M. Alshater, Muneer; Huthaifa, Alqaralleh; Khoury, Rim - 2022
This paper investigates the asymmetric volatility interlinkages of global IT industries. To this end, we introduce a new Wavelet-Time Varying Parameter-VAR (W-TVP-VAR) approach to examine the effectiveness of the argument that exuberance leads to spillovers over different investment horizons....