Work

Networks of volatility spillovers among stock markets

Year: 2017

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2017.08.123

Authors: Eduard Baumöhl, Evžen Kočenda, Štefan Lyócsa, Tomáš Výrost

Institutions: Bratislava University of Economics and Business, Czech Academy of Sciences, Charles University, Czech Academy of Sciences, Institute of Information Theory and Automation, Leibniz Institute for East and Southeast European Studies

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Grantová Agentura České Republiky, Agentúra na Podporu Výskumu a Vývoja

Awards: Nákaza na medzinárodných trhoch: revidovanie modelov a analýza sietí, Integrácia akciových trhov: poznatky z empirického výskumu

OpenAlex ID: W2474601267

FWCI: 13.12

Cites: 60

Cited by: 85

Related to: 10