ArticlePloS one2025
Characteristics and dynamic evolution of inter-industry volatility spillovers in China's stock market.
Article in PloS one, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Abstract
This study examines the volatility connectedness across 28 sectors in the Chinese stock market, aiming to discern the risk spillovers and their implications for financial security and economic stability. Employing a network connectedness approach, we analyze the volatility connectedness's characteristics and dynamic evolution among various sectors. The findings indicate that manufacturing industries exhibit a high degree of correlation among themselves and predominantly function as exporters of risk spillovers. Conversely, the financial industry emerges as a primary recipient, characterized by a relatively low correlation to other sectors. During the COVID-19 epidemic, risk correlation within China's stock market sectors experienced an increase, which, however, did not persist as the epidemic progressed. Furthermore, the conflict between Russia and Ukraine exerted a limited contagion effect on China's stock market risks. These insights offer valuable guidance for China in managing economic and financial risks more effectively.
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