Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Year of publication: |
2024
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Authors: | Zhang, Xu ; Lv, Zhiyu ; Naeem, Muhammad Abubakr ; Rauf, Abdul ; Liu, Jiawen |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 63.2024, Art.-No. 105371, p. 1-10
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Subject: | International stock market | Intertemporal risk contagion network | Intertemporal risk spillover effect | Relative importance analysis | Theorie | Theory | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Risiko | Risk | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Welt | World |
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