Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Year of publication: |
2023
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Authors: | Korkusuz, Burak ; McMillan, David G. ; Kambouroudis, Dimos |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 4, p. 1517-1537
|
Subject: | Complex network theory | G20 stock markets | GARCH-BEKK | Global financial indicators | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Welt | World | G20-Staaten | G20 countries | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienindex | Stock index |
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