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Keywords: Asymmetric effect
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Journal Articles
International Journal of Climate Change Strategies and Management (2021) 13 (3): 375–393.
Published: 05 August 2021
.... Design/methodology/approach This paper first uses vector autoregression model to study the impact of climate change to financial stability and applies NARDL model to assess the nonlinear asymmetric effect of climate change on China’s financial stability using monthly data from 2002 to 2018. Findings...
