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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Multilayer network analysis of idiosyncratic volatility connectedness : Evidence from China
Zhou, Xuewei
;
Ouyang, Zisheng
;
Lu, Min
;
Ouyang, Zhongzhe
- In:
Pacific-Basin finance journal
88
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015324173
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Multilayer networks in the frequency domain : measuring volatility connectedness among Chinese financial institutions
Ouyang, Zisheng
;
Zhou, Xuewei
;
Wang, Gang-jin
;
Liu, Shuwen
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 909-928
Persistent link: https://www.econbiz.de/10014535058
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