Applying bootstrap tests to 2016-2022 daily returns, the authors classify U.S. and Chinese stock pairs by extremal dependence and find China more interconnected, with strong U.S.-China links in consumer and materials sectors.
Presumably this reflects Chinese manufacturing expertise of consumer 12 goods
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Applying bootstrap tests to 2016-2022 daily returns, the authors classify U.S. and Chinese stock pairs by extremal dependence and find China more interconnected, with strong U.S.-China links in consumer and materials sectors.