Multilayer networks in the frequency domain : measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang-jin Wang, Shuwen Liu, Min Lu
| Year of publication: |
2024
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|---|---|
| Authors: | Ouyang, Zisheng ; Zhou, Xuewei ; Wang, Gang-jin ; Liu, Shuwen ; Lu, Min |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 92.2024, p. 909-928
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| Subject: | Frequency domain | Multilayer networks | Volatility connectedness | Volatilität | Volatility | China | Unternehmensnetzwerk | Business network | Soziales Netzwerk | Social network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.02.070 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535058