Work

Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk

Year: 2025

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.1017/s002210902400070x

Author: Christian Kubitza

Institution: European Central Bank

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3173879034

FWCI: 1.861

Cites: 38

Cited by: 4

Related to: 10