Summary of liquidity spillovers in all the sectors during the COVID-19 pandemic period (from January 2020 to March 2022).
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https://figshare.com/articles/dataset/Summary_of_liquidity_spillovers_in_all_the_sectors_during_the_COVID-19_pandemic_period_from_January_2020_to_March_2022_/21576821
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The optimal lag order according to the AIC is 5.
创建时间：
2022-11-17
