Evaluation of Spatial Spillover Effect of Multidimensional Hybrid Financial Risk Contagion Based on the DAI Spatial Econometric Model

Table 3

Statistical results of cross-market effects.

Serial no.	Country	Brexit referendum
1	France	Flight-to-quality
2	Germany	Flight-to-quality
3	Britain	Flight-to-quality
4	U.S.A	Flight-to-quality
5	China	—
6	Australia	Flight-to-quality
7	Canada	Flight-to-quality
8	Japan	Flight-to-quality
9	Italy	Flight-to-quality