Brexit news propagation in financial systems : multidimensional visibility networks for market volatility dynamics
Maria Elena De Giuli, Andrea Flori, Daniela Lazzari and Alessandro Spelta
| Year of publication: |
2022
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|---|---|
| Authors: | De Giuli, Maria Elena ; Flori, Andrea ; Lazzari, Daniela ; Spelta, Alessandro |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 5, p. 973-995
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| Subject: | Brexit | Market volatility | Multidimensional visibility network | Omori law | Großbritannien | United Kingdom | Volatilität | Volatility | Unternehmensnetzwerk | Business network | EU-Staaten | EU countries | Börsenkurs | Share price | Finanzmarkt | Financial market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1970212 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367878