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

Table 7

Gravitational space weights matrix model in generalized multidimensional economic space.

SAR model (M6)	SEM model (M7)	SAR model (M8)	SEM model (M9)
	0.8562	0.7132
			0.9125	0.8965
Cflow	0.0465	0.0365	0.0245	0.0356
Exchange	0.1963	0.2113	0.1341	0.29923
cpi	0.2451	0.3226	0.0798	−0.0635
liqu	0.0065	0.0028	0.0084	0.0118
Ffree	0.1235	0.0235	0.1534	0.2498
Cycle	−0.3214	−0.4825	−0.0008	−0.3562
Credit	0.01365	0.0245	0.0073	0.0038
Tfree	−0.1635	0.1952	−0.1478	−0.2706