Markov-switching multifractal volatility spillovers among European stock markets during crisis periods
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Richard Adjei Dwumfour and Chi-Chuan Lee
| Year of publication: |
2025
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Dwumfour, Richard Adjei ; Lee, Chi-Chuan |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 19, p. 2389-2406
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| Subject: | Europe stock markets | Markov-switching multifractal model | TVP-VAR | volatility spillovers | Volatilität | Volatility | Markov-Kette | Markov chain | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | EU-Staaten | EU countries | Europa | Europe | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2324846 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015442823