Japanese stock market sectoral dynamics : a time and frequency analysis
Year of publication: |
2025
|
---|---|
Authors: | El Khoury, Rim ; Alshater, Muneer Maher ; Polat, Onur |
Subject: | connectedness | Japan | quantile coherency | risk spillover | sector analysis | stock market | TVP-VAR | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Branche | Economic sector | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
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