Shahzad, Syed Jawad Hussain; Bouri, Elie; Krištoufek, … - In: Financial innovation : FIN 7 (2021), pp. 1-23
The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the … network structure and spillovers differ considerably with respect to the market state. During stable times, the network shows …