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Since 2018, the bond market has surpassed the stock market, becoming the biggest investment area in China's security market, and the systemic risks of China's bond market are of non-negligible importance. Based on daily interest rate data of representative bond categories, this study conducted a dynamic analysis based on generalized vector autoregressive volatility spillover variance decomposition, constructed a complex network, and adopted the minimum spanning tree method to clarify anddoi:10.3390/e23070920 doaj:d930ddbf3ee644969fe372e985608c54 fatcat:6qftjfiovnaitbbdfzooixlhfi