Dynamic volatility spillover and network connectedness across ASX sector markets
Ki-Hong Choi, Ron P. McIver, Salvatore Ferraro, Lei Xu, Sang Hoon Kang
| Year of publication: |
2021
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|---|---|
| Authors: | Choi, Ki-hong ; McIver, Ron ; Ferraro, Salvatore ; Xu, Lei ; Kang, Sang Hoon |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 45.2021, 4, p. 677-691
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| Subject: | Dynamic volatility spillovers | Financial crisis | Connectedness network | Sector indices | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Unternehmensnetzwerk | Business network | VAR-Modell | VAR model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-021-09544-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656361