Spatial linkage of volatility spillovers and its explanation across China's interregional stock markets : a network approach
Year of publication: |
2021
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Authors: | Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian ; Dong, Zibing |
Subject: | interregional stock markets | QAP analysis | Spatial linkage | volatility spillover network | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | China | Räumliche Verteilung | Spatial distribution |
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