Multilayer network analysis of idiosyncratic volatility connectedness : Evidence from China
Xuewei Zhou, Zisheng Ouyang, Min Lu, Zhongzhe Ouyang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Ouyang, Zhongzhe |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 88.2024, Art.-No. 102533, p. 1-24
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| Subject: | Financial institutions | Idiosyncratic connectedness | Multilayer networks | Risk spillovers | China | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risiko | Risk | Unternehmensnetzwerk | Business network | Netzwerk | Network | Soziales Netzwerk | Social network | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015324173