Frequency heterogeneity of tail connectedness : evidence from global stock markets
Year of publication: |
2023
|
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Authors: | Jian, Zhihong ; Lu, Haisong ; Zhu, Zhican ; Xu, Huiling |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 125.2023, p. 1-13
|
Subject: | Frequency decomposition | Global stock markets | Systemic risk | Tail connectedness | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Welt | World | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Börsenkurs | Share price | Systemrisiko | Schätzung | Estimation |
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