A Study on the Cross Time-Space Characteristics and the Driving Factors of the Spillover Effect of the Yield in China's Bill Market: Based on LASSO-VAR Model

CHEN Min, FANG Yi

Jinan Journal ›› 2020, Vol. 42 ›› Issue (11) : 116-132.

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Jinan Journal ›› 2020, Vol. 42 ›› Issue (11) : 116-132.

A Study on the Cross Time-Space Characteristics and the Driving Factors of the Spillover Effect of the Yield in China's Bill Market: Based on LASSO-VAR Model

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