Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on <i>C</i>-Vine Copula and Time-Varying <i>t</i>-Copula

<table class="table-group" id="tab7"><tr><td><table class="table"><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr class="thead"><td class="align_left"></td><td class="align_center">INTE</td><td class="align_center">BANK</td><td class="align_center">FUND</td><td class="align_center">Summation</td></tr><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr><td class="align_left">INTE</td><td class="align_center">1</td><td class="align_center">0.0586</td><td class="align_center">0.0628</td><td class="align_center">0.1214</td></tr><tr><td class="align_left">BANK</td><td class="align_center">0.0586</td><td class="align_center">1</td><td class="align_center">0.0781</td><td class="align_center">0.1367</td></tr><tr><td class="align_left">FUND</td><td class="align_center">0.0628</td><td class="align_center">0.0781</td><td class="align_center">1</td><td class="align_center">0.1409</td></tr><tr class="table-tr"><td colspan="5"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Kendall rank correlation coefficients among the IMFs.</div>

Complexity

tab7

Table 7

Table 7: Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on <i>C</i>-Vine Copula and Time-Varying <i>t</i>-Copula 

Complexity

Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula

Table 7