Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain
Year of publication: |
2023
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Authors: | Ouyang, Zisheng ; Zhou, Xuewei ; Lai, Yongzeng |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-22
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Subject: | Financial risk | Frequency domain | Global stock markets | Multilayer connectedness networks | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Volatilität | Volatility |
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