Tail connectedness : measuring the volatility connectedness network of equity markets during crises
Tingting Cheng, Fei Liu, Junli Liu, Wenying Yao
| Year of publication: |
2024
|
|---|---|
| Authors: | Cheng, Tingting ; Liu, Fei ; Liu, Junli ; Yao, Wenying |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 87.2024, Art.-No. 102497, p. 1-24
|
| Subject: | Volatility network | Quantile regression | Financial crisis | Volatilität | Volatility | Finanzkrise | Aktienmarkt | Stock market | Welt | World | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102497 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015098471