Dynamic volatility spillover and network connectedness across ASX sector markets
Year of publication: |
2021
|
---|---|
Authors: | Choi, Ki-hong ; McIver, Ron ; Ferraro, Salvatore ; Xu, Lei ; Kang, Sang Hoon |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 45.2021, 4, p. 677-691
|
Subject: | Dynamic volatility spillovers | Financial crisis | Connectedness network | Sector indices | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Unternehmensnetzwerk | Business network | Finanzkrise | VAR-Modell | VAR model |
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