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. 2021 Nov 8;16(11):e0259308. doi: 10.1371/journal.pone.0259308

Fig 3. Impulse response functions of market i volatility to CSI300 index volatility.

Fig 3

The figure presents the response of market i volatility (i = coa, cor, cop, gol, met, oil, soy, ste, sug) to CSI300 index volatility shocks. The sample runs from January 1, 2010 to March 22, 2021. The dotted lines are confidence bands based on Monte Carlo simulated standard errors.