Connectedness among EU investment funds : insights from timevarying and frequency decomposition spillover indices
Antoine Bouveret, Massimo Ferrari, Monica Gentile
| Year of publication: |
02 August 2023
|
|---|---|
| Authors: | Bouveret, Antoine ; Ferrari, Massimo ; Gentile, Monica |
| Publisher: |
Paris : European Securities and Markets Authority (ESMA), Risk Analysis and Economics Department |
| Subject: | Investment funds | systemic risk | volatility | risk spillovers | connectedness | frequency dynamics | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Investmentfonds | Investment Fund |
freely available
| Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
|---|---|
| Series: | ESMA working paper. - Paris : European Securities and Market Authority (ESMA), ZDB-ID 3042483-5. - Vol. no. 2023, 1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014319682