Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers

Jue Gong, Gang-Jin Wang, Yang Zhou, You Zhu, Chie Xie, Matteo Foglia

Year of publication:	2023
Authors:	Gong, Jue ; Wang, Gang-Jin ; Zhou, Yang ; Zhu, You ; Chi, Xie ; Foglia, Matteo
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 83.2023, p. 1-27
Subject:	Volatility spillover \| Multiplex network \| Information transmission \| Investor sentiment \| Variance risk premium \| Volatilität \| Volatility \| Spillover-Effekt \| Spillover effect \| Risikoprämie \| Risk premium \| Informationsverbreitung \| Information dissemination

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