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

Table 2

Five other countries transfer entropy GARCH (1,1) models mean equation estimation results.

Country	Parameter				Constant
Canada	Coefficient	0.1131	−0.66	0.21	0.627
	SE	0.0603	0.0552	0.0342	0.0269
	value	0	0	0	0
Australia	Coefficient	0.3816	−0.5841	−0.422	0.3563
	SE	0.0501	0.0257	0.0179	0.0389
	value	0	0	0	0
China	Coefficient	−0.0003	0.101	0.0125	0.5434
	SE	0.0751	0.0694	0.0635	0.0231
	value	0.862	0.113	0.853	0
Germany	Coefficient	0.86	−0.9876	−0.7489	0.2538
	SE	0.0685	0.0511	0.0365	0.034
	value	0	0	0	0
Britain	Coefficient	0.8453	−0.9885	−0.8604	0.3838
	SE	0.0541	0.0569	0.0408	0.0284
	value	0	0	0	0