Global volatility connectedness and the determinants : evidence from multilayer networks
Xuewei Zhou, Zisheng Ouyang and Min Lu
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 31.2025, 11, p. 1369-1404
|
| Subject: | contemporaneous spillovers | global stock markets | Lagged spillovers | multilayer networks | volatility connectedness | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Welt | World | Globalisierung | Globalization | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2025.2482829 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445604