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Search: subject:"multi-layer spillover approach"
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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
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Plakandaras, Vasilios
;
Gupta, Rangan
; …
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2024
Persistent link: https://www.econbiz.de/10014515694
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Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
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2023
Persistent link: https://www.econbiz.de/10014443110
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