Spatial connectedness of volatility spillovers in G20 stock markets : based on block models analysis
Weiping Zhang, Xintian Zhuang, Dongmei Wu
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Weiping ; Zhuang, Xintian ; Wu, Dongmei |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-11
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| Subject: | Block models | G20 stock markets | Spatial connectedness | Volatility networks | Volatilität | Volatility | Aktienmarkt | Stock market | G20-Staaten | G20 countries | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.08.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438221