Fair-weather friends? : sector-specific volatility connectedness and transmission
Year of publication: |
2021
|
---|---|
Authors: | Liu, Pan ; Power, Gabriel J. ; Vedenov, Dmitrij V. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 76.2021, p. 712-736
|
Subject: | Commodities | Conditional | Connectedness | Crisis | Industry | Sector | SPDR | Transmission | Volatility | Volatilität | Welt | World | Konjunktur | Business cycle |
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