A new channel for global volatility propagation
Shuning Chen and Jianxin Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Shuning ; Wang, Jian-xin |
| Subject: | conditional volatility persistence | global return | global volatility | International volatility propagation | volatility dynamics | Volatilität | Volatility | Welt | World | ARCH-Modell | ARCH model | Globalisierung | Globalization | Internationaler Finanzmarkt | International financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2206040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547893