Shahzad, Syed Jawad Hussain; Bouri, Elie; Krištoufek, … - In: Financial innovation : FIN 7 (2021), pp. 1-23
COVID-19 outbreak. To this end, we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by … for all sectors and uncover the effect of the COVID-19 outbreak on the dynamics of the network. The results show that the …