Spatial linkage of volatility spillovers and its explanation across China's interregional stock markets : a network approach
Year of publication: |
2021
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Authors: | Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian ; Dong, Zibing |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 8, p. 668-674
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Subject: | interregional stock markets | QAP analysis | Spatial linkage | volatility spillover network | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | China | Räumliche Interaktion | Spatial interaction | Räumliche Verteilung | Spatial distribution |
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