Spatial linkage of volatility spillovers and its explanation across G20 stock markets : a network framework
Weiping Zhang, Xintian Zhuang, Yang Lu, Jian Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Weiping ; Zhuang, Xintian ; Lu, Yang ; Wang, Jian |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-13
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| Subject: | Spatial linkage | Volatility spillover networks | G20 stock markets | QAP analysis | GARCH-BEKK model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | G20-Staaten | G20 countries | ARCH-Modell | ARCH model | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101454 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012435765