Interconnected multilayer networks : quantifying connectedness among global stock and foreign exchange markets
Year of publication: |
2023
|
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Authors: | Wang, Gang-Jin ; Wan, Li ; Feng, Yusen ; Chi, Xie ; Uddin, Mohammed Gazi Salah ; Zhu, You |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-20
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Subject: | Connectedness | Forex markets | Interconnected multilayer network | Stock markets | Volatility spillovers | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | Unternehmensnetzwerk | Business network | Internationaler Finanzmarkt | International financial market | Netzwerkökonomik | Network economics | Netzwerk | Network |
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