Work

Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks

Year: 2023

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2023.101843

Authors: Dong-hai Zhou, Xiao-xing Liu

Institution: Southeast University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Key Research and Development Program of China

Awards: G3532714477, G3895494925

OpenAlex ID: W4386799782

FWCI: 5.28

Cites: 95

Cited by: 25

Related to: 10