Haishan Yu
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View article: Does China’s stock market volatility affect agricultural loan market volatility?
Does China’s stock market volatility affect agricultural loan market volatility? Open
This study uses a Time-Varying Parameter Stochastic Volatility Vector Autoregression (TVP-SV-VAR) model to conduct an empirical analysis of the dynamic effects of China’s stock market volatility on the agricultural loan market and its chan…