer-reviewed

Research Article

About the Authors

Wei-Ying Ping

Roles Conceptualization, Supervision

Affiliation School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang, Jiangxi Province, China

Yu-Wen Hu

Roles Data curation, Writing – original draft, Writing – review & editing

Affiliation School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang, Jiangxi Province, China

Liang-Qing Luo

Roles Conceptualization, Methodology, Supervision

Affiliation School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang, Jiangxi Province, China

The authors have declared that no competing interests exist.

Finance
Is the Subject Area "Finance" applicable to this article?

Thanks for your feedback.
Monetary policy
Is the Subject Area "Monetary policy" applicable to this article?

Thanks for your feedback.
Bond markets
Is the Subject Area "Bond markets" applicable to this article?

Thanks for your feedback.
Financial markets
Is the Subject Area "Financial markets" applicable to this article?

Thanks for your feedback.
Money supply and banking
Is the Subject Area "Money supply and banking" applicable to this article?

Thanks for your feedback.
Fluid flow
Is the Subject Area "Fluid flow" applicable to this article?

Thanks for your feedback.
Structure of markets
Is the Subject Area "Structure of markets" applicable to this article?

Thanks for your feedback.
Flow rate
Is the Subject Area "Flow rate" applicable to this article?

Thanks for your feedback.