Research on Risk Contagion of Foreign Exchange Market and Capital Market ——An Empirical Analysis of the Three-Dimensional VAR-BEKK-GARCH Model Based on Exchange Rate, Stock Price and House Price
ZHANG Hao, HAH Ming-hui, YAO Jia-ying
Operations Research and Management Science . 2020, (7): 206 -213 .  DOI: 10.12005/orms.2020.0190